💾 Archived View for yasendfile.org › fin_news › vxxnews.gmi captured on 2024-12-17 at 09:53:59. 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 | --------------------------------------------------------------
VXX Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-12-16 | 42.30 | 43.46 | 42.30 | 43.22 | 2.74% : -0.32% | 3 | -2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-12-13 | 41.97 | 43.03 | 41.75 | 42.50 | 3.07% : 0.48% | 2 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2024-12-12 | 42.24 | 42.92 | 41.84 | 42.47 | 2.58% : 0.29% | 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 | ----------------------------------------- | 4 | 4 | ------------------------------------------------------------- | POPULATION | SHORTNODAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 3990 | # 26 : 0.65% | # 635 : 15.91% | ------------------------------------------------------------- | SHORTNODAYS= 4 | SHORTNODAYS= 5 | Percent | ------------------------------------------------------------- | 33 | 14 | 42.4242 | ------------------------------------------------------------- | LONGYESDAYS= 4 | LONGYESDAYS= 5 | Percent | ------------------------------------------------------------- | 241 | 166 | 68.8797 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 2.74% : 2 : 4 | 1680 | 983 : 58.51% | 1091 : 64.94% | ---------------------------------------------------------------------------------
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 : 4 | 4 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-13 | 3 : 0 | 0 : 3 | 3 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-12 | 2 : 0 | 0 : 2 | 2 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 1251 | 924 | 786 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 1250 | 867 | 798 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 3.39 | 2009 | 4.15 % | 3.61 % | ------------------------------------------------------------------ | 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 | 6.54 | 2017 | 3.35 % | - | ------------------------------------------------------------------ | October | 4.32 | 2018 | 5.62 % | - | ------------------------------------------------------------------ | November | 4.26 | 2019 | 4.06 % | - | ------------------------------------------------------------------ | December | 2.46 | 2020 | 6.29 % | - | ------------------------------------------------------------------ | - | - | 2021 | 5.30 % | - | ------------------------------------------------------------------ | - | - | 2022 | 5.54 % | - | ------------------------------------------------------------------ | - | - | 2023 | 4.60 % | - | ------------------------------------------------------------------ | - | - | 2024 | 4.47 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 4.75 % | - | ------------------------------------------------------------------
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 | 836 - 30.25% | 828 - 31.88% | 837 - 68.27% | 827 - 59.37% | ---------------------------------------------------------------------------- | 2 | 560 - 20.26% | 535 - 20.60% | 239 - 19.49% | 324 - 23.26% | ---------------------------------------------------------------------------- | 3 | 398 - 14.40% | 358 - 13.79% | 91 - 7.42% | 137 - 9.83% | ---------------------------------------------------------------------------- | 4 | 294 - 10.64% | 241 - 9.28% | 33 - 2.69% | 61 - 4.38% | ---------------------------------------------------------------------------- | 5 | 192 - 6.95% | 166 - 6.39% | 14 - 1.14% | 26 - 1.87% | ---------------------------------------------------------------------------- | 6 | 135 - 4.88% | 116 - 4.47% | 7 - 0.57% | 14 - 1.01% | ---------------------------------------------------------------------------- | 7 | 99 - 3.58% | 77 - 2.96% | 2 - 0.16% | 3 - 0.22% | ---------------------------------------------------------------------------- | 8 | 72 - 2.60% | 58 - 2.23% | 1 - 0.08% | 1 - 0.07% | ---------------------------------------------------------------------------- | 9 | 54 - 1.95% | 43 - 1.66% | 1 - 0.08% | - | ---------------------------------------------------------------------------- | 10 | 38 - 1.37% | 34 - 1.31% | 1 - 0.08% | - | ---------------------------------------------------------------------------- | 11 | 28 - 1.01% | 27 - 1.04% | - | - | ---------------------------------------------------------------------------- | 12 | 21 - 0.76% | 23 - 0.89% | - | - | ---------------------------------------------------------------------------- | 13 | 13 - 0.47% | 18 - 0.69% | - | - | ---------------------------------------------------------------------------- | 14 | 6 - 0.22% | 17 - 0.65% | - | - | ---------------------------------------------------------------------------- | 15 | 6 - 0.22% | 14 - 0.54% | - | - | ---------------------------------------------------------------------------- | 16 | 4 - 0.14% | 10 - 0.39% | - | - | ---------------------------------------------------------------------------- | 17 | 2 - 0.07% | 7 - 0.27% | - | - | ---------------------------------------------------------------------------- | 18 | 1 - 0.04% | 6 - 0.23% | - | - | ---------------------------------------------------------------------------- | 19 | 1 - 0.04% | 5 - 0.19% | - | - | ---------------------------------------------------------------------------- | 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 | - | - | ------------------------------------------------------------------------------------------- |2764 : 69.27% |1226 : 30.73% |2597 : 65.09% |1393 : 34.91% | - | - | -------------------------------------------------------------------------------------------
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 | 5 | 0.13 | ---------------------------------------------- | -9 | 10 | 0.25 | ---------------------------------------------- | -8 | 22 | 0.55 | ---------------------------------------------- | -7 | 39 | 0.98 | ---------------------------------------------- | -6 | 71 | 1.78 | ---------------------------------------------- | -5 | 133 | 3.33 | ---------------------------------------------- | -4 | 206 | 5.16 | ---------------------------------------------- | -3 | 347 | 8.70 | ---------------------------------------------- | -2 | 568 | 14.24 | ---------------------------------------------- | -1 | 943 | 23.63 | ---------------------------------------------- | 0 | 37 | 0.93 | ---------------------------------------------- | 1 | 938 | 23.51 | ---------------------------------------------- | 2 | 393 | 9.85 | ---------------------------------------------- | 3 | 164 | 4.11 | ---------------------------------------------- | 4 | 59 | 1.48 | ---------------------------------------------- | 5 | 32 | 0.80 | ---------------------------------------------- | 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 | 0.25 | ---------------------------------------------- | -8 | 18 | 0.45 | ---------------------------------------------- | -7 | 28 | 0.70 | ---------------------------------------------- | -6 | 51 | 1.28 | ---------------------------------------------- | -5 | 92 | 2.31 | ---------------------------------------------- | -4 | 166 | 4.16 | ---------------------------------------------- | -3 | 292 | 7.32 | ---------------------------------------------- | -2 | 554 | 13.88 | ---------------------------------------------- | -1 | 1014 | 25.41 | ---------------------------------------------- | 0 | 693 | 17.37 | ---------------------------------------------- | 1 | 782 | 19.60 | ---------------------------------------------- | 2 | 209 | 5.24 | ---------------------------------------------- | 3 | 49 | 1.23 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 3351 | 1925 | 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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SCHWUNG NEWSLETTER
Since 2018-11-18
VERSION 1.04
Last Updated 2021-03-03