💾 Archived View for yasendfile.org › fin_news › uvxynews.gmi captured on 2024-12-17 at 09:53:33. 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 | --------------------------------------------------------------
UVXY 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 | 18.96 | 19.77 | 18.95 | 19.68 | 4.33% : -0.30% | 1 | -2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-12-13 | 18.75 | 19.46 | 18.60 | 19.08 | 4.62% : 0.82% | 0 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-12-12 | 19.01 | 19.40 | 18.69 | 19.08 | 3.80% : 0.31% | 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 > | ------------------------------------------------------------- | # 2499 | # 23 : 0.92% | # 468 : 18.73% | ------------------------------------------------------------- | SHORTNODAYS= 2 | SHORTNODAYS= 3 | Percent | ------------------------------------------------------------- | 77 | 17 | 22.0779 | ------------------------------------------------------------- | LONGYESDAYS= 7 | LONGYESDAYS= 8 | Percent | ------------------------------------------------------------- | 93 | 73 | 78.4946 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 4.33% : 3 : 5 | 611 | 433 : 70.87% | 446 : 73.00% | ---------------------------------------------------------------------------------
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 | 1 : 0 | 5 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 793 | 679 | 603 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 795 | 656 | 623 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 5.15 | 2015 | 10.86 % | 5.45 % | ------------------------------------------------------------------ | February | 5.20 | 2016 | 9.60 % | - | ------------------------------------------------------------------ | March | 5.36 | 2017 | 6.76 % | - | ------------------------------------------------------------------ | April | 7.85 | 2018 | 9.38 % | - | ------------------------------------------------------------------ | May | 4.43 | 2019 | 6.11 % | - | ------------------------------------------------------------------ | June | 4.25 | 2020 | 9.58 % | - | ------------------------------------------------------------------ | July | 5.94 | 2021 | 8.06 % | - | ------------------------------------------------------------------ | August | 14.93 | 2022 | 8.49 % | - | ------------------------------------------------------------------ | September | 9.91 | 2023 | 6.84 % | - | ------------------------------------------------------------------ | October | 6.51 | 2024 | 6.80 % | - | ------------------------------------------------------------------ | November | 6.44 | GLOBAL | 8.26 % | - | ------------------------------------------------------------------
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 | 390 - 19.41% | 405 - 20.83% | 390 - 79.59% | 404 - 72.79% | ---------------------------------------------------------------------------- | 2 | 301 - 14.98% | 295 - 15.17% | 77 - 15.71% | 104 - 18.74% | ---------------------------------------------------------------------------- | 3 | 242 - 12.05% | 233 - 11.99% | 17 - 3.47% | 30 - 5.41% | ---------------------------------------------------------------------------- | 4 | 198 - 9.86% | 187 - 9.62% | 5 - 1.02% | 14 - 2.52% | ---------------------------------------------------------------------------- | 5 | 160 - 7.96% | 149 - 7.66% | 1 - 0.20% | 3 - 0.54% | ---------------------------------------------------------------------------- | 6 | 128 - 6.37% | 114 - 5.86% | - | - | ---------------------------------------------------------------------------- | 7 | 105 - 5.23% | 93 - 4.78% | - | - | ---------------------------------------------------------------------------- | 8 | 89 - 4.43% | 73 - 3.76% | - | - | ---------------------------------------------------------------------------- | 9 | 71 - 3.53% | 63 - 3.24% | - | - | ---------------------------------------------------------------------------- | 10 | 55 - 2.74% | 51 - 2.62% | - | - | ---------------------------------------------------------------------------- | 11 | 49 - 2.44% | 44 - 2.26% | - | - | ---------------------------------------------------------------------------- | 12 | 39 - 1.94% | 36 - 1.85% | - | - | ---------------------------------------------------------------------------- | 13 | 32 - 1.59% | 31 - 1.59% | - | - | ---------------------------------------------------------------------------- | 14 | 24 - 1.19% | 27 - 1.39% | - | - | ---------------------------------------------------------------------------- | 15 | 18 - 0.90% | 23 - 1.18% | - | - | ---------------------------------------------------------------------------- | 16 | 15 - 0.75% | 21 - 1.08% | - | - | ---------------------------------------------------------------------------- | 17 | 12 - 0.60% | 19 - 0.98% | - | - | ---------------------------------------------------------------------------- | 18 | 12 - 0.60% | 13 - 0.67% | - | - | ---------------------------------------------------------------------------- | 19 | 10 - 0.50% | 10 - 0.51% | - | - | ---------------------------------------------------------------------------- | 20 | 9 - 0.45% | 9 - 0.46% | - | - | ---------------------------------------------------------------------------- | 21 | 6 - 0.30% | 9 - 0.46% | - | - | ---------------------------------------------------------------------------- | 22 | 5 - 0.25% | 7 - 0.36% | - | - | ---------------------------------------------------------------------------- | 23 | 4 - 0.20% | 5 - 0.26% | - | - | ---------------------------------------------------------------------------- | 