💾 Archived View for yasendfile.org › fin_news › vxxnews.gmi captured on 2024-09-29 at 00:36:41. 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 | --------------------------------------------------------------
VXX Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-09-05 | 53.99 | 54.64 | 51.40 | 52.24 | 6.30% : -3.40% | -1 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-09-04 | 55.03 | 56.21 | 51.24 | 54.97 | 9.70% : -11.57% | 2 | 2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-09-03 | 45.62 | 55.20 | 45.52 | 53.54 | 21.27% : 17.57% | 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 | 6 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 3919 | # 1352 : 34.50% | # 342 : 8.73% | ------------------------------------------------------------- | SHORTYESDAYS= 2 | SHORTYESDAYS= 3 | Percent | ------------------------------------------------------------- | 550 | 390 | 70.9091 | ------------------------------------------------------------- | LONGYESDAYS= 6 | LONGYESDAYS= 7 | Percent | ------------------------------------------------------------- | 115 | 75 | 65.2174 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 6.30% : 5 : 7 | 689 | 485 : 70.39% | 535 : 77.65% | ---------------------------------------------------------------------------------
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 | 6 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-04 | 0 : 1 | 1 : 0 | 5 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-03 | 2 : 0 | 0 : 1 | 4 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 2 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 522 | 353 | 297 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 521 | 339 | 331 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 3.39 | 2009 | 4.15 % | 9.15 % | ------------------------------------------------------------------ | 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 % | - | ------------------------------------------------------------------ | September | 12.42 | 2017 | 3.35 % | - | ------------------------------------------------------------------ | - | - | 2018 | 5.62 % | - | ------------------------------------------------------------------ | - | - | 2019 | 4.06 % | - | ------------------------------------------------------------------ | - | - | 2020 | 6.29 % | - | ------------------------------------------------------------------ | - | - | 2021 | 5.30 % | - | ------------------------------------------------------------------ | - | - | 2022 | 5.54 % | - | ------------------------------------------------------------------ | - | - | 2023 | 4.60 % | - | ------------------------------------------------------------------ | - | - | 2024 | 4.54 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 4.76 % | - | ------------------------------------------------------------------
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 | 819 - 30.10% | 813 - 31.93% | 819 - 68.36% | 812 - 59.14% | ---------------------------------------------------------------------------- | 2 | 550 - 20.21% | 525 - 20.62% | 232 - 19.37% | 319 - 23.23% | ---------------------------------------------------------------------------- | 3 | 390 - 14.33% | 351 - 13.79% | 89 - 7.43% | 137 - 9.98% | ---------------------------------------------------------------------------- | 4 | 292 - 10.73% | 236 - 9.27% | 32 - 2.67% | 61 - 4.44% | ---------------------------------------------------------------------------- | 5 | 190 - 6.98% | 164 - 6.44% | 14 - 1.17% | 26 - 1.89% | ---------------------------------------------------------------------------- | 6 | 133 - 4.89% | 115 - 4.52% | 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 - 1.98% | 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 - 0.86% | - | - | ---------------------------------------------------------------------------- | 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 - 0.27% | - | - | ---------------------------------------------------------------------------- | 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 | - | - | ------------------------------------------------------------------------------------------- |2721 : 69.43% |1198 : 30.57% |2546 : 64.97% |1373 : 35.03% | - | - | -------------------------------------------------------------------------------------------
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 | 14.26 | ---------------------------------------------- | -1 | 927 | 23.65 | ---------------------------------------------- | 0 | 37 | 0.94 | ---------------------------------------------- | 1 | 921 | 23.50 | ---------------------------------------------- | 2 | 387 | 9.87 | ---------------------------------------------- | 3 | 162 | 4.13 | ---------------------------------------------- | 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 | 4.13 | ---------------------------------------------- | -3 | 285 | 7.27 | ---------------------------------------------- | -2 | 542 | 13.83 | ---------------------------------------------- | -1 | 998 | 25.47 | ---------------------------------------------- | 0 | 680 | 17.35 | ---------------------------------------------- | 1 | 770 | 19.65 | ---------------------------------------------- | 2 | 207 | 5.28 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 3316 | 1901 | 57.00 | -------------------------------------------------------------
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
VERSION 1.04
Last Updated 2021-03-03