💾 Archived View for yasendfile.org › fin_news › svxynews.gmi captured on 2024-09-29 at 00:35:27. 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 | --------------------------------------------------------------
SVXY 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 | 48.18 | 49.31 | 47.88 | 48.89 | 2.99% : -1.66% | 1 | 1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-09-04 | 47.71 | 49.33 | 47.14 | 47.76 | 4.65% : -7.70% | -2 | -2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-09-03 | 53.21 | 53.24 | 47.39 | 48.33 | 12.34% : 10.61% | -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.
----------------------------------------- | SHORTNODAYS | LONGYESDAYS | ----------------------------------------- | 1 | 2 | ------------------------------------------------------------- | POPULATION | SHORTNODAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 3244 | # 775 : 23.89% | # 597 : 18.40% | ------------------------------------------------------------- | SHORTNODAYS= 1 | SHORTNODAYS= 2 | Percent | ------------------------------------------------------------- | 700 | 340 | 48.5714 | ------------------------------------------------------------- | LONGYESDAYS= 2 | LONGYESDAYS= 3 | Percent | ------------------------------------------------------------- | 398 | 221 | 55.5276 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 2.99% : 2 : 4 | 1343 | 742 : 55.25% | 734 : 54.65% | ---------------------------------------------------------------------------------
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 | 0 : 1 | 2 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-04 | 0 : 1 | 2 : 0 | 1 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-09-03 | 2 : 0 | 1 : 0 | 0 : 4 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 2 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 438 | 175 | 215 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 423 | 236 | 230 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 1.69 | 2011 | 4.73 % | 4.57 % | ------------------------------------------------------------------ | February | 1.70 | 2012 | 4.86 % | - | ------------------------------------------------------------------ | March | 1.75 | 2013 | 3.85 % | - | ------------------------------------------------------------------ | April | 2.58 | 2014 | 4.03 % | - | ------------------------------------------------------------------ | May | 1.44 | 2015 | 5.32 % | - | ------------------------------------------------------------------ | June | 1.41 | 2016 | 4.78 % | - | ------------------------------------------------------------------ | July | 1.96 | 2017 | 3.37 % | - | ------------------------------------------------------------------ | August | 4.69 | 2018 | 3.45 % | - | ------------------------------------------------------------------ | September | 6.66 | 2019 | 2.02 % | - | ------------------------------------------------------------------ | - | - | 2020 | 3.16 % | - | ------------------------------------------------------------------ | - | - | 2021 | 2.66 % | - | ------------------------------------------------------------------ | - | - | 2022 | 2.78 % | - | ------------------------------------------------------------------ | - | - | 2023 | 2.23 % | - | ------------------------------------------------------------------ | - | - | 2024 | 2.26 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 3.50 % | - | ------------------------------------------------------------------
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 | 699 - 39.51% | 760 - 43.30% | 700 - 47.46% | 759 - 50.97% | ---------------------------------------------------------------------------- | 2 | 385 - 21.76% | 398 - 22.68% | 340 - 23.05% | 341 - 22.90% | ---------------------------------------------------------------------------- | 3 | 226 - 12.78% | 221 - 12.59% | 183 - 12.41% | 169 - 11.35% | ---------------------------------------------------------------------------- | 4 | 133 - 7.52% | 145 - 8.26% | 105 - 7.12% | 79 - 5.31% | ---------------------------------------------------------------------------- | 5 | 86 - 4.86% | 88 - 5.01% | 63 - 4.27% | 47 - 3.16% | ---------------------------------------------------------------------------- | 6 | 54 - 3.05% | 53 - 3.02% | 37 - 2.51% | 28 - 1.88% | ---------------------------------------------------------------------------- | 7 | 42 - 2.37% | 36 - 2.05% | 20 - 1.36% | 20 - 1.34% | ---------------------------------------------------------------------------- | 8 | 33 - 1.87% | 18 - 1.03% | 12 - 0.81% | 15 - 1.01% | ---------------------------------------------------------------------------- | 9 | 27 - 1.53% | 13 - 0.74% | 5 - 0.34% | 10 - 0.67% | ---------------------------------------------------------------------------- | 10 | 20 - 1.13% | 7 - 0.40% | 4 - 0.27% | 7 - 