💾 Archived View for yasendfile.org › fin_news › uvixnews.gmi captured on 2024-08-31 at 12:12:21. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2024-08-24)
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Saturday, 31 August 2024
PROFIT TARGET: 1%
CANDLESTICK DAYS : 1
Show contango,backwardation of vix future curves and last 3 days closing prices.
--------------------------------------------------- | F1-F2 : F4-F7 % | SPOT-F1 | F1-F2 | F4-F7 | --------------------------------------------------- | C:12.92 C :7.20 | -0.411 | -1.991 | -1.237 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2024-08-30| 15.00 | 15.411 | 17.402 | 17.176 | 18.413 | -------------------------------------------------------------- |2024-08-29| 15.65 | 15.935 | 17.858 | 17.385 | 18.537 | -------------------------------------------------------------- |2024-08-28| 17.11 | 16.570 | 18.395 | 17.500 | 18.400 | --------------------------------------------------------------
UVIX Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-30 | 4.17 | 4.32 | 4.03 | 4.07 | 7.20% : 0.71% | -2 | -2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-29 | 4.31 | 4.43 | 4.16 | 4.29 | 6.49% : -8.52% | -1 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-28 | 4.17 | 4.75 | 4.13 | 4.61 | 15.01% : 6.10% | 1 | 1 | -----------------------------------------------------------------------------------------------------------------------------------------------------------------
Show Percent Rank of Roll Yield for VX30 AND VIX
-------------------------------------------------------------------------------------------------------------------------- |. DATUM .| VIX |SETTLEM1 |SETTLEM2 | FUTROL |TRADDAYS | VX30 | VX30VIX | VX30PR | VX30XPR | MAVG5 |DVX30XPR | -------------------------------------------------------------------------------------------------------------------------- |2024-08-30| 15.00 | 18.7000 | 17.4021 | 5.5556 | 14 | 18.41 | 22.73 | 52.80 | 97.27 | 84.59 | 1.04 | -------------------------------------------------------------------------------------------------------------------------- |2024-08-29| 15.65 | 18.9250 | 17.8579 | 5.5556 | 15 | 18.75 | 19.81 | 54.44 | 93.25 | 77.10 | 1.63 | -------------------------------------------------------------------------------------------------------------------------- |2024-08-28| 17.11 | 18.8500 | 18.3952 | 5.5556 | 16 | 18.80 | 9.88 | 54.88 | 57.09 | 64.62 | 0.62 | -------------------------------------------------------------------------------------------------------------------------- |2024-08-27| 15.43 | 18.4500 | 17.6572 | 5.5556 | 17 | 18.41 | 19.31 | 52.80 | 92.34 | 59.43 | 1.17 | -------------------------------------------------------------------------------------------------------------------------- |2024-08-26| 16.15 | 18.5500 | 17.9583 | 5.5556 | 18 | 18.55 | 14.86 | 53.62 | 78.96 | 52.02 | 0.89 | --------------------------------------------------------------------------------------------------------------------------
Show how many times target is reached in a row based on last day, and view how much occurances there is if serie continues.
----------------------------------------- | SHORTYESDAYS | LONGYESDAYS | ----------------------------------------- | 2 | 9 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 602 | # 370 : 61.46% | # 66 : 10.96% | ------------------------------------------------------------- | SHORTYESDAYS= 2 | SHORTYESDAYS= 3 | Percent | ------------------------------------------------------------- | 65 | 55 | 84.6154 | ------------------------------------------------------------- | LONGYESDAYS= 9 | LONGYESDAYS= 10 | Percent | ------------------------------------------------------------- | 18 | 12 | 66.6667 | -------------------------------------------------------------
Compares the last day candlesize within a range and retrieves the next day occurences, to see how many times the strategies have reach their target the next day.
--------------------------------------------------------------------------------- | SIZE : L-U RANGE | POPULATION | LONGYESDAYS | SHORTYESDAYS | --------------------------------------------------------------------------------- | 7.20% : 6 : 8 | 131 | 94 : 71.76% | 107 : 81.68% | ---------------------------------------------------------------------------------
How many days in a row the candlesize is growing,shrinking, viewed alongside how many times in a row our targets where hit.
