💾 Archived View for yasendfile.org › fin_news › uvixnews.gmi captured on 2024-09-29 at 00:35:37. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2024-08-31)
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Saturday, 28 September 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 | --------------------------------------------------- | B :-3.82 C :2.52 | -2.295 | 0.735 | -0.474 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2024-09-27| 16.96 | 19.255 | 18.520 | 18.801 | 19.275 | -------------------------------------------------------------- |2024-09-26| 15.37 | 18.298 | 17.844 | 18.313 | 18.835 | -------------------------------------------------------------- |2024-09-25| 15.41 | 18.314 | 17.906 | 18.325 | 18.916 | --------------------------------------------------------------
UVIX Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-09-05 | 5.79 | 5.92 | 5.22 | 5.38 | 13.41% : -7.48% | -1 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-09-04 | 5.99 | 6.25 | 5.17 | 5.95 | 20.89% : -20.58% | 2 | 2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-09-03 | 4.24 | 5.97 | 4.22 | 5.63 | 41.47% : 34.27% | 1 | 1 | -----------------------------------------------------------------------------------------------------------------------------------------------------------------
Show Percent Rank of Roll Yield for VX30 AND VIX
-------------------------------------------------------------------------------------------------------------------------- |. DATUM .| VIX |SETTLEM1 |SETTLEM2 | FUTROL |TRADDAYS | VX30 | VX30VIX | VX30PR | VX30XPR | MAVG5 |DVX30XPR | -------------------------------------------------------------------------------------------------------------------------- |2024-09-27| 16.96 | 19.5500 | 18.5204 | 5.5556 | 14 | 19.32 | 13.92 | 58.24 | 74.61 | 91.51 | 0.76 | -------------------------------------------------------------------------------------------------------------------------- |2024-09-26| 15.37 | 19.2500 | 17.8440 | 5.5556 | 15 | 19.02 | 23.75 | 56.18 | 97.92 | 91.83 | 1.00 | -------------------------------------------------------------------------------------------------------------------------- |2024-09-25| 15.41 | 19.3000 | 17.9062 | 5.5556 | 16 | 19.15 | 24.27 | 57.05 | 98.31 | 80.04 | 1.00 | -------------------------------------------------------------------------------------------------------------------------- |2024-09-24| 15.39 | 19.2750 | 17.6609 | 5.5556 | 17 | 19.19 | 24.69 | 57.46 | 98.52 | 71.98 | 1.06 | -------------------------------------------------------------------------------------------------------------------------- |2024-09-23| 15.89 | 18.9760 | 17.7088 | 5.5556 | 18 | 18.98 | 19.45 | 55.83 | 92.54 | 64.76 | 1.06 | --------------------------------------------------------------------------------------------------------------------------
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 | 12 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 605 | # 370 : 61.16% | # 35 : 5.79% | ------------------------------------------------------------- | SHORTYESDAYS= 2 | SHORTYESDAYS= 3 | Percent | ------------------------------------------------------------- | 66 | 55 | 83.3333 | ------------------------------------------------------------- | LONGYESDAYS= 12 | LONGYESDAYS= 13 | Percent | ------------------------------------------------------------- | 10 | 8 | 80.0000 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 13.41% : 12 : 14 | 44 | 38 : 86.36% | 40 : 90.91% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-05 | 0 : 2 | 2 : 0 | 12 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-04 | 0 : 1 | 1 : 0 | 11 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-03 | 2 : 0 | 0 : 1 | 10 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 2 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 85 | 74 | 64 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 80 | 70 | 63 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 6.80 | 2022 | 9.94 % | 20.17 % | ------------------------------------------------------------------ | February | 6.85 | 2023 | 9.18 % | - | ------------------------------------------------------------------ | March | 7.11 | 2024 | 9.48 % | - | ------------------------------------------------------------------ | April | 10.41 | GLOBAL | 9.50 % | - | ------------------------------------------------------------------
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 | 79 - 15.34% | 99 - 20.97% | 78 - 86.67% | 98 - 73.68% | ---------------------------------------------------------------------------- | 2 | 66 - 12.82% | 69 - 14.62% | 10 - 11.11% | 25 - 18.80% | ---------------------------------------------------------------------------- | 3 | 55 - 10.68% | 56 - 11.86% | 1 - 1.11% | 7 - 5.26% | ---------------------------------------------------------------------------- | 4 | 46 - 8.93% | 47 - 9.96% | 1 - 1.11% | 2 - 1.50% | ---------------------------------------------------------------------------- | 5 | 39 - 7.57% | 37 - 7.84% | - | 1 - 0.75% | ---------------------------------------------------------------------------- | 6 | 32 - 6.21% | 31 - 6.57% | - | - | ---------------------------------------------------------------------------- | 7 | 28 - 5.44% | 25 - 5.30% | - | - | ---------------------------------------------------------------------------- | 8 | 25 - 4.85% | 21 - 4.45% | - | - | ---------------------------------------------------------------------------- | 