💾 Archived View for yasendfile.org › fin_news › svxynews.gmi captured on 2024-12-17 at 09:53:20. Gemini links have been rewritten to link to archived content
⬅️ Previous capture (2024-09-29)
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Tuesday, 17 December 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:12.99 C :4.97 | -0.010 | -1.909 | -0.887 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2024-12-16| 14.69 | 14.700 | 16.609 | 17.854 | 18.741 | -------------------------------------------------------------- |2024-12-13| 13.81 | 14.519 | 16.278 | 17.553 | 18.575 | -------------------------------------------------------------- |2024-12-12| 13.92 | 14.406 | 16.299 | 17.529 | 18.558 | --------------------------------------------------------------
SVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-12-16 | 53.45 | 53.46 | 52.72 | 52.83 | 1.40% : -0.13% | -3 | 0 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-12-13 | 53.70 | 53.78 | 52.97 | 53.29 | 1.53% : 0.27% | -2 | 0 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-12-12 | 53.39 | 53.72 | 53.05 | 53.33 | 1.26% : 0.16% | -1 | -1 | -----------------------------------------------------------------------------------------------------------------------------------------------------------------
Show Percent Rank of Roll Yield for VX30 AND VIX
-------------------------------------------------------------------------------------------------------------------------- |. DATUM .| VIX |SETTLEM1 |SETTLEM2 | FUTROL |TRADDAYS | VX30 | VX30VIX | VX30PR | VX30XPR | MAVG5 |DVX30XPR | -------------------------------------------------------------------------------------------------------------------------- |2024-12-16| 14.69 | 19.1884 | 16.6091 | 5.5556 | 3 | 17.04 | 16.00 | 44.97 | 82.76 | 94.52 | 0.86 | -------------------------------------------------------------------------------------------------------------------------- |2024-12-13| 13.81 | 19.0500 | 16.2782 | 5.5556 | 4 | 16.89 | 22.30 | 44.01 | 96.46 | 97.38 | 1.00 | -------------------------------------------------------------------------------------------------------------------------- |2024-12-12| 13.92 | 18.9500 | 16.2991 | 5.5556 | 5 | 17.04 | 22.41 | 44.97 | 96.66 | 97.90 | 0.98 | -------------------------------------------------------------------------------------------------------------------------- |2024-12-11| 13.58 | 18.8500 | 16.1838 | 5.5556 | 6 | 17.07 | 25.70 | 45.13 | 98.69 | 98.41 | 1.03 | -------------------------------------------------------------------------------------------------------------------------- |2024-12-10| 14.18 | 18.7500 | 16.2662 | 5.5556 | 7 | 17.23 | 21.51 | 46.13 | 95.56 | 98.59 | 0.99 | --------------------------------------------------------------------------------------------------------------------------
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 | LONGNODAYS | ----------------------------------------- | 2 | 9 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGNODAYS > | ------------------------------------------------------------- | # 3315 | # 690 : 20.81% | # 21 : 0.63% | ------------------------------------------------------------- | SHORTYESDAYS= 2 | SHORTYESDAYS= 3 | Percent | ------------------------------------------------------------- | 392 | 229 | 58.4184 | ------------------------------------------------------------- | LONGNODAYS= 9 | LONGNODAYS= 10 | Percent | ------------------------------------------------------------- | 11 | 7 | 63.6364 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 1.40% : 0 : 2 | 1040 | 366 : 35.19% | 421 : 40.48% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-16 | 0 : 1 | 2 : 0 | 0 : 9 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-13 | 3 : 0 | 1 : 0 | 0 : 8 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-12 | 2 : 0 | 0 : 3 | 0 : 7 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 1046 | 512 | 598 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 1050 | 572 | 573 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 1.69 | 2011 | 4.73 % | 1.78 % | ------------------------------------------------------------------ | 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 | 3.31 | 2019 | 2.02 % | - | ------------------------------------------------------------------ | October | 2.16 | 2020 | 3.16 % | - | ------------------------------------------------------------------ | November | 2.08 | 2021 | 2.66 % | - | ------------------------------------------------------------------ | December | 1.22 | 2022 | 2.78 % | - | ------------------------------------------------------------------ | - | - | 2023 | 2.23 % | - | ------------------------------------------------------------------ | - | - | 2024 | 2.22 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 3.47 % | - | ------------------------------------------------------------------
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 | 718 - 39.89% | 775 - 43.69% | 718 - 47.39% | 775 - 50.29% | ---------------------------------------------------------------------------- | 2 | 392 - 21.78% | 401 - 22.60% | 352 - 23.23% | 351 - 22.78% | ---------------------------------------------------------------------------- | 3 | 229 - 12.72% | 222 - 12.51% | 190 - 12.54% | 176 - 11.42% | ---------------------------------------------------------------------------- | 4 | 134 - 7.44% | 145 - 8.17% | 106 - 7.00% | 86 - 5.58% | ---------------------------------------------------------------------------- | 5 | 87 - 4.83% | 88 - 4.96% | 64 - 4.22% | 52 - 3.37% | ---------------------------------------------------------------------------- | 6 | 54 - 3.00% | 53 - 2.99% | 38 - 2.51% | 30 - 1.95% | ---------------------------------------------------------------------------- | 7 | 42 - 2.33% | 36 - 2.03% | 20 - 1.32% | 22 - 1.43% | ---------------------------------------------------------------------------- | 8 | 33 - 1.83% | 18 - 1.01% | 12 - 0.79% | 17 - 1.10% | ---------------------------------------------------------------------------- | 9 | 27 - 1.50% | 13 - 0.73% | 5 - 0.33% | 11 - 0.71% | ---------------------------------------------------------------------------- | 10 | 20 - 1.11% | 7 - 0.39% | 4 - 0.26% | 7 - 0.45% | ---------------------------------------------------------------------------- | 