UVXY Analyse
Friday, 28 November 2025
PROFIT TARGET: 1%
CANDLESTICK DAYS : 1
QUOTE SUMMARY
VIX-FUTURESCURVE
Show contango,backwardation of vix future curves and last 3 days closing prices.
--------------------------------------------------- | F1-F2 : F4-F7 % | SPOT-F1 | F1-F2 | F4-F7 | --------------------------------------------------- | C:7.57 C :3.83 | -18.743 | -1.418 | -0.824 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2025-11-26| 0.00 | 18.743 | 20.161 | 21.501 | 22.325 | -------------------------------------------------------------- |2025-11-25| 0.00 | 19.318 | 20.559 | 21.787 | 22.327 | -------------------------------------------------------------- |2025-11-24| 0.00 | 19.895 | 21.101 | 22.149 | 22.525 | --------------------------------------------------------------
UVXY QUOTES
UVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2025-08-18 | 13.49 | 13.50 | 12.87 | 13.02 | 4.90% : 2.66% | -2 | -2 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2025-08-15 | 13.46 | 13.70 | 13.40 | 13.52 | 2.24% : -1.40% | -1 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2025-08-14 | 13.91 | 13.97 | 13.48 | 13.59 | 3.64% : 1.16% | 1 | 1 | -----------------------------------------------------------------------------------------------------------------------------------------------------------------
VIX30
Show Percent Rank of Roll Yield for VX30 AND VIX
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STATISTIQUES
Tbl 1. Short Long Target Reached
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 | 1 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGNODAYS > | ------------------------------------------------------------- | # 2665 | # 1707 : 64.05% | # 156 : 5.85% | ------------------------------------------------------------- | SHORTYESDAYS= 1 | SHORTYESDAYS= 2 | Percent | ------------------------------------------------------------- | 424 | 323 | 76.1792 | ------------------------------------------------------------- | LONGNODAYS= 1 | LONGNODAYS= 2 | Percent | ------------------------------------------------------------- | 438 | 109 | 24.8858 | -------------------------------------------------------------
Tbl 2. Candle Size Next Day Indicator
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 | --------------------------------------------------------------------------------- | 4.90% : 4 : 6 | 686 | 502 : 73.18% | 516 : 75.22% | ---------------------------------------------------------------------------------
Tbl 3. Grow-Shrink Days next day indicator
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 | ------------------------------------------------------------------------------------------------------------------------- | 2025-08-18 | 1 : 0 | 1 : 0 | 0 : 1 | ------------------------------------------------------------------------------------------------------------------------- | 2025-08-15 | 0 : 1 | 0 : 1 | 1 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2025-08-14 | 1 : 0 | 1 : 0 | 0 : 1 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION GROWDAYS = 1 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 846 | 649 | 666 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. GROWDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 849 | 676 | 660 | - | -------------------------------------------------------------------------------------------------------------------------
Tbl 4. Daily Candle Size
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 7.18 | 2015 | 10.86 % | 4.26 % | ------------------------------------------------------------------ | February | 6.72 | 2016 | 9.60 % | - | ------------------------------------------------------------------ | March | 10.37 | 2017 | 6.76 % | - | ------------------------------------------------------------------ | April | 18.80 | 2018 | 9.38 % | - | ------------------------------------------------------------------ | May | 5.90 | 2019 | 6.11 % | - | ------------------------------------------------------------------ | June | 5.20 | 2020 | 9.58 % | - | ------------------------------------------------------------------ | July | 3.69 | 2021 | 8.06 % | - | ------------------------------------------------------------------ | August | 4.88 | 2022 | 8.49 % | - | ------------------------------------------------------------------ | - | - | 2023 | 6.84 % | - | ------------------------------------------------------------------ | - | - | 2024 | 7.13 % | - | ------------------------------------------------------------------ | - | - | 2025 | 8.02 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 8.27 % | - | ------------------------------------------------------------------
Tbl 5. Population Frequency Table
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 | 424 - 19.90% | 438 - 21.15% | 423 - 79.21% | 438 - 73.74% | ---------------------------------------------------------------------------- | 2 | 323 - 15.16% | 318 - 15.35% | 86 - 16.10% | 109 - 18.35% | ---------------------------------------------------------------------------- | 3 | 257 - 12.06% | 248 - 11.97% | 19 - 3.56% | 30 - 5.05% | ---------------------------------------------------------------------------- | 4 | 210 - 9.85% | 198 - 9.56% | 5 - 0.94% | 14 - 2.36% | ---------------------------------------------------------------------------- | 5 | 168 - 7.88% | 157 - 7.58% | 1 - 0.19% | 3 - 0.51% | ---------------------------------------------------------------------------- | 6 | 135 - 6.34% | 120 - 5.79% | - | - | ---------------------------------------------------------------------------- | 7 | 110 - 5.16% | 98 - 4.73% | - | - | ---------------------------------------------------------------------------- | 8 | 93 - 4.36% | 79 - 3.81% | - | - | ---------------------------------------------------------------------------- | 9 | 73 - 3.43% | 68 - 3.28% | - | - | ---------------------------------------------------------------------------- | 10 | 57 - 2.67% | 56 - 