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 | --------------------------------------------------------------
VIXY 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 | 41.58 | 42.47 | 41.41 | 41.87 | 2.56% : -1.73% | -3 | -3 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2025-01-29 | 42.22 | 43.72 | 41.92 | 42.03 | 4.29% : -1.44% | -2 | -2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2025-01-28 | 43.29 | 44.41 | 42.00 | 42.31 | 5.74% : -0.95% | -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 > | ------------------------------------------------------------- | # 3481 | # 147 : 4.22% | # 750 : 21.55% | ------------------------------------------------------------- | SHORTNODAYS= 2 | SHORTNODAYS= 3 | Percent | ------------------------------------------------------------- | 217 | 89 | 41.0138 | ------------------------------------------------------------- | LONGYESDAYS= 3 | LONGYESDAYS= 4 | Percent | ------------------------------------------------------------- | 315 | 214 | 67.9365 | -------------------------------------------------------------
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 | --------------------------------------------------------------------------------- | 2.56% : 2 : 4 | 1459 | 850 : 58.26% | 930 : 63.74% | ---------------------------------------------------------------------------------
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 | - | ------------------------------------------------------------------------------------------------------------------------- | 142 | 87 | 78 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 141 | 86 | 102 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 4.66 | 2011 | 4.84 % | 6.26 % | ------------------------------------------------------------------ | - | - | 2012 | 4.92 % | - | ------------------------------------------------------------------ | - | - | 2013 | 3.80 % | - | ------------------------------------------------------------------ | - | - | 2014 | 3.98 % | - | ------------------------------------------------------------------ | - | - | 2015 | 5.15 % | - | ------------------------------------------------------------------ | - | - | 2016 | 4.65 % | - | ------------------------------------------------------------------ | - | - | 2017 | 3.28 % | - | ------------------------------------------------------------------ | - | - | 2018 | 5.65 % | - | ------------------------------------------------------------------ | - | - | 2019 | 4.01 % | - | ------------------------------------------------------------------ | - | - | 2020 | 6.23 % | - | ------------------------------------------------------------------ | - | - | 2021 | 5.29 % | - | ------------------------------------------------------------------ | - | - | 2022 | 5.57 % | - | ------------------------------------------------------------------ | - | - | 2023 | 4.49 % | - | ------------------------------------------------------------------ | - | - | 2024 | 4.56 % | - | ------------------------------------------------------------------ | - | - | 2025 | 4.66 % | - | ------------------------------------------------------------------ | - | - | 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 | 763 - 32.43% | 735 - 32.45% | 764 - 67.73% | 734 - 60.36% | ---------------------------------------------------------------------------- | 2 | 493 - 20.95% | 465 - 20.53% | 217 - 19.24% | 271 - 22.29% | ---------------------------------------------------------------------------- | 3 | 333 - 14.15% | 315 - 13.91% | 89 - 7.89% | 115 - 9.46% | ---------------------------------------------------------------------------- | 4 | 251 - 10.67% | 214 - 9.45% | 31 - 2.75% | 54 - 4.44% | ---------------------------------------------------------------------------- | 5 | 169 - 7.18% | 135 - 5.96% | 16 - 1.42% | 25 - 2.06% | ---------------------------------------------------------------------------- | 6 | 116 - 4.93% | 87 - 3.84% | 7 - 0.62% | 12 - 0.99% | ---------------------------------------------------------------------------- | 7 | 79 - 3.36% | 61 - 2.69% | 3 - 0.27% | 5 - 0.41% | ---------------------------------------------------------------------------- | 8 | 52 - 2.21% | 46 - 2.03% | 1 - 0.09% | - | ---------------------------------------------------------------------------- | 9 | 32 - 1.36% | 38 - 1.68% | - | - | ---------------------------------------------------------------------------- | 10 | 23 - 0.98% | 35 - 1.55% | - | - | ---------------------------------------------------------------------------- | 