💾 Archived View for yasendfile.org › fin_news › uvxynews.gmi captured on 2024-08-31 at 12:12:25. 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 | --------------------------------------------------------------
UVXY 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 | 22.17 | 22.80 | 21.60 | 21.83 | 5.56% : 0.82% | -2 | -2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-29 | 22.87 | 23.23 | 22.18 | 22.77 | 4.73% : -6.39% | -1 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-28 | 22.20 | 24.48 | 22.03 | 23.96 | 11.12% : 4.51% | 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 > | ------------------------------------------------------------- | # 2425 | # 1288 : 53.11% | # 319 : 13.15% | ------------------------------------------------------------- | SHORTYESDAYS= 2 | SHORTYESDAYS= 3 | Percent | ------------------------------------------------------------- | 291 | 234 | 80.4124 | ------------------------------------------------------------- | LONGYESDAYS= 9 | LONGYESDAYS= 10 | Percent | ------------------------------------------------------------- | 61 | 48 | 78.6885 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 5.56% : 5 : 7 | 565 | 412 : 72.92% | 454 : 80.35% | ---------------------------------------------------------------------------------
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 | - | ------------------------------------------------------------------------------------------------------------------------- | 770 | 597 | 606 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. GROWDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 780 | 624 | 603 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 5.15 | 2015 | 10.86 % | 13.35 % | ------------------------------------------------------------------ | February | 5.20 | 2016 | 9.60 % | - | ------------------------------------------------------------------ | March | 5.36 | 2017 | 6.76 % | - | ------------------------------------------------------------------ | April | 7.85 | 2018 | 9.38 % | - | ------------------------------------------------------------------ | May | 4.43 | 2019 | 6.11 % | - | ------------------------------------------------------------------ | June | 4.25 | 2020 | 9.58 % | - | ------------------------------------------------------------------ | July | 5.94 | 2021 | 8.06 % | - | ------------------------------------------------------------------ | August | 14.93 | 2022 | 8.49 % | - | ------------------------------------------------------------------ | - | - | 2023 | 6.84 % | - | ------------------------------------------------------------------ | - | - | 2024 | 6.72 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 8.30 % | - | ------------------------------------------------------------------
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 | 376 - 19.23% | 393 - 20.86% | 375 - 79.79% | 392 - 72.46% | ---------------------------------------------------------------------------- | 2 | 291 - 14.88% | 287 - 15.23% | 72 - 15.32% | 102 - 18.85% | ---------------------------------------------------------------------------- | 3 | 234 - 11.97% | 227 - 12.05% | 17 - 3.62% | 30 - 5.55% | ---------------------------------------------------------------------------- | 4 | 192 - 9.82% | 182 - 9.66% | 5 - 1.06% | 14 - 2.59% | ---------------------------------------------------------------------------- | 5 | 155 - 7.93% | 145 - 7.70% | 1 - 0.21% | 3 - 0.55% | ---------------------------------------------------------------------------- | 6 | 124 - 6.34% | 110 - 5.84% | - | - | ---------------------------------------------------------------------------- | 7 | 102 - 5.22% | 89 - 4.72% | - | - | ---------------------------------------------------------------------------- | 8 | 86 - 4.40% | 71 - 3.77% | - | - | ---------------------------------------------------------------------------- | 9 | 70 - 3.58% | 61 - 3.24% | - | - | ---------------------------------------------------------------------------- | 10 | 55 - 2.81% | 48 - 2.55% | - | - | ---------------------------------------------------------------------------- | 11 | 49 - 2.51% | 41 - 2.18% | - | - | ---------------------------------------------------------------------------- | 12 | 39 - 1.99% | 34 - 1.80% | - | - | ---------------------------------------------------------------------------- | 13 | 32 - 1.64% | 30 - 1.59% | - | - | ---------------------------------------------------------------------------- | 14 | 24 - 1.23% | 26 - 1.38% | - | - | ---------------------------------------------------------------------------- | 15 | 18 - 0.92% | 22 - 1.17% | - | - | ---------------------------------------------------------------------------- | 16 | 15 - 0.77% | 20 - 1.06% | - | - | ---------------------------------------------------------------------------- | 17 | 12 - 0.61% | 18 - 0.96% | - | - | ---------------------------------------------------------------------------- | 18 | 12 - 0.61% | 13 - 0.69% | - | - | ---------------------------------------------------------------------------- | 19 | 10 - 0.51% | 10 - 0.53% | - | - | ---------------------------------------------------------------------------- | 20 | 9 - 0.46% | 9 - 0.48% | - | - | ---------------------------------------------------------------------------- | 21 | 6 - 0.31% | 9 - 0.48% | - | - | ---------------------------------------------------------------------------- | 22 | 5 - 0.26% | 7 - 0.37% | - | - | ---------------------------------------------------------------------------- | 