9 | 20 - 3.88% | 18 - 3.81% | - | - | ---------------------------------------------------------------------------- | 10 | 15 - 2.91% | 13 - 2.75% | - | - | ---------------------------------------------------------------------------- | 11 | 13 - 2.52% | 11 - 2.33% | - | - | ---------------------------------------------------------------------------- | 12 | 12 - 2.33% | 10 - 2.12% | - | - | ---------------------------------------------------------------------------- | 13 | 10 - 1.94% | 8 - 1.69% | - | - | ---------------------------------------------------------------------------- | 14 | 9 - 1.75% | 6 - 1.27% | - | - | ---------------------------------------------------------------------------- | 15 | 8 - 1.55% | 5 - 1.06% | - | - | ---------------------------------------------------------------------------- | 16 | 7 - 1.36% | 5 - 1.06% | - | - | ---------------------------------------------------------------------------- | 17 | 6 - 1.17% | 5 - 1.06% | - | - | ---------------------------------------------------------------------------- | 18 | 5 - 0.97% | 2 - 0.42% | - | - | ---------------------------------------------------------------------------- | 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 | - | - | ------------------------------------------------------------------------------------------- | 515 : 85.12% | 90 : 14.88% | 472 : 78.02% | 133 : 21.98% | - | - | -------------------------------------------------------------------------------------------
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 | 0.99 | ---------------------------------------------- | -6 | 13 | 2.15 | ---------------------------------------------- | -5 | 19 | 3.14 | ---------------------------------------------- | -4 | 30 | 4.96 | ---------------------------------------------- | -3 | 51 | 8.43 | ---------------------------------------------- | -2 | 96 | 15.87 | ---------------------------------------------- | -1 | 146 | 24.13 | ---------------------------------------------- | 0 | 10 | 1.65 | ---------------------------------------------- | 1 | 141 | 23.31 | ---------------------------------------------- | 2 | 56 | 9.26 | ---------------------------------------------- | 3 | 22 | 3.64 | ---------------------------------------------- | 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 | 1.32 | ---------------------------------------------- | -6 | 8 | 1.32 | ---------------------------------------------- | -5 | 9 | 1.49 | ---------------------------------------------- | -4 | 19 | 3.14 | ---------------------------------------------- | -3 | 45 | 7.44 | ---------------------------------------------- | -2 | 93 | 15.37 | ---------------------------------------------- | -1 | 147 | 24.30 | ---------------------------------------------- | 0 | 120 | 19.83 | ---------------------------------------------- | 1 | 114 | 18.84 | ---------------------------------------------- | 2 | 25 | 4.13 | ---------------------------------------------- | 3 | 6 | 0.99 | ----------------------------------------------
Shows percentage of chance if the next day will open lower and we are in contango for F1-F2
------------------------------------------------------------- | POPULATION | LOWEROPEN | PERCENTAGE | ------------------------------------------------------------- | 547 | 307 | 56.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-27 | 15.64 | 16.96 | 15.20 | 16.97 | 15.00 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-26 | 15.06 | 15.37 | 14.90 | 15.83 | 15.00 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-25 | 15.82 | 15.41 | 15.17 | 15.82 | 15.00 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-24 | 15.87 | 15.39 | 15.27 | 16.67 | 15.00 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-23 | 16.71 | 15.89 | 15.75 | 16.95 | 15.00 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-20 | 16.35 | 16.15 | 15.81 | 16.68 | 15.00 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-19 | 17.21 | 16.33 | 16.21 | 17.27 | 15.00 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-18 | 17.58 | 18.23 | 17.11 | 19.39 | 15.00 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-17 | 17.16 | 17.61 | 16.67 | 18.08 | 15.00 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-16 | 17.16 | 17.14 | 16.91 | 17.69 | 15.00 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-13 | 17.03 | 16.56 | 16.23 | 17.18 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-12 | 17.62 | 17.07 | 16.89 | 18.59 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-11 | 19.41 | 17.69 | 17.55 | 21.41 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-10 | 19.86 | 19.08 | 18.90 | 20.74 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-09 | 21.32 | 19.45 | 19.29 | 21.41 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-06 | 21.98 | 22.38 | 18.83 | 23.76 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-05 | 20.75 | 19.90 | 19.21 | 21.53 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-04 | 23.20 | 21.32 | 19.34 | 23.31 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-03 | 15.76 | 20.72 | 15.71 | 21.99 | 14.65 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-02 | 15.67 | 15.00 | 14.78 | 16.04 | 14.65 | -------------------------------------------------------------------------------------------------------------------------
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Since 2018-11-18
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Last Updated 2021-03-03