11 | 16 - 0.68% | 28 - 1.24% | - | - | ---------------------------------------------------------------------------- | 12 | 10 - 0.42% | 26 - 1.15% | - | - | ---------------------------------------------------------------------------- | 13 | 6 - 0.25% | 20 - 0.88% | - | - | ---------------------------------------------------------------------------- | 14 | 3 - 0.13% | 18 - 0.79% | - | - | ---------------------------------------------------------------------------- | 15 | 3 - 0.13% | 16 - 0.71% | - | - | ---------------------------------------------------------------------------- | 16 | 2 - 0.08% | 10 - 0.44% | - | - | ---------------------------------------------------------------------------- | 17 | 1 - 0.04% | 6 - 0.26% | - | - | ---------------------------------------------------------------------------- | 18 | 1 - 0.04% | 5 - 0.22% | - | - | ------------------------------------------------------------------------------------------- | MAX. SY | MAX. SN | MAX. LY | MAX. LN | MAX HH | MAX LL | ------------------------------------------------------------------------------------------- | 18 | 8 | 21 | 7 | 9 | -12 | ------------------------------------------------------------------------------------------- | TOT. SY | TOT. SN | TOT. LY | TOT. LN | - | - | ------------------------------------------------------------------------------------------- |2353 : 67.60% |1128 : 32.40% |2265 : 65.07% |1216 : 34.93% | - | - | -------------------------------------------------------------------------------------------
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 | 0.09 | ---------------------------------------------- | -10 | 5 | 0.14 | ---------------------------------------------- | -9 | 9 | 0.26 | ---------------------------------------------- | -8 | 19 | 0.55 | ---------------------------------------------- | -7 | 34 | 0.98 | ---------------------------------------------- | -6 | 60 | 1.72 | ---------------------------------------------- | -5 | 116 | 3.33 | ---------------------------------------------- | -4 | 177 | 5.08 | ---------------------------------------------- | -3 | 306 | 8.79 | ---------------------------------------------- | -2 | 489 | 14.05 | ---------------------------------------------- | -1 | 829 | 23.81 | ---------------------------------------------- | 0 | 27 | 0.78 | ---------------------------------------------- | 1 | 825 | 23.70 | ---------------------------------------------- | 2 | 348 | 10.00 | ---------------------------------------------- | 3 | 137 | 3.94 | ---------------------------------------------- | 4 | 51 | 1.47 | ---------------------------------------------- | 5 | 28 | 0.80 | ---------------------------------------------- | 6 | 11 | 0.32 | ---------------------------------------------- | 7 | 3 | 0.09 | ---------------------------------------------- | 8 | 2 | 0.06 | ---------------------------------------------- | 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. | % | ---------------------------------------------- | -12 | 2 | 0.06 | ---------------------------------------------- | -11 | 3 | 0.09 | ---------------------------------------------- | -10 | 4 | 0.11 | ---------------------------------------------- | -9 | 6 | 0.17 | ---------------------------------------------- | -8 | 16 | 0.46 | ---------------------------------------------- | -7 | 28 | 0.80 | ---------------------------------------------- | -6 | 48 | 1.38 | ---------------------------------------------- | -5 | 79 | 2.27 | ---------------------------------------------- | -4 | 154 | 4.42 | ---------------------------------------------- | -3 | 269 | 7.73 | ---------------------------------------------- | -2 | 496 | 14.25 | ---------------------------------------------- | -1 | 884 | 25.40 | ---------------------------------------------- | 0 | 578 | 16.60 | ---------------------------------------------- | 1 | 677 | 19.45 | ---------------------------------------------- | 2 | 179 | 5.14 | ---------------------------------------------- | 3 | 44 | 1.26 | ---------------------------------------------- | 4 | 9 | 0.26 | ---------------------------------------------- | 5 | 4 | 0.11 | ---------------------------------------------- | 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 | ------------------------------------------------------------- | 2949 | 1718 | 58.00 | -------------------------------------------------------------
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).