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 | --------------------------------------------------------------
UVIX 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 | 29.02 | 30.40 | 28.95 | 30.40 | 5.01% : 0.89% | 1 | -3 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2025-01-16 | 29.91 | 30.59 | 29.38 | 30.10 | 4.12% : -3.72% | -2 | -2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2025-01-15 | 32.00 | 32.45 | 30.09 | 30.27 | 7.84% : -4.26% | -1 | -1 | -----------------------------------------------------------------------------------------------------------------------------------------------------------------
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.
----------------------------------------- | SHORTNODAYS | LONGYESDAYS | ----------------------------------------- | 1 | 15 | ------------------------------------------------------------- | POPULATION | SHORTNODAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 697 | # 17 : 2.44% | # 18 : 2.58% | ------------------------------------------------------------- | SHORTNODAYS= 1 | SHORTNODAYS= 2 | Percent | ------------------------------------------------------------- | 91 | 15 | 16.4835 | ------------------------------------------------------------- | LONGYESDAYS= 15 | LONGYESDAYS= 16 | Percent | ------------------------------------------------------------- | 7 | 6 | 85.7143 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 5.01% : 4 : 6 | 146 | 104 : 71.23% | 120 : 82.19% | ---------------------------------------------------------------------------------
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 | 0 : 1 | 15 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-16 | 0 : 3 | 6 : 0 | 14 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-15 | 0 : 2 | 5 : 0 | 13 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION GROWDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 216 | 177 | 171 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. GROWDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 226 | 190 | 172 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 11.00 | 2022 | 9.94 % | 12.17 % | ------------------------------------------------------------------ | - | - | 2023 | 9.18 % | - | ------------------------------------------------------------------ | - | - | 2024 | 9.68 % | - | ------------------------------------------------------------------ | - | - | 2025 | 11.00 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 9.59 % | - | ------------------------------------------------------------------
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 | 91 - 15.45% | 113 - 20.62% | 91 - 84.26% | 112 - 75.17% | ---------------------------------------------------------------------------- | 2 | 77 - 13.07% | 78 - 14.23% | 15 - 13.89% | 27 - 18.12% | ---------------------------------------------------------------------------- | 3 | 65 - 11.04% | 63 - 11.50% | 1 - 0.93% | 7 - 4.70% | ---------------------------------------------------------------------------- | 4 | 54 - 9.17% | 53 - 9.67% | 1 - 0.93% | 2 - 1.34% | ---------------------------------------------------------------------------- | 5 | 46 - 7.81% | 42 - 7.66% | - | 1 - 0.67% | ---------------------------------------------------------------------------- | 6 | 39 - 6.62% | 36 - 6.57% | - | - | ---------------------------------------------------------------------------- | 7 | 34 - 5.77% | 30 - 5.47% | - | - | ---------------------------------------------------------------------------- | 8 | 30 - 5.09% | 25 - 4.56% | - | - | ---------------------------------------------------------------------------- | 9 | 23 - 3.90% | 22 - 4.01% | - | - | ---------------------------------------------------------------------------- | 10 | 17 - 2.89% | 17 - 3.10% | - | - | ---------------------------------------------------------------------------- | 11 | 14 - 2.38% | 14 - 2.55% | - | - | ---------------------------------------------------------------------------- | 12 | 13 - 2.21% | 12 - 2.19% | - | - | ---------------------------------------------------------------------------- | 13 | 11 - 1.87% | 10 - 1.82% | - | - | ---------------------------------------------------------------------------- | 14 | 9 - 1.53% | 8 - 1.46% | - | - | ---------------------------------------------------------------------------- | 15 | 8 - 1.36% | 7 - 1.28% | - | - | ---------------------------------------------------------------------------- | 16 | 7 - 1.19% | 6 - 1.09% | - | - | ---------------------------------------------------------------------------- | 17 | 6 - 1.02% | 6 - 1.09% | - | - | ---------------------------------------------------------------------------- | 18 | 5 - 0.85% | 2 - 0.36% | - | - | ---------------------------------------------------------------------------- | 19 | 4 - 0.68% | 1 - 0.18% | - | - | ---------------------------------------------------------------------------- | 20 | 4 - 0.68% | 1 - 0.18% | - | - | ---------------------------------------------------------------------------- | 21 | 4 - 0.68% | 1 - 0.18% | - | - | ---------------------------------------------------------------------------- | 22 | 2 - 0.34% | 1 - 0.18% | - | - | ---------------------------------------------------------------------------- | 