23 | 4 - 0.20% | 5 - 0.27% | - | - | ---------------------------------------------------------------------------- | 24 | 4 - 0.20% | 5 - 0.27% | - | - | ---------------------------------------------------------------------------- | 25 | 4 - 0.20% | 5 - 0.27% | - | - | ---------------------------------------------------------------------------- | 26 | 3 - 0.15% | 5 - 0.27% | - | - | ---------------------------------------------------------------------------- | 27 | 3 - 0.15% | 3 - 0.16% | - | - | ---------------------------------------------------------------------------- | 28 | 3 - 0.15% | 3 - 0.16% | - | - | ---------------------------------------------------------------------------- | 29 | 3 - 0.15% | 2 - 0.11% | - | - | ---------------------------------------------------------------------------- | 30 | 2 - 0.10% | 2 - 0.11% | - | - | ---------------------------------------------------------------------------- | 31 | 2 - 0.10% | 2 - 0.11% | - | - | ---------------------------------------------------------------------------- | 32 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 33 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 34 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 35 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 36 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 37 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 38 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 39 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 40 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 41 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 42 | 1 - 0.05% | - | - | - | ------------------------------------------------------------------------------------------- | MAX. SY | MAX. SN | MAX. LY | MAX. LN | MAX HH | MAX LL | ------------------------------------------------------------------------------------------- | 42 | 5 | 31 | 5 | 9 | -12 | ------------------------------------------------------------------------------------------- | TOT. SY | TOT. SN | TOT. LY | TOT. LN | - | - | ------------------------------------------------------------------------------------------- |1955 : 80.62% | 470 : 19.38% |1884 : 77.69% | 541 : 22.31% | - | - | -------------------------------------------------------------------------------------------
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. | % | ---------------------------------------------- | -12 | 1 | 0.04 | ---------------------------------------------- | -11 | 2 | 0.08 | ---------------------------------------------- | -10 | 3 | 0.12 | ---------------------------------------------- | -9 | 7 | 0.29 | ---------------------------------------------- | -8 | 16 | 0.66 | ---------------------------------------------- | -7 | 27 | 1.11 | ---------------------------------------------- | -6 | 47 | 1.94 | ---------------------------------------------- | -5 | 81 | 3.34 | ---------------------------------------------- | -4 | 130 | 5.36 | ---------------------------------------------- | -3 | 221 | 9.11 | ---------------------------------------------- | -2 | 353 | 14.56 | ---------------------------------------------- | -1 | 568 | 23.42 | ---------------------------------------------- | 0 | 14 | 0.58 | ---------------------------------------------- | 1 | 563 | 23.22 | ---------------------------------------------- | 2 | 226 | 9.32 | ---------------------------------------------- | 3 | 97 | 4.00 | ---------------------------------------------- | 4 | 35 | 1.44 | ---------------------------------------------- | 5 | 20 | 0.82 | ---------------------------------------------- | 6 | 8 | 0.33 | ---------------------------------------------- | 7 | 3 | 0.12 | ---------------------------------------------- | 8 | 2 | 0.08 | ---------------------------------------------- | 9 | 1 | 0.04 | ----------------------------------------------
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 | 2 | 0.08 | ---------------------------------------------- | -10 | 3 | 0.12 | ---------------------------------------------- | -9 | 6 | 0.25 | ---------------------------------------------- | -8 | 15 | 0.62 | ---------------------------------------------- | -7 | 24 | 0.99 | ---------------------------------------------- | -6 | 40 | 1.65 | ---------------------------------------------- | -5 | 55 | 2.27 | ---------------------------------------------- | -4 | 98 | 4.04 | ---------------------------------------------- | -3 | 185 | 7.63 | ---------------------------------------------- | -2 | 352 | 14.52 | ---------------------------------------------- | -1 | 619 | 25.53 | ---------------------------------------------- | 0 | 411 | 16.95 | ---------------------------------------------- | 1 | 459 | 18.93 | ---------------------------------------------- | 2 | 115 | 4.74 | ---------------------------------------------- | 3 | 28 | 1.15 | ---------------------------------------------- | 4 | 8 | 0.33 | ---------------------------------------------- | 5 | 4 | 0.16 | ---------------------------------------------- | 6 | 1 | 0.04 | ----------------------------------------------
Shows percentage of chance if the next day will open lower and we are in contango for F1-F2
------------------------------------------------------------- | POPULATION | LOWEROPEN | PERCENTAGE | ------------------------------------------------------------- | 2015 | 1182 | 59.00 | -------------------------------------------------------------
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