Sunday, 19 January 2025
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:6.55 C :3.46 | -0.209 | -1.059 | -0.629 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2025-01-17| 15.97 | 16.179 | 17.238 | 18.196 | 18.825 | -------------------------------------------------------------- |2025-01-16| 16.60 | 16.189 | 17.100 | 18.126 | 18.750 | -------------------------------------------------------------- |2025-01-15| 16.12 | 16.101 | 17.063 | 18.201 | 18.897 | --------------------------------------------------------------
SVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2025-01-17 | 51.48 | 51.48 | 50.84 | 50.88 | 1.26% : 0.35% | -2 | 0 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2025-01-16 | 51.14 | 51.29 | 50.83 | 51.00 | 0.90% : -0.87% | -1 | 0 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2025-01-15 | 50.24 | 51.11 | 50.22 | 51.04 | 1.77% : -0.92% | 3 | 2 | -----------------------------------------------------------------------------------------------------------------------------------------------------------------
Show Percent Rank of Roll Yield for VX30 AND VIX
-------------------------------------------------------------------------------------------------------------------------- |. DATUM .| VIX |SETTLEM1 |SETTLEM2 | FUTROL |TRADDAYS | VX30 | VX30VIX | VX30PR | VX30XPR | MAVG5 |DVX30XPR | -------------------------------------------------------------------------------------------------------------------------- |2025-01-17| 15.97 | 19.1000 | 17.2382 | 4.3478 | 4 | 17.56 | 9.96 | 47.85 | 57.49 | 33.68 | 1.51 | -------------------------------------------------------------------------------------------------------------------------- |2025-01-16| 16.60 | 19.0250 | 17.0997 | 4.3478 | 5 | 17.52 | 5.54 | 47.52 | 38.01 | 31.45 | 0.70 | -------------------------------------------------------------------------------------------------------------------------- |2025-01-15| 16.12 | 19.0842 | 17.0630 | 4.3478 | 6 | 17.59 | 9.12 | 48.04 | 54.07 | 31.54 | 2.79 | -------------------------------------------------------------------------------------------------------------------------- |2025-01-14| 18.71 | 19.5000 | 18.5544 | 4.3478 | 7 | 18.84 | 0.69 | 55.08 | 19.37 | 28.62 | 1.12 | -------------------------------------------------------------------------------------------------------------------------- |2025-01-13| 19.19 | 19.7500 | 18.9083 | 4.3478 | 8 | 19.20 | 0.05 | 57.80 | 17.34 | 37.40 | 1.10 | --------------------------------------------------------------------------------------------------------------------------
=> Legend
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 | ----------------------------------------- | 1 | 2 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGNODAYS > | ------------------------------------------------------------- | # 3336 | # 1090 : 32.67% | # 418 : 12.53% | ------------------------------------------------------------- | SHORTYESDAYS= 1 | SHORTYESDAYS= 2 | Percent | ------------------------------------------------------------- | 724 | 395 | 54.5580 | ------------------------------------------------------------- | LONGNODAYS= 2 | LONGNODAYS= 3 | Percent | ------------------------------------------------------------- | 355 | 176 | 49.5775 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 1.26% : 0 : 2 | 1045 | 366 : 35.02% | 424 : 40.57% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-17 | 1 : 0 | 1 : 0 | 0 : 2 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-16 | 0 : 3 | 0 : 2 | 0 : 1 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-15 | 0 : 2 | 0 : 1 | 1 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION GROWDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 1055 | 646 | 580 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. GROWDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 1059 | 569 | 556 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 2.70 | 2011 | 4.73 % | 2.96 % | ------------------------------------------------------------------ | - | - | 2012 | 4.86 % | - | ------------------------------------------------------------------ | - | - | 2013 | 3.85 % | - | ------------------------------------------------------------------ | - | - | 2014 | 4.03 % | - | ------------------------------------------------------------------ | - | - | 2015 | 5.32 % | - | ------------------------------------------------------------------ | - | - | 2016 | 4.78 % | - | ------------------------------------------------------------------ | - | - | 2017 | 3.37 % | - | ------------------------------------------------------------------ | - | - | 2018 | 3.45 % | - | ------------------------------------------------------------------ | - | - | 2019 | 2.02 % | - | ------------------------------------------------------------------ | - | - | 2020 | 3.16 % | - | ------------------------------------------------------------------ | - | - | 2021 | 2.66 % | - | ------------------------------------------------------------------ | - | - | 2022 | 2.78 % | - | ------------------------------------------------------------------ | - | - | 2023 | 2.23 % | - | ------------------------------------------------------------------ | - | - | 2024 | 2.32 % | - | ------------------------------------------------------------------ | - | - | 2025 | 2.70 % | - | ------------------------------------------------------------------ | - | - | 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 | 724 - 39.91% | 781 - 43.83% | 724 - 47.57% | 781 - 50.26% | ---------------------------------------------------------------------------- | 2 | 395 - 21.78% | 402 - 22.56% | 353 - 23.19% | 355 - 22.84% | ---------------------------------------------------------------------------- | 