💾 Archived View for yasendfile.org › fin_news › uvixnews.gmi captured on 2024-12-17 at 09:53:23. 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 | --------------------------------------------------------------
UVIX Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-12-16 | 3.14 | 3.29 | 3.13 | 3.28 | 5.11% : -0.79% | 1 | 1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-12-13 | 3.08 | 3.23 | 3.05 | 3.14 | 5.90% : 0.67% | -1 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-12-12 | 3.14 | 3.22 | 3.06 | 3.16 | 5.23% : 0.55% | 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.
----------------------------------------- | SHORTNODAYS | LONGYESDAYS | ----------------------------------------- | 2 | 7 | ------------------------------------------------------------- | POPULATION | SHORTNODAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 676 | # 2 : 0.30% | # 122 : 18.05% | ------------------------------------------------------------- | SHORTNODAYS= 2 | SHORTNODAYS= 3 | Percent | ------------------------------------------------------------- | 15 | 1 | 6.6667 | ------------------------------------------------------------- | LONGYESDAYS= 7 | LONGYESDAYS= 8 | Percent | ------------------------------------------------------------- | 29 | 23 | 79.3103 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 5.11% : 4 : 6 | 143 | 101 : 70.63% | 118 : 82.52% | ---------------------------------------------------------------------------------
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 | 0 : 2 | 7 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-13 | 3 : 0 | 0 : 1 | 6 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-12 | 2 : 0 | 3 : 0 | 5 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 208 | 187 | 161 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 220 | 187 | 181 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 6.80 | 2022 | 9.94 % | 7.36 % | ------------------------------------------------------------------ | February | 6.85 | 2023 | 9.18 % | - | ------------------------------------------------------------------ | March | 7.11 | 2024 | 9.25 % | - | ------------------------------------------------------------------ | April | 10.41 | GLOBAL | 9.42 % | - | ------------------------------------------------------------------
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 | 88 - 15.41% | 111 - 20.98% | 88 - 83.81% | 110 - 74.83% | ---------------------------------------------------------------------------- | 2 | 74 - 12.96% | 77 - 14.56% | 15 - 14.29% | 27 - 18.37% | ---------------------------------------------------------------------------- | 3 | 63 - 11.03% | 62 - 11.72% | 1 - 0.95% | 7 - 4.76% | ---------------------------------------------------------------------------- | 4 | 52 - 9.11% | 52 - 9.83% | 1 - 0.95% | 2 - 1.36% | ---------------------------------------------------------------------------- | 5 | 44 - 7.71% | 41 - 7.75% | - | 1 - 0.68% | ---------------------------------------------------------------------------- | 6 | 37 - 6.48% | 35 - 6.62% | - | - | ---------------------------------------------------------------------------- | 7 | 33 - 5.78% | 29 - 5.48% | - | - | ---------------------------------------------------------------------------- | 8 | 29 - 5.08% | 23 - 4.35% | - | - | ---------------------------------------------------------------------------- | 9 | 22 - 3.85% | 20 - 3.78% | - | - | ---------------------------------------------------------------------------- | 10 | 16 - 2.80% | 15 - 2.84% | - | - | ---------------------------------------------------------------------------- | 11 | 14 - 2.45% | 13 - 2.46% | - | - | ---------------------------------------------------------------------------- | 12 | 13 - 2.28% | 11 - 2.08% | - | - | ---------------------------------------------------------------------------- | 13 | 11 - 1.93% | 9 - 1.70% | - | - | ---------------------------------------------------------------------------- | 14 | 9 - 1.58% | 7 - 1.32% | - | - | ---------------------------------------------------------------------------- | 15 | 8 - 1.40% | 6 - 1.13% | - | - | ---------------------------------------------------------------------------- | 16 | 7 - 1.23% | 6 - 1.13% | - | - | ---------------------------------------------------------------------------- | 17 | 6 - 1.05% | 6 - 1.13% | - | - | ---------------------------------------------------------------------------- | 18 | 5 - 0.88% | 2 - 0.38% | - | - | ---------------------------------------------------------------------------- | 19 | 4 - 0.70% | 1 - 0.19% | - | - | ---------------------------------------------------------------------------- | 20 | 4 - 0.70% | 1 - 0.19% | - | - | ---------------------------------------------------------------------------- | 21 | 4 - 0.70% | 1 - 0.19% | - | - | ---------------------------------------------------------------------------- | 22 | 2 - 0.35% | 1 - 0.19% | - | - | ---------------------------------------------------------------------------- | 23 | 2 - 0.35% | - | - | - | ---------------------------------------------------------------------------- | 24 | 2 - 