0.47% | ---------------------------------------------------------------------------- | 11 | 16 - 0.90% | 6 - 0.34% | 2 - 0.14% | 3 - 0.20% | ---------------------------------------------------------------------------- | 12 | 11 - 0.62% | 5 - 0.28% | 2 - 0.14% | 3 - 0.20% | ---------------------------------------------------------------------------- | 13 | 9 - 0.51% | 3 - 0.17% | 2 - 0.14% | 2 - 0.13% | ---------------------------------------------------------------------------- | 14 | 8 - 0.45% | 1 - 0.06% | - | 2 - 0.13% | ---------------------------------------------------------------------------- | 15 | 8 - 0.45% | 1 - 0.06% | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 16 | 5 - 0.28% | - | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 17 | 2 - 0.11% | - | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 18 | 2 - 0.11% | - | - | 1 - 0.07% | ---------------------------------------------------------------------------- | 19 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 20 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 21 | 1 - 0.06% | - | - | - | ------------------------------------------------------------------------------------------- | MAX. SY | MAX. SN | MAX. LY | MAX. LN | MAX HH | MAX LL | ------------------------------------------------------------------------------------------- | 21 | 13 | 15 | 18 | 12 | -9 | ------------------------------------------------------------------------------------------- | TOT. SY | TOT. SN | TOT. LY | TOT. LN | - | - | ------------------------------------------------------------------------------------------- |1769 : 54.53% |1475 : 45.47% |1755 : 54.10% |1489 : 45.90% | - | - | -------------------------------------------------------------------------------------------
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. | % | ---------------------------------------------- | -9 | 1 | 0.03 | ---------------------------------------------- | -8 | 2 | 0.06 | ---------------------------------------------- | -7 | 3 | 0.09 | ---------------------------------------------- | -6 | 10 | 0.31 | ---------------------------------------------- | -5 | 23 | 0.71 | ---------------------------------------------- | -4 | 43 | 1.33 | ---------------------------------------------- | -3 | 127 | 3.91 | ---------------------------------------------- | -2 | 335 | 10.33 | ---------------------------------------------- | -1 | 776 | 23.92 | ---------------------------------------------- | 0 | 10 | 0.31 | ---------------------------------------------- | 1 | 778 | 23.98 | ---------------------------------------------- | 2 | 460 | 14.18 | ---------------------------------------------- | 3 | 280 | 8.63 | ---------------------------------------------- | 4 | 165 | 5.09 | ---------------------------------------------- | 5 | 101 | 3.11 | ---------------------------------------------- | 6 | 57 | 1.76 | ---------------------------------------------- | 7 | 32 | 0.99 | ---------------------------------------------- | 8 | 21 | 0.65 | ---------------------------------------------- | 9 | 10 | 0.31 | ---------------------------------------------- | 10 | 5 | 0.15 | ---------------------------------------------- | 11 | 4 | 0.12 | ---------------------------------------------- | 12 | 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. | % | ---------------------------------------------- | -8 | 1 | 0.03 | ---------------------------------------------- | -7 | 2 | 0.06 | ---------------------------------------------- | -6 | 5 | 0.15 | ---------------------------------------------- | -5 | 16 | 0.49 | ---------------------------------------------- | -4 | 43 | 1.33 | ---------------------------------------------- | -3 | 126 | 3.88 | ---------------------------------------------- | -2 | 314 | 9.68 | ---------------------------------------------- | -1 | 810 | 24.97 | ---------------------------------------------- | 0 | 506 | 15.60 | ---------------------------------------------- | 1 | 792 | 24.41 | ---------------------------------------------- | 2 | 349 | 10.76 | ---------------------------------------------- | 3 | 149 | 4.59 | ---------------------------------------------- | 4 | 75 | 2.31 | ---------------------------------------------- | 5 | 28 | 0.86 | ---------------------------------------------- | 6 | 13 | 0.40 | ---------------------------------------------- | 7 | 9 | 0.28 | ---------------------------------------------- | 8 | 4 | 0.12 | ---------------------------------------------- | 9 | 1 | 0.03 | ---------------------------------------------- | 10 | 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 | ------------------------------------------------------------- | 2764 | 1090 | 39.00 | -------------------------------------------------------------
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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