------------------------------------------------------------------------------------------------------------------------- | DATUM | GROW-SHRINKDAYS | SHORT Y : N DAYS | LONG Y : N DAYS | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-30 | 1 : 0 | 2 : 0 | 9 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-29 | 0 : 1 | 1 : 0 | 8 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-28 | 2 : 0 | 0 : 1 | 7 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION GROWDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 188 | 156 | 146 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. GROWDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 197 | 167 | 148 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 6.80 | 2022 | 9.94 % | 19.17 % | ------------------------------------------------------------------ | February | 6.85 | 2023 | 9.18 % | - | ------------------------------------------------------------------ | March | 7.11 | 2024 | 9.20 % | - | ------------------------------------------------------------------ | April | 10.41 | GLOBAL | 9.42 % | - | ------------------------------------------------------------------
Shows how many times in a row a strategie reached target,how many times this occured. So you could detect outlier moves
---------------------------------------------------------------------------- | # | SHORT YES | LONG YES | SHORT NODAYS | LONG NODAYS | ---------------------------------------------------------------------------- | 1 | 78 - 15.20% | 99 - 21.11% | 77 - 86.52% | 98 - 73.68% | ---------------------------------------------------------------------------- | 2 | 65 - 12.67% | 69 - 14.71% | 10 - 11.24% | 25 - 18.80% | ---------------------------------------------------------------------------- | 3 | 55 - 10.72% | 56 - 11.94% | 1 - 1.12% | 7 - 5.26% | ---------------------------------------------------------------------------- | 4 | 46 - 8.97% | 47 - 10.02% | 1 - 1.12% | 2 - 1.50% | ---------------------------------------------------------------------------- | 5 | 39 - 7.60% | 37 - 7.89% | - | 1 - 0.75% | ---------------------------------------------------------------------------- | 6 | 32 - 6.24% | 31 - 6.61% | - | - | ---------------------------------------------------------------------------- | 7 | 28 - 5.46% | 25 - 5.33% | - | - | ---------------------------------------------------------------------------- | 8 | 25 - 4.87% | 21 - 4.48% | - | - | ---------------------------------------------------------------------------- | 9 | 20 - 3.90% | 18 - 3.84% | - | - | ---------------------------------------------------------------------------- | 10 | 15 - 2.92% | 12 - 2.56% | - | - | ---------------------------------------------------------------------------- | 11 | 13 - 2.53% | 10 - 2.13% | - | - | ---------------------------------------------------------------------------- | 12 | 12 - 2.34% | 9 - 1.92% | - | - | ---------------------------------------------------------------------------- | 13 | 10 - 1.95% | 8 - 1.71% | - | - | ---------------------------------------------------------------------------- | 14 | 9 - 1.75% | 6 - 1.28% | - | - | ---------------------------------------------------------------------------- | 15 | 8 - 1.56% | 5 - 1.07% | - | - | ---------------------------------------------------------------------------- | 16 | 7 - 1.36% | 5 - 1.07% | - | - | ---------------------------------------------------------------------------- | 17 | 6 - 1.17% | 5 - 1.07% | - | - | ---------------------------------------------------------------------------- | 18 | 5 - 0.97% | 2 - 0.43% | - | - | ---------------------------------------------------------------------------- | 19 | 4 - 0.78% | 1 - 0.21% | - | - | ---------------------------------------------------------------------------- | 20 | 4 - 0.78% | 1 - 0.21% | - | - | ---------------------------------------------------------------------------- | 21 | 4 - 0.78% | 1 - 0.21% | - | - | ---------------------------------------------------------------------------- | 22 | 2 - 0.39% | 1 - 0.21% | - | - | ---------------------------------------------------------------------------- | 23 | 2 - 0.39% | - | - | - | ---------------------------------------------------------------------------- | 24 | 2 - 0.39% | - | - | - | ---------------------------------------------------------------------------- | 25 | 2 - 0.39% | - | - | - | ---------------------------------------------------------------------------- | 26 | 2 - 0.39% | - | - | - | ---------------------------------------------------------------------------- | 27 | 1 - 0.19% | - | - | - | ---------------------------------------------------------------------------- | 28 | 1 - 0.19% | - | - | - | ---------------------------------------------------------------------------- | 29 | 1 - 0.19% | - | - | - | ---------------------------------------------------------------------------- | 30 | 1 - 0.19% | - | - | - | ---------------------------------------------------------------------------- | 31 | 1 - 0.19% | - | - | - | ---------------------------------------------------------------------------- | 32 | 1 - 0.19% | - | - | - | ---------------------------------------------------------------------------- | 33 | 1 - 0.19% | - | - | - | ---------------------------------------------------------------------------- | 34 | 1 - 0.19% | - | - | - | ---------------------------------------------------------------------------- | 35 | 1 - 0.19% | - | - | - | ---------------------------------------------------------------------------- | 36 | 1 - 0.19% | - | - | - | ---------------------------------------------------------------------------- | 37 | 1 - 0.19% | - | - | - | ---------------------------------------------------------------------------- | 38 | 1 - 0.19% | - | - | - | ---------------------------------------------------------------------------- | 39 | 1 - 0.19% | - | - | - | ---------------------------------------------------------------------------- | 40 | 1 - 0.19% | - | - | - | ---------------------------------------------------------------------------- | 41 | 1 - 0.19% | - | - | - | ---------------------------------------------------------------------------- | 42 | 1 - 0.19% | - | - | - | ---------------------------------------------------------------------------- | 43 | 1 - 0.19% | - | - | - | ---------------------------------------------------------------------------- | 44 | 1 - 0.19% | - | - | - | ------------------------------------------------------------------------------------------- | MAX. SY | MAX. SN | MAX. LY | MAX. LN | MAX HH | MAX LL | ------------------------------------------------------------------------------------------- | 44 | 4 | 22 | 5 | 5 | -10 | ------------------------------------------------------------------------------------------- | TOT. SY | TOT. SN | TOT. LY | TOT. LN | - | - | ------------------------------------------------------------------------------------------- | 513 : 85.22% | 89 : 14.78% | 469 : 77.91% | 133 : 22.09% | - | - | -------------------------------------------------------------------------------------------
Shows hom many times in a row the close price is lower(negative numbers) or higher (positive numbers) than the previous day close price.