0.35% | - | - | - | ---------------------------------------------------------------------------- | 25 | 2 - 0.35% | - | - | - | ---------------------------------------------------------------------------- | 26 | 2 - 0.35% | - | - | - | ---------------------------------------------------------------------------- | 27 | 1 - 0.18% | - | - | - | ---------------------------------------------------------------------------- | 28 | 1 - 0.18% | - | - | - | ---------------------------------------------------------------------------- | 29 | 1 - 0.18% | - | - | - | ---------------------------------------------------------------------------- | 30 | 1 - 0.18% | - | - | - | ---------------------------------------------------------------------------- | 31 | 1 - 0.18% | - | - | - | ---------------------------------------------------------------------------- | 32 | 1 - 0.18% | - | - | - | ---------------------------------------------------------------------------- | 33 | 1 - 0.18% | - | - | - | ---------------------------------------------------------------------------- | 34 | 1 - 0.18% | - | - | - | ---------------------------------------------------------------------------- | 35 | 1 - 0.18% | - | - | - | ---------------------------------------------------------------------------- | 36 | 1 - 0.18% | - | - | - | ---------------------------------------------------------------------------- | 37 | 1 - 0.18% | - | - | - | ---------------------------------------------------------------------------- | 38 | 1 - 0.18% | - | - | - | ---------------------------------------------------------------------------- | 39 | 1 - 0.18% | - | - | - | ---------------------------------------------------------------------------- | 40 | 1 - 0.18% | - | - | - | ---------------------------------------------------------------------------- | 41 | 1 - 0.18% | - | - | - | ---------------------------------------------------------------------------- | 42 | 1 - 0.18% | - | - | - | ---------------------------------------------------------------------------- | 43 | 1 - 0.18% | - | - | - | ---------------------------------------------------------------------------- | 44 | 1 - 0.18% | - | - | - | ------------------------------------------------------------------------------------------- | 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 | - | - | ------------------------------------------------------------------------------------------- | 571 : 84.47% | 105 : 15.53% | 529 : 78.25% | 147 : 21.75% | - | - | -------------------------------------------------------------------------------------------
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 | 2 | 0.30 | ---------------------------------------------- | -9 | 3 | 0.44 | ---------------------------------------------- | -8 | 7 | 1.04 | ---------------------------------------------- | -7 | 8 | 1.18 | ---------------------------------------------- | -6 | 15 | 2.22 | ---------------------------------------------- | -5 | 22 | 3.25 | ---------------------------------------------- | -4 | 33 | 4.88 | ---------------------------------------------- | -3 | 56 | 8.28 | ---------------------------------------------- | -2 | 104 | 15.38 | ---------------------------------------------- | -1 | 163 | 24.11 | ---------------------------------------------- | 0 | 11 | 1.63 | ---------------------------------------------- | 1 | 159 | 23.52 | ---------------------------------------------- | 2 | 61 | 9.02 | ---------------------------------------------- | 3 | 23 | 3.40 | ---------------------------------------------- | 4 | 6 | 0.89 | ---------------------------------------------- | 5 | 3 | 0.44 | ----------------------------------------------
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 | 0.15 | ---------------------------------------------- | -10 | 2 | 0.30 | ---------------------------------------------- | -9 | 3 | 0.44 | ---------------------------------------------- | -8 | 5 | 0.74 | ---------------------------------------------- | -7 | 8 | 1.18 | ---------------------------------------------- | -6 | 8 | 1.18 | ---------------------------------------------- | -5 | 12 | 1.78 | ---------------------------------------------- | -4 | 23 | 3.40 | ---------------------------------------------- | -3 | 51 | 7.54 | ---------------------------------------------- | -2 | 104 | 15.38 | ---------------------------------------------- | -1 | 164 | 24.26 | ---------------------------------------------- | 0 | 133 | 19.67 | ---------------------------------------------- | 1 | 130 | 19.23 | ---------------------------------------------- | 2 | 26 | 3.85 | ---------------------------------------------- | 3 | 6 | 0.89 | ----------------------------------------------
Shows percentage of chance if the next day will open lower and we are in contango for F1-F2
------------------------------------------------------------- | POPULATION | LOWEROPEN | PERCENTAGE | ------------------------------------------------------------- | 582 | 330 | 57.00 | -------------------------------------------------------------
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
VERSION 1.04
Last Updated 2021-03-03