24 | 4 - 0.20% | 5 - 0.26% | - | - | ---------------------------------------------------------------------------- | 25 | 4 - 0.20% | 5 - 0.26% | - | - | ---------------------------------------------------------------------------- | 26 | 3 - 0.15% | 5 - 0.26% | - | - | ---------------------------------------------------------------------------- | 27 | 3 - 0.15% | 3 - 0.15% | - | - | ---------------------------------------------------------------------------- | 28 | 3 - 0.15% | 3 - 0.15% | - | - | ---------------------------------------------------------------------------- | 29 | 3 - 0.15% | 2 - 0.10% | - | - | ---------------------------------------------------------------------------- | 30 | 2 - 0.10% | 2 - 0.10% | - | - | ---------------------------------------------------------------------------- | 31 | 2 - 0.10% | 2 - 0.10% | - | - | ---------------------------------------------------------------------------- | 32 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 33 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 34 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 35 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 36 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 37 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 38 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 39 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 40 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 41 | 1 - 0.05% | - | - | - | ---------------------------------------------------------------------------- | 42 | 1 - 0.05% | - | - | - | ------------------------------------------------------------------------------------------- | MAX. SY | MAX. SN | MAX. LY | MAX. LN | MAX HH | MAX LL | ------------------------------------------------------------------------------------------- | 42 | 5 | 31 | 5 | 9 | -12 | ------------------------------------------------------------------------------------------- | TOT. SY | TOT. SN | TOT. LY | TOT. LN | - | - | ------------------------------------------------------------------------------------------- |2009 : 80.39% | 490 : 19.61% |1944 : 77.79% | 555 : 22.21% | - | - | -------------------------------------------------------------------------------------------
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 | 0.04 | ---------------------------------------------- | -11 | 2 | 0.08 | ---------------------------------------------- | -10 | 4 | 0.16 | ---------------------------------------------- | -9 | 8 | 0.32 | ---------------------------------------------- | -8 | 18 | 0.72 | ---------------------------------------------- | -7 | 29 | 1.16 | ---------------------------------------------- | -6 | 49 | 1.96 | ---------------------------------------------- | -5 | 84 | 3.36 | ---------------------------------------------- | -4 | 133 | 5.32 | ---------------------------------------------- | -3 | 226 | 9.04 | ---------------------------------------------- | -2 | 362 | 14.49 | ---------------------------------------------- | -1 | 585 | 23.41 | ---------------------------------------------- | 0 | 15 | 0.60 | ---------------------------------------------- | 1 | 582 | 23.29 | ---------------------------------------------- | 2 | 232 | 9.28 | ---------------------------------------------- | 3 | 98 | 3.92 | ---------------------------------------------- | 4 | 36 | 1.44 | ---------------------------------------------- | 5 | 21 | 0.84 | ---------------------------------------------- | 6 | 8 | 0.32 | ---------------------------------------------- | 7 | 3 | 0.12 | ---------------------------------------------- | 8 | 2 | 0.08 | ---------------------------------------------- | 9 | 1 | 0.04 | ----------------------------------------------
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 | 2 | 0.08 | ---------------------------------------------- | -10 | 3 | 0.12 | ---------------------------------------------- | -9 | 6 | 0.24 | ---------------------------------------------- | -8 | 15 | 0.60 | ---------------------------------------------- | -7 | 25 | 1.00 | ---------------------------------------------- | -6 | 41 | 1.64 | ---------------------------------------------- | -5 | 59 | 2.36 | ---------------------------------------------- | -4 | 103 | 4.12 | ---------------------------------------------- | -3 | 192 | 7.68 | ---------------------------------------------- | -2 | 364 | 14.57 | ---------------------------------------------- | -1 | 635 | 25.41 | ---------------------------------------------- | 0 | 422 | 16.89 | ---------------------------------------------- | 1 | 474 | 18.97 | ---------------------------------------------- | 2 | 117 | 4.68 | ---------------------------------------------- | 3 | 28 | 1.12 | ---------------------------------------------- | 4 | 8 | 0.32 | ---------------------------------------------- | 5 | 4 | 0.16 | ---------------------------------------------- | 6 | 1 | 0.04 | ----------------------------------------------
Shows percentage of chance if the next day will open lower and we are in contango for F1-F2
------------------------------------------------------------- | POPULATION | LOWEROPEN | PERCENTAGE | ------------------------------------------------------------- | 2053 | 1210 | 59.00 | -------------------------------------------------------------
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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SCHWUNG NEWSLETTER
Since 2018-11-18
VERSION 1.04
Last Updated 2021-03-03