💾 Archived View for yasendfile.org › fin_news › vxxnews.gmi captured on 2024-08-31 at 12:12:41. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2024-08-24)
-=-=-=-=-=-=-
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 | --------------------------------------------------------------
VXX 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 | 45.04 | 46.00 | 44.36 | 44.50 | 3.70% : 0.55% | -2 | -2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-29 | 46.02 | 46.58 | 45.16 | 45.88 | 3.14% : -4.27% | -1 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-08-28 | 45.05 | 48.24 | 44.91 | 47.58 | 7.41% : 3.03% | 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 | 3 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 3916 | # 1352 : 34.53% | # 854 : 21.81% | ------------------------------------------------------------- | SHORTYESDAYS= 2 | SHORTYESDAYS= 3 | Percent | ------------------------------------------------------------- | 549 | 390 | 71.0383 | ------------------------------------------------------------- | LONGYESDAYS= 3 | LONGYESDAYS= 4 | Percent | ------------------------------------------------------------- | 351 | 235 | 66.9516 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 3.70% : 3 : 5 | 1461 | 898 : 61.46% | 1010 : 69.13% | ---------------------------------------------------------------------------------
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 | 3 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-29 | 0 : 1 | 1 : 0 | 2 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-08-28 | 2 : 0 | 0 : 1 | 1 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION GROWDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 1234 | 847 | 842 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. GROWDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 1233 | 854 | 825 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 3.39 | 2009 | 4.15 % | 8.53 % | ------------------------------------------------------------------ | February | 3.43 | 2010 | 4.71 % | - | ------------------------------------------------------------------ | March | 3.52 | 2011 | 5.02 % | - | ------------------------------------------------------------------ | April | 5.21 | 2012 | 5.00 % | - | ------------------------------------------------------------------ | May | 2.95 | 2013 | 3.86 % | - | ------------------------------------------------------------------ | June | 2.84 | 2014 | 4.05 % | - | ------------------------------------------------------------------ | July | 3.94 | 2015 | 5.25 % | - | ------------------------------------------------------------------ | August | 9.48 | 2016 | 4.72 % | - | ------------------------------------------------------------------ | - | - | 2017 | 3.35 % | - | ------------------------------------------------------------------ | - | - | 2018 | 5.62 % | - | ------------------------------------------------------------------ | - | - | 2019 | 4.06 % | - | ------------------------------------------------------------------ | - | - | 2020 | 6.29 % | - | ------------------------------------------------------------------ | - | - | 2021 | 5.30 % | - | ------------------------------------------------------------------ | - | - | 2022 | 5.54 % | - | ------------------------------------------------------------------ | - | - | 2023 | 4.60 % | - | ------------------------------------------------------------------ | - | - | 2024 | 4.40 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 4.75 % | - | ------------------------------------------------------------------
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 | 818 - 30.08% | 813 - 31.97% | 818 - 68.34% | 812 - 59.14% | ---------------------------------------------------------------------------- | 2 | 549 - 20.19% | 525 - 20.64% | 232 - 19.38% | 319 - 23.23% | ---------------------------------------------------------------------------- | 3 | 390 - 14.34% | 351 - 13.80% | 89 - 7.44% | 137 - 9.98% | ---------------------------------------------------------------------------- | 4 | 292 - 10.74% | 235 - 9.24% | 32 - 2.67% | 61 - 4.44% | ---------------------------------------------------------------------------- | 5 | 190 - 6.99% | 163 - 6.41% | 14 - 1.17% | 26 - 1.89% | ---------------------------------------------------------------------------- | 6 | 133 - 4.89% | 114 - 4.48% | 7 - 0.58% | 14 - 1.02% | ---------------------------------------------------------------------------- | 7 | 98 - 3.60% | 75 - 2.95% | 2 - 0.17% | 3 - 0.22% | ---------------------------------------------------------------------------- | 8 | 71 - 2.61% | 56 - 2.20% | 1 - 0.08% | 1 - 0.07% | ---------------------------------------------------------------------------- | 9 | 54 - 1.99% | 41 - 1.61% | 1 - 0.08% | - | ---------------------------------------------------------------------------- | 10 | 38 - 1.40% | 32 - 1.26% | 1 - 0.08% | - | ---------------------------------------------------------------------------- | 11 | 28 - 1.03% | 25 - 0.98% | - | - | ---------------------------------------------------------------------------- | 12 | 21 - 0.77% | 22 - 0.87% | - | - | ---------------------------------------------------------------------------- | 13 | 13 - 0.48% | 18 - 0.71% | - | - | ---------------------------------------------------------------------------- | 14 | 6 - 0.22% | 17 - 0.67% | - | - | ---------------------------------------------------------------------------- | 15 | 6 - 0.22% | 14 - 0.55% | - | - | ---------------------------------------------------------------------------- | 16 | 4 - 0.15% | 10 - 