Friday, 31 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:4.87 C :3.08 | -0.869 | -0.814 | -0.561 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2025-01-30| 15.84 | 16.709 | 17.523 | 18.200 | 18.761 | -------------------------------------------------------------- |2025-01-29| 16.56 | 16.843 | 17.499 | 18.151 | 18.632 | -------------------------------------------------------------- |2025-01-28| 16.41 | 16.939 | 17.480 | 18.101 | 18.529 | --------------------------------------------------------------
UVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2025-01-30 | 18.15 | 18.78 | 18.09 | 18.40 | 3.81% : -2.70% | -3 | -3 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2025-01-29 | 18.57 | 19.62 | 18.42 | 18.52 | 6.51% : -2.54% | -2 | -2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2025-01-28 | 19.29 | 20.11 | 18.44 | 18.61 | 9.06% : -0.70% | -1 | -1 | -----------------------------------------------------------------------------------------------------------------------------------------------------------------
Show Percent Rank of Roll Yield for VX30 AND VIX
-------------------------------------------------------------------------------------------------------------------------- |. DATUM .| VIX |SETTLEM1 |SETTLEM2 | FUTROL |TRADDAYS | VX30 | VX30VIX | VX30PR | VX30XPR | MAVG5 |DVX30XPR | -------------------------------------------------------------------------------------------------------------------------- |2025-01-30| 15.84 | 19.1250 | 17.5228 | 5.5556 | 15 | 18.86 | 19.07 | 55.21 | 91.50 | 80.29 | 1.22 | -------------------------------------------------------------------------------------------------------------------------- |2025-01-29| 16.56 | 19.0500 | 17.4988 | 5.5556 | 16 | 18.88 | 14.01 | 55.32 | 74.95 | 75.75 | 1.00 | -------------------------------------------------------------------------------------------------------------------------- |2025-01-28| 16.41 | 18.7791 | 17.4803 | 5.5556 | 17 | 18.71 | 14.02 | 53.98 | 74.99 | 73.68 | 1.71 | -------------------------------------------------------------------------------------------------------------------------- |2025-01-27| 17.90 | 19.1250 | 18.0353 | 5.5556 | 18 | 19.13 | 6.87 | 57.12 | 43.80 | 70.75 | 0.44 | -------------------------------------------------------------------------------------------------------------------------- |2025-01-24| 14.85 | 18.8500 | 17.2994 | 4.3478 | 19 | 18.58 | 25.12 | 53.33 | 98.49 | 69.77 | 1.00 | --------------------------------------------------------------------------------------------------------------------------
=> 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 | ----------------------------------------- | 2 | 3 | ------------------------------------------------------------- | POPULATION | SHORTNODAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 2528 | # 23 : 0.91% | # 1024 : 40.51% | ------------------------------------------------------------- | SHORTNODAYS= 2 | SHORTNODAYS= 3 | Percent | ------------------------------------------------------------- | 78 | 17 | 21.7949 | ------------------------------------------------------------- | LONGYESDAYS= 3 | LONGYESDAYS= 4 | Percent | ------------------------------------------------------------- | 236 | 189 | 80.0847 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 3.81% : 3 : 5 | 616 | 437 : 70.94% | 450 : 73.05% | ---------------------------------------------------------------------------------
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 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-30 | 0 : 3 | 0 : 2 | 3 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-29 | 0 : 2 | 0 : 1 | 2 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-28 | 0 : 1 | 2 : 0 | 1 : 0 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 3 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 110 | 88 | 84 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 103 | 79 | 79 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 7.02 | 2015 | 10.86 % | 9.55 % | ------------------------------------------------------------------ | - | - | 2016 | 9.60 % | - | ------------------------------------------------------------------ | - | - | 2017 | 6.76 % | - | ------------------------------------------------------------------ | - | - | 2018 | 9.38 % | - | ------------------------------------------------------------------ | - | - | 2019 | 6.11 % | - | ------------------------------------------------------------------ | - | - | 2020 | 9.58 % | - | ------------------------------------------------------------------ | - | - | 2021 | 8.06 % | - | ------------------------------------------------------------------ | - | - | 2022 | 8.49 % | - | ------------------------------------------------------------------ | - | - | 2023 | 6.84 % | - | ------------------------------------------------------------------ | - | - | 2024 | 7.13 % | - | ------------------------------------------------------------------ | - | - | 2025 | 7.02 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 8.27 % | - | ------------------------------------------------------------------