---------------------------------------------- | U-D | FREQ. | % | ---------------------------------------------- | -10 | 1 | 0.17 | ---------------------------------------------- | -9 | 2 | 0.33 | ---------------------------------------------- | -8 | 5 | 0.83 | ---------------------------------------------- | -7 | 6 | 1.00 | ---------------------------------------------- | -6 | 13 | 2.16 | ---------------------------------------------- | -5 | 19 | 3.16 | ---------------------------------------------- | -4 | 30 | 4.98 | ---------------------------------------------- | -3 | 51 | 8.47 | ---------------------------------------------- | -2 | 96 | 15.95 | ---------------------------------------------- | -1 | 145 | 24.09 | ---------------------------------------------- | 0 | 10 | 1.66 | ---------------------------------------------- | 1 | 140 | 23.26 | ---------------------------------------------- | 2 | 55 | 9.14 | ---------------------------------------------- | 3 | 22 | 3.65 | ---------------------------------------------- | 4 | 5 | 0.83 | ---------------------------------------------- | 5 | 2 | 0.33 | ----------------------------------------------
Shows hom many times in a row the open price is lower(negative numbers) or higher (positive numbers) than the previous days close price.
---------------------------------------------- | U-D | FREQ. | % | ---------------------------------------------- | -11 | 1 | 0.17 | ---------------------------------------------- | -10 | 2 | 0.33 | ---------------------------------------------- | -9 | 3 | 0.50 | ---------------------------------------------- | -8 | 5 | 0.83 | ---------------------------------------------- | -7 | 8 | 1.33 | ---------------------------------------------- | -6 | 8 | 1.33 | ---------------------------------------------- | -5 | 9 | 1.50 | ---------------------------------------------- | -4 | 19 | 3.16 | ---------------------------------------------- | -3 | 45 | 7.48 | ---------------------------------------------- | -2 | 93 | 15.45 | ---------------------------------------------- | -1 | 146 | 24.25 | ---------------------------------------------- | 0 | 120 | 19.93 | ---------------------------------------------- | 1 | 113 | 18.77 | ---------------------------------------------- | 2 | 24 | 3.99 | ---------------------------------------------- | 3 | 6 | 1.00 | ----------------------------------------------
Shows percentage of chance if the next day will open lower and we are in contango for F1-F2
------------------------------------------------------------- | POPULATION | LOWEROPEN | PERCENTAGE | ------------------------------------------------------------- | 544 | 306 | 56.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-30 | 15.67 | 15.00 | 14.78 | 16.04 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-29 | 16.54 | 15.65 | 15.19 | 16.57 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-28 | 15.51 | 17.11 | 15.46 | 17.89 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-27 | 16.21 | 15.43 | 15.37 | 16.81 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-26 | 16.27 | 16.15 | 15.81 | 16.67 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-23 | 17.12 | 15.86 | 15.61 | 17.21 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-22 | 16.27 | 17.55 | 15.76 | 18.06 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-21 | 16.25 | 16.27 | 15.92 | 17.17 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-20 | 14.89 | 15.88 | 14.78 | 15.93 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-19 | 15.94 | 14.65 | 14.46 | 16.07 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-16 | 15.29 | 14.80 | 14.65 | 15.76 | 14.72 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-15 | 16.27 | 15.23 | 14.77 | 16.68 | 14.72 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-14 | 18.41 | 16.19 | 16.12 | 18.49 | 14.72 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-13 | 20.06 | 18.12 | 17.95 | 20.79 | 14.48 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-12 | 20.79 | 20.71 | 18.89 | 21.19 | 13.19 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-09 | 23.78 | 20.37 | 20.26 | 24.52 | 13.12 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-08 | 28.34 | 23.79 | 23.36 | 29.47 | 12.46 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-07 | 24.77 | 27.85 | 21.97 | 29.76 | 12.46 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-06 | 33.71 | 27.71 | 24.02 | 34.77 | 12.46 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-05 | 23.39 | 38.57 | 23.39 | 65.73 | 12.46 | -------------------------------------------------------------------------------------------------------------------------
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Since 2018-11-18
VERSION 1.04
Last Updated 2021-03-03