3 | 231 - 12.73% | 223 - 12.51% | 190 - 12.48% | 176 - 11.33% | ---------------------------------------------------------------------------- | 4 | 136 - 7.50% | 145 - 8.14% | 106 - 6.96% | 86 - 5.53% | ---------------------------------------------------------------------------- | 5 | 88 - 4.85% | 88 - 4.94% | 64 - 4.20% | 52 - 3.35% | ---------------------------------------------------------------------------- | 6 | 54 - 2.98% | 53 - 2.97% | 38 - 2.50% | 30 - 1.93% | ---------------------------------------------------------------------------- | 7 | 42 - 2.32% | 36 - 2.02% | 20 - 1.31% | 22 - 1.42% | ---------------------------------------------------------------------------- | 8 | 33 - 1.82% | 18 - 1.01% | 12 - 0.79% | 17 - 1.09% | ---------------------------------------------------------------------------- | 9 | 27 - 1.49% | 13 - 0.73% | 5 - 0.33% | 11 - 0.71% | ---------------------------------------------------------------------------- | 10 | 20 - 1.10% | 7 - 0.39% | 4 - 0.26% | 8 - 0.51% | ---------------------------------------------------------------------------- | 11 | 16 - 0.88% | 6 - 0.34% | 2 - 0.13% | 4 - 0.26% | ---------------------------------------------------------------------------- | 12 | 11 - 0.61% | 5 - 0.28% | 2 - 0.13% | 4 - 0.26% | ---------------------------------------------------------------------------- | 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 | - | - | ------------------------------------------------------------------------------------------- |1814 : 54.38% |1522 : 45.62% |1782 : 53.42% |1554 : 46.58% | - | - | -------------------------------------------------------------------------------------------
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 | 11 | 0.33 | ---------------------------------------------- | -5 | 25 | 0.75 | ---------------------------------------------- | -4 | 45 | 1.35 | ---------------------------------------------- | -3 | 131 | 3.93 | ---------------------------------------------- | -2 | 345 | 10.34 | ---------------------------------------------- | -1 | 797 | 23.89 | ---------------------------------------------- | 0 | 11 | 0.33 | ---------------------------------------------- | 1 | 797 | 23.89 | ---------------------------------------------- | 2 | 472 | 14.15 | ---------------------------------------------- | 3 | 287 | 8.60 | ---------------------------------------------- | 4 | 168 | 5.04 | ---------------------------------------------- | 5 | 104 | 3.12 | ---------------------------------------------- | 6 | 59 | 1.77 | ---------------------------------------------- | 7 | 34 | 1.02 | ---------------------------------------------- | 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 | 1.29 | ---------------------------------------------- | -3 | 131 | 3.93 | ---------------------------------------------- | -2 | 323 | 9.68 | ---------------------------------------------- | -1 | 831 | 24.91 | ---------------------------------------------- | 0 | 526 | 15.77 | ---------------------------------------------- | 1 | 811 | 24.31 | ---------------------------------------------- | 2 | 360 | 10.79 | ---------------------------------------------- | 3 | 154 | 4.62 | ---------------------------------------------- | 4 | 76 | 2.28 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 2819 | 1109 | 39.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-17 | 16.19 | 15.97 | 15.53 | 16.23 | 14.27 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-16 | 15.87 | 16.60 | 15.64 | 16.60 | 14.27 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-15 | 19.08 | 16.12 | 15.96 | 19.14 | 14.27 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-14 | 18.79 | 18.71 | 18.24 | 19.66 | 14.27 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-13 | 21.18 | 19.19 | 19.15 | 22.04 | 14.27 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-10 | 18.29 | 19.54 | 18.05 | 20.31 | 14.27 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-09 | 17.91 | 17.70 | 17.37 | 19.50 | 13.81 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-08 | 17.91 | 17.70 | 17.37 | 19.50 | 13.81 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-07 | 16.48 | 17.82 | 15.79 | 18.90 | 13.58 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-06 | 16.77 | 16.04 | 15.71 | 16.87 | 13.58 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-03 | 17.66 | 16.13 | 16.11 | 17.94 | 13.58 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-02 | 17.21 | 17.93 | 16.96 | 19.50 | 12.77 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-01 | 17.39 | 17.35 | 16.68 | 17.81 | 12.77 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-31 | 17.39 | 17.35 | 16.68 | 17.81 | 12.77 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-30 | 17.21 | 17.40 | 16.44 | 19.22 | 12.77 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-27 | 15.38 | 15.95 | 15.29 | 18.45 | 12.77 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-26 | 14.99 | 14.73 | 14.55 | 15.93 | 12.77 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-25 | 16.97 | 14.27 | 14.27 | 17.04 | 12.77 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-24 | 16.97 | 14.27 | 14.27 | 17.04 | 12.77 | ------------------------------------------------------------------------------------------------------------------------- | 2024-12-23 | 18.09 | 16.78 | 16.74 | 20.02 | 12.77 | -------------------------------------------------------------------------------------------------------------------------
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SCHWUNG NEWSLETTER
Since 2018-11-18
VERSION 1.04
Last Updated 2021-03-03
text/gemini; lang=enThis content has been proxied by September (ba2dc).