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 | 397 - 19.56% | 410 - 20.83% | 397 - 79.72% | 409 - 73.04% | ---------------------------------------------------------------------------- | 2 | 306 - 15.07% | 298 - 15.14% | 78 - 15.66% | 104 - 18.57% | ---------------------------------------------------------------------------- | 3 | 244 - 12.02% | 236 - 11.99% | 17 - 3.41% | 30 - 5.36% | ---------------------------------------------------------------------------- | 4 | 200 - 9.85% | 189 - 9.60% | 5 - 1.00% | 14 - 2.50% | ---------------------------------------------------------------------------- | 5 | 162 - 7.98% | 150 - 7.62% | 1 - 0.20% | 3 - 0.54% | ---------------------------------------------------------------------------- | 6 | 130 - 6.40% | 115 - 5.84% | - | - | ---------------------------------------------------------------------------- | 7 | 106 - 5.22% | 94 - 4.78% | - | - | ---------------------------------------------------------------------------- | 8 | 89 - 4.38% | 75 - 3.81% | - | - | ---------------------------------------------------------------------------- | 9 | 71 - 3.50% | 65 - 3.30% | - | - | ---------------------------------------------------------------------------- | 10 | 55 - 2.71% | 53 - 2.69% | - | - | ---------------------------------------------------------------------------- | 11 | 49 - 2.41% | 45 - 2.29% | - | - | ---------------------------------------------------------------------------- | 12 | 39 - 1.92% | 37 - 1.88% | - | - | ---------------------------------------------------------------------------- | 13 | 32 - 1.58% | 31 - 1.58% | - | - | ---------------------------------------------------------------------------- | 14 | 24 - 1.18% | 27 - 1.37% | - | - | ---------------------------------------------------------------------------- | 15 | 18 - 0.89% | 23 - 1.17% | - | - | ---------------------------------------------------------------------------- | 16 | 15 - 0.74% | 21 - 1.07% | - | - | ---------------------------------------------------------------------------- | 17 | 12 - 0.59% | 19 - 0.97% | - | - | ---------------------------------------------------------------------------- | 18 | 12 - 0.59% | 13 - 0.66% | - | - | ---------------------------------------------------------------------------- | 19 | 10 - 0.49% | 10 - 0.51% | - | - | ---------------------------------------------------------------------------- | 20 | 9 - 0.44% | 9 - 0.46% | - | - | ---------------------------------------------------------------------------- | 21 | 6 - 0.30% | 9 - 0.46% | - | - | ---------------------------------------------------------------------------- | 22 | 5 - 0.25% | 7 - 0.36% | - | - | ---------------------------------------------------------------------------- | 23 | 4 - 0.20% | 5 - 0.25% | - | - | ---------------------------------------------------------------------------- | 24 | 4 - 0.20% | 5 - 0.25% | - | - | ---------------------------------------------------------------------------- | 25 | 4 - 0.20% | 5 - 0.25% | - | - | ---------------------------------------------------------------------------- | 26 | 3 - 0.15% | 5 - 0.25% | - | - | ---------------------------------------------------------------------------- | 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 | - | - | ------------------------------------------------------------------------------------------- |2030 : 80.30% | 498 : 19.70% |1968 : 77.85% | 560 : 22.15% | - | - | -------------------------------------------------------------------------------------------
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 | 0.71 | ---------------------------------------------- | -7 | 29 | 1.15 | ---------------------------------------------- | -6 | 49 | 1.94 | ---------------------------------------------- | -5 | 84 | 3.32 | ---------------------------------------------- | -4 | 134 | 5.30 | ---------------------------------------------- | -3 | 229 | 9.06 | ---------------------------------------------- | -2 | 367 | 14.52 | ---------------------------------------------- | -1 | 592 | 23.42 | ---------------------------------------------- | 0 | 15 | 0.59 | ---------------------------------------------- | 1 | 588 | 23.26 | ---------------------------------------------- | 2 | 234 | 9.26 | ---------------------------------------------- | 3 | 100 | 3.96 | ---------------------------------------------- | 4 | 38 | 1.50 | ---------------------------------------------- | 5 | 22 | 0.87 | ---------------------------------------------- | 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 | 16 | 0.63 | ---------------------------------------------- | -7 | 26 | 1.03 | ---------------------------------------------- | -6 | 42 | 1.66 | ---------------------------------------------- | -5 | 62 | 2.45 | ---------------------------------------------- | -4 | 106 | 4.19 | ---------------------------------------------- | -3 | 196 | 7.75 | ---------------------------------------------- | -2 | 368 | 14.56 | ---------------------------------------------- | -1 | 639 | 25.28 | ---------------------------------------------- | 0 | 424 | 16.77 | ---------------------------------------------- | 1 | 478 | 18.91 | ---------------------------------------------- | 2 | 118 | 4.67 | ---------------------------------------------- | 3 | 29 | 1.15 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 2081 | 1230 | 59.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-30 | 15.93 | 15.84 | 15.32 | 16.42 | 14.85 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-29 | 16.42 | 16.56 | 16.17 | 18.08 | 14.85 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-28 | 18.29 | 16.41 | 16.25 | 18.39 | 14.85 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-27 | 18.83 | 17.90 | 17.57 | 22.51 | 14.85 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-24 | 15.02 | 14.85 | 14.58 | 15.16 | 14.85 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-23 | 15.28 | 15.02 | 14.59 | 15.39 | 15.02 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-22 | 14.89 | 15.10 | 14.59 | 15.29 | 14.73 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-21 | 16.29 | 15.06 | 14.93 | 16.29 | 14.27 | ------------------------------------------------------------------------------------------------------------------------- | 2025-01-20 | 16.19 | 15.97 | 15.53 | 16.23 | 14.27 | ------------------------------------------------------------------------------------------------------------------------- | 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 | -------------------------------------------------------------------------------------------------------------------------
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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 (3851b).