23 | 2 - 0.34% | - | - | - | ---------------------------------------------------------------------------- | 24 | 2 - 0.34% | - | - | - | ---------------------------------------------------------------------------- | 25 | 2 - 0.34% | - | - | - | ---------------------------------------------------------------------------- | 26 | 2 - 0.34% | - | - | - | ---------------------------------------------------------------------------- | 27 | 1 - 0.17% | - | - | - | ---------------------------------------------------------------------------- | 28 | 1 - 0.17% | - | - | - | ---------------------------------------------------------------------------- | 29 | 1 - 0.17% | - | - | - | ---------------------------------------------------------------------------- | 30 | 1 - 0.17% | - | - | - | ---------------------------------------------------------------------------- | 31 | 1 - 0.17% | - | - | - | ---------------------------------------------------------------------------- | 32 | 1 - 0.17% | - | - | - | ---------------------------------------------------------------------------- | 33 | 1 - 0.17% | - | - | - | ---------------------------------------------------------------------------- | 34 | 1 - 0.17% | - | - | - | ---------------------------------------------------------------------------- | 35 | 1 - 0.17% | - | - | - | ---------------------------------------------------------------------------- | 36 | 1 - 0.17% | - | - | - | ---------------------------------------------------------------------------- | 37 | 1 - 0.17% | - | - | - | ---------------------------------------------------------------------------- | 38 | 1 - 0.17% | - | - | - | ---------------------------------------------------------------------------- | 39 | 1 - 0.17% | - | - | - | ---------------------------------------------------------------------------- | 40 | 1 - 0.17% | - | - | - | ---------------------------------------------------------------------------- | 41 | 1 - 0.17% | - | - | - | ---------------------------------------------------------------------------- | 42 | 1 - 0.17% | - | - | - | ---------------------------------------------------------------------------- | 43 | 1 - 0.17% | - | - | - | ---------------------------------------------------------------------------- | 44 | 1 - 0.17% | - | - | - | ------------------------------------------------------------------------------------------- | 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 | - | - | ------------------------------------------------------------------------------------------- | 589 : 84.51% | 108 : 15.49% | 548 : 78.62% | 149 : 21.38% | - | - | -------------------------------------------------------------------------------------------
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 | 0.29 | ---------------------------------------------- | -9 | 3 | 0.43 | ---------------------------------------------- | -8 | 7 | 1.00 | ---------------------------------------------- | -7 | 8 | 1.15 | ---------------------------------------------- | -6 | 15 | 2.15 | ---------------------------------------------- | -5 | 22 | 3.16 | ---------------------------------------------- | -4 | 34 | 4.88 | ---------------------------------------------- | -3 | 57 | 8.18 | ---------------------------------------------- | -2 | 107 | 15.35 | ---------------------------------------------- | -1 | 168 | 24.10 | ---------------------------------------------- | 0 | 11 | 1.58 | ---------------------------------------------- | 1 | 164 | 23.53 | ---------------------------------------------- | 2 | 63 | 9.04 | ---------------------------------------------- | 3 | 25 | 3.59 | ---------------------------------------------- | 4 | 8 | 1.15 | ---------------------------------------------- | 5 | 3 | 0.43 | ----------------------------------------------
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 | 0.14 | ---------------------------------------------- | -10 | 2 | 0.29 | ---------------------------------------------- | -9 | 3 | 0.43 | ---------------------------------------------- | -8 | 5 | 0.72 | ---------------------------------------------- | -7 | 8 | 1.15 | ---------------------------------------------- | -6 | 8 | 1.15 | ---------------------------------------------- | -5 | 14 | 2.01 | ---------------------------------------------- | -4 | 25 | 3.59 | ---------------------------------------------- | -3 | 54 | 7.75 | ---------------------------------------------- | -2 | 107 | 15.35 | ---------------------------------------------- | -1 | 167 | 23.96 | ---------------------------------------------- | 0 | 136 | 19.51 | ---------------------------------------------- | 1 | 133 | 19.08 | ---------------------------------------------- | 2 | 28 | 4.02 | ---------------------------------------------- | 3 | 6 | 0.86 | ----------------------------------------------
Shows percentage of chance if the next day will open lower and we are in contango for F1-F2
------------------------------------------------------------- | POPULATION | LOWEROPEN | PERCENTAGE | ------------------------------------------------------------- | 602 | 342 | 57.00 | -------------------------------------------------------------
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).