0.39% | - | - | ---------------------------------------------------------------------------- | 17 | 2 - 0.07% | 7 - 0.28% | - | - | ---------------------------------------------------------------------------- | 18 | 1 - 0.04% | 6 - 0.24% | - | - | ---------------------------------------------------------------------------- | 19 | 1 - 0.04% | 5 - 0.20% | - | - | ---------------------------------------------------------------------------- | 20 | 1 - 0.04% | 3 - 0.12% | - | - | ---------------------------------------------------------------------------- | 21 | 1 - 0.04% | 3 - 0.12% | - | - | ---------------------------------------------------------------------------- | 22 | 1 - 0.04% | 1 - 0.04% | - | - | ---------------------------------------------------------------------------- | 23 | 1 - 0.04% | 1 - 0.04% | - | - | ------------------------------------------------------------------------------------------- | MAX. SY | MAX. SN | MAX. LY | MAX. LN | MAX HH | MAX LL | ------------------------------------------------------------------------------------------- | 23 | 10 | 29 | 8 | 9 | -12 | ------------------------------------------------------------------------------------------- | TOT. SY | TOT. SN | TOT. LY | TOT. LN | - | - | ------------------------------------------------------------------------------------------- |2719 : 69.43% |1197 : 30.57% |2543 : 64.94% |1373 : 35.06% | - | - | -------------------------------------------------------------------------------------------
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 | 0.03 | ---------------------------------------------- | -11 | 3 | 0.08 | ---------------------------------------------- | -10 | 4 | 0.10 | ---------------------------------------------- | -9 | 9 | 0.23 | ---------------------------------------------- | -8 | 20 | 0.51 | ---------------------------------------------- | -7 | 37 | 0.94 | ---------------------------------------------- | -6 | 69 | 1.76 | ---------------------------------------------- | -5 | 130 | 3.32 | ---------------------------------------------- | -4 | 203 | 5.18 | ---------------------------------------------- | -3 | 342 | 8.73 | ---------------------------------------------- | -2 | 559 | 14.27 | ---------------------------------------------- | -1 | 926 | 23.65 | ---------------------------------------------- | 0 | 37 | 0.94 | ---------------------------------------------- | 1 | 920 | 23.49 | ---------------------------------------------- | 2 | 386 | 9.86 | ---------------------------------------------- | 3 | 162 | 4.14 | ---------------------------------------------- | 4 | 58 | 1.48 | ---------------------------------------------- | 5 | 31 | 0.79 | ---------------------------------------------- | 6 | 13 | 0.33 | ---------------------------------------------- | 7 | 3 | 0.08 | ---------------------------------------------- | 8 | 2 | 0.05 | ---------------------------------------------- | 9 | 1 | 0.03 | ----------------------------------------------
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. | % | ---------------------------------------------- | -13 | 1 | 0.03 | ---------------------------------------------- | -12 | 3 | 0.08 | ---------------------------------------------- | -11 | 4 | 0.10 | ---------------------------------------------- | -10 | 8 | 0.20 | ---------------------------------------------- | -9 | 10 | 0.26 | ---------------------------------------------- | -8 | 18 | 0.46 | ---------------------------------------------- | -7 | 27 | 0.69 | ---------------------------------------------- | -6 | 50 | 1.28 | ---------------------------------------------- | -5 | 89 | 2.27 | ---------------------------------------------- | -4 | 162 | 4.14 | ---------------------------------------------- | -3 | 285 | 7.28 | ---------------------------------------------- | -2 | 542 | 13.84 | ---------------------------------------------- | -1 | 997 | 25.46 | ---------------------------------------------- | 0 | 680 | 17.36 | ---------------------------------------------- | 1 | 769 | 19.64 | ---------------------------------------------- | 2 | 206 | 5.26 | ---------------------------------------------- | 3 | 49 | 1.25 | ---------------------------------------------- | 4 | 11 | 0.28 | ---------------------------------------------- | 5 | 4 | 0.10 | ---------------------------------------------- | 6 | 1 | 0.03 | ----------------------------------------------
Shows percentage of chance if the next day will open lower and we are in contango for F1-F2
------------------------------------------------------------- | POPULATION | LOWEROPEN | PERCENTAGE | ------------------------------------------------------------- | 3313 | 1900 | 57.00 | -------------------------------------------------------------
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 | -------------------------------------------------------------------------------------------------------------------------
SSSSSSSSSSSS
SSSSSSSSSSSSSSSSSSSSS
SSSSSSSSSSSSSSSSSSSSSSSSSS
SSSSSSSSSSSSS SSSSS
SSSSSSSSSS SSSS
SSSSSSSS SSSS
SSSSSS SSSS
SSSSSS SSSS
SSSSS
SSSSSSSS
SSSSSSSSSSSS
SSSSSSSSSSSSSSS
SSSSSSSSSSSSSSSS
SSSSSSSSSSSSSSSS
SSSSSSSSSSSSSSS
SSSSSSSSSSSSS
SSSSSS SSSSSSSSSS
SSSSSSSSSSSS SSSSSSS
SSSSSSSSS S SSSSSS
SSSSSSS SSS SSSSS
SSSSSS SSS SSSS
SSSSSS SSS SSS SSS
SSSSSS SSSS SSSS SSSS
SSSSSS SSSSSS SSSS
SSSSS SSSS SSSSSS
SSSSSS SSSSS SSSSSSS
SSSSSS SSSSSSSSSS SSSSSSSSS
SSSSSSSS SSSSSSSSSS SSSSSSSSSSS
SSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSS
SSSSSSSSSSSSSSSSSSSSSSSSSSSS
SSSSSSSSSSSSSSSSSSSSSS
SSSSSSSSSSS
SCHWUNG NEWSLETTER
Since 2018-11-18
VERSION 1.04
Last Updated 2021-03-03