11 | 16 - 0.89% | 6 - 0.34% | 2 - 0.13% | 3 - 0.19% | ---------------------------------------------------------------------------- | 12 | 11 - 0.61% | 5 - 0.28% | 2 - 0.13% | 3 - 0.19% | ---------------------------------------------------------------------------- | 13 | 9 - 0.50% | 3 - 0.17% | 2 - 0.13% | 2 - 0.13% | ---------------------------------------------------------------------------- | 14 | 8 - 0.44% | 1 - 0.06% | - | 2 - 0.13% | ---------------------------------------------------------------------------- | 15 | 8 - 0.44% | 1 - 0.06% | - | 1 - 0.06% | ---------------------------------------------------------------------------- | 16 | 5 - 0.28% | - | - | 1 - 0.06% | ---------------------------------------------------------------------------- | 17 | 2 - 0.11% | - | - | 1 - 0.06% | ---------------------------------------------------------------------------- | 18 | 2 - 0.11% | - | - | 1 - 0.06% | ---------------------------------------------------------------------------- | 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 | - | - | ------------------------------------------------------------------------------------------- |1800 : 54.30% |1515 : 45.70% |1774 : 53.51% |1541 : 46.49% | - | - | -------------------------------------------------------------------------------------------
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 | 0.30 | ---------------------------------------------- | -5 | 23 | 0.69 | ---------------------------------------------- | -4 | 43 | 1.30 | ---------------------------------------------- | -3 | 129 | 3.89 | ---------------------------------------------- | -2 | 342 | 10.32 | ---------------------------------------------- | -1 | 794 | 23.95 | ---------------------------------------------- | 0 | 11 | 0.33 | ---------------------------------------------- | 1 | 794 | 23.95 | ---------------------------------------------- | 2 | 469 | 14.15 | ---------------------------------------------- | 3 | 285 | 8.60 | ---------------------------------------------- | 4 | 168 | 5.07 | ---------------------------------------------- | 5 | 104 | 3.14 | ---------------------------------------------- | 6 | 59 | 1.78 | ---------------------------------------------- | 7 | 34 | 1.03 | ---------------------------------------------- | 8 | 23 | 0.69 | ---------------------------------------------- | 9 | 11 | 0.33 | ---------------------------------------------- | 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 | 0.48 | ---------------------------------------------- | -4 | 43 | 1.30 | ---------------------------------------------- | -3 | 129 | 3.89 | ---------------------------------------------- | -2 | 321 | 9.68 | ---------------------------------------------- | -1 | 828 | 24.98 | ---------------------------------------------- | 0 | 519 | 15.66 | ---------------------------------------------- | 1 | 808 | 24.37 | ---------------------------------------------- | 2 | 357 | 10.77 | ---------------------------------------------- | 3 | 153 | 4.62 | ---------------------------------------------- | 4 | 76 | 2.29 | ---------------------------------------------- | 5 | 29 | 0.87 | ---------------------------------------------- | 6 | 13 | 0.39 | ---------------------------------------------- | 7 | 9 | 0.27 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 2799 | 1102 | 39.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-16 | 14.37 | 14.69 | 13.99 | 14.69 | 12.77 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-13 | 13.57 | 13.81 | 13.24 | 14.25 | 12.77 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-12 | 13.73 | 13.92 | 13.39 | 13.95 | 12.77 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-11 | 14.42 | 13.58 | 13.52 | 14.43 | 12.77 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-10 | 14.30 | 14.18 | 13.86 | 14.54 | 12.77 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-09 | 13.36 | 14.19 | 13.35 | 14.23 | 12.77 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-06 | 13.62 | 12.77 | 12.70 | 13.74 | 12.77 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-05 | 13.46 | 13.54 | 13.26 | 13.70 | 13.30 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-04 | 13.16 | 13.45 | 12.89 | 13.61 | 13.30 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-03 | 13.38 | 13.30 | 13.19 | 13.77 | 13.30 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-02 | 14.08 | 13.34 | 13.30 | 14.10 | 13.34 | ------------------------------------------------------------------------------------------------------------------------- | 2024-11-29 | 14.00 | 13.51 | 13.49 | 14.15 | 13.51 | ------------------------------------------------------------------------------------------------------------------------- | 2024-11-28 | 14.28 | 14.10 | 13.96 | 15.13 | 14.02 | ------------------------------------------------------------------------------------------------------------------------- | 2024-11-27 | 14.28 | 14.10 | 13.96 | 15.13 | 14.02 | ------------------------------------------------------------------------------------------------------------------------- | 2024-11-26 | 14.95 | 14.10 | 13.88 | 15.03 | 14.02 | ------------------------------------------------------------------------------------------------------------------------- | 2024-11-25 | 15.23 | 14.60 | 14.54 | 15.72 | 14.02 | ------------------------------------------------------------------------------------------------------------------------- | 2024-11-22 | 16.67 | 15.24 | 15.24 | 17.56 | 14.02 | ------------------------------------------------------------------------------------------------------------------------- | 2024-11-21 | 17.10 | 16.87 | 15.73 | 17.99 | 14.02 | ------------------------------------------------------------------------------------------------------------------------- | 2024-11-20 | 16.19 | 17.16 | 16.04 | 18.79 | 14.02 | ------------------------------------------------------------------------------------------------------------------------- | 2024-11-19 | 15.44 | 16.35 | 15.37 | 17.93 | 14.02 | -------------------------------------------------------------------------------------------------------------------------
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Since 2018-11-18
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