2.70% | - | - | ---------------------------------------------------------------------------- | 11 | 50 - 2.35% | 47 - 2.27% | - | - | ---------------------------------------------------------------------------- | 12 | 40 - 1.88% | 39 - 1.88% | - | - | ---------------------------------------------------------------------------- | 13 | 33 - 1.55% | 32 - 1.55% | - | - | ---------------------------------------------------------------------------- | 14 | 25 - 1.17% | 28 - 1.35% | - | - | ---------------------------------------------------------------------------- | 15 | 19 - 0.89% | 24 - 1.16% | - | - | ---------------------------------------------------------------------------- | 16 | 16 - 0.75% | 22 - 1.06% | - | - | ---------------------------------------------------------------------------- | 17 | 13 - 0.61% | 19 - 0.92% | - | - | ---------------------------------------------------------------------------- | 18 | 13 - 0.61% | 13 - 0.63% | - | - | ---------------------------------------------------------------------------- | 19 | 11 - 0.52% | 10 - 0.48% | - | - | ---------------------------------------------------------------------------- | 20 | 10 - 0.47% | 9 - 0.43% | - | - | ---------------------------------------------------------------------------- | 21 | 7 - 0.33% | 9 - 0.43% | - | - | ---------------------------------------------------------------------------- | 22 | 5 - 0.23% | 7 - 0.34% | - | - | ---------------------------------------------------------------------------- | 23 | 4 - 0.19% | 5 - 0.24% | - | - | ---------------------------------------------------------------------------- | 24 | 4 - 0.19% | 5 - 0.24% | - | - | ---------------------------------------------------------------------------- | 25 | 4 - 0.19% | 5 - 0.24% | - | - | ---------------------------------------------------------------------------- | 26 | 3 - 0.14% | 5 - 0.24% | - | - | ---------------------------------------------------------------------------- | 27 | 3 - 0.14% | 3 - 0.14% | - | - | ---------------------------------------------------------------------------- | 28 | 3 - 0.14% | 3 - 0.14% | - | - | ---------------------------------------------------------------------------- | 29 | 3 - 0.14% | 2 - 0.10% | - | - | ---------------------------------------------------------------------------- | 30 | 2 - 0.09% | 2 - 0.10% | - | - | ---------------------------------------------------------------------------- | 31 | 2 - 0.09% | 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 | - | - | ------------------------------------------------------------------------------------------- |2131 : 79.96% | 534 : 20.04% |2071 : 77.71% | 594 : 22.29% | - | - | -------------------------------------------------------------------------------------------
Tbl 6. UP AND DOWN CLOSE VS CLOSE FREQ. TABLE
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 | 0.15 | ---------------------------------------------- | -9 | 8 | 0.30 | ---------------------------------------------- | -8 | 19 | 0.71 | ---------------------------------------------- | -7 | 30 | 1.13 | ---------------------------------------------- | -6 | 50 | 1.88 | ---------------------------------------------- | -5 | 87 | 3.26 | ---------------------------------------------- | -4 | 141 | 5.29 | ---------------------------------------------- | -3 | 241 | 9.04 | ---------------------------------------------- | -2 | 385 | 14.45 | ---------------------------------------------- | -1 | 630 | 23.64 | ---------------------------------------------- | 0 | 15 | 0.56 | ---------------------------------------------- | 1 | 626 | 23.49 | ---------------------------------------------- | 2 | 243 | 9.12 | ---------------------------------------------- | 3 | 104 | 3.90 | ---------------------------------------------- | 4 | 41 | 1.54 | ---------------------------------------------- | 5 | 23 | 0.86 | ---------------------------------------------- | 6 | 9 | 0.34 | ---------------------------------------------- | 7 | 3 | 0.11 | ---------------------------------------------- | 8 | 2 | 0.08 | ---------------------------------------------- | 9 | 1 | 0.04 | ----------------------------------------------
Tbl 8. UP AND DOWN ON OPEN VS CLOSE FREQ. TABLE
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 | 0.11 | ---------------------------------------------- | -9 | 6 | 0.23 | ---------------------------------------------- | -8 | 18 | 0.68 | ---------------------------------------------- | -7 | 30 | 1.13 | ---------------------------------------------- | -6 | 47 | 1.76 | ---------------------------------------------- | -5 | 67 | 2.51 | ---------------------------------------------- | -4 | 114 | 4.28 | ---------------------------------------------- | -3 | 209 | 7.84 | ---------------------------------------------- | -2 | 384 | 14.41 | ---------------------------------------------- | -1 | 668 | 25.07 | ---------------------------------------------- | 0 | 447 | 16.77 | ---------------------------------------------- | 1 | 503 | 18.87 | ---------------------------------------------- | 2 | 123 | 4.62 | ---------------------------------------------- | 3 | 30 | 1.13 | ---------------------------------------------- | 4 | 9 | 0.34 | ---------------------------------------------- | 5 | 4 | 0.15 | ---------------------------------------------- | 6 | 1 | 0.04 | ----------------------------------------------
Tbl 9. Lower Opening Percentage Next Day when contango
Shows percentage of chance if the next day will open lower and we are in contango for F1-F2
------------------------------------------------------------- | POPULATION | LOWEROPEN | PERCENTAGE | ------------------------------------------------------------- | 2176 | 1294 | 59.00 | -------------------------------------------------------------
Tbl 10. Vix 20 D Low Close Point.
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2025-08-18 | 15.73 | 14.99 | 14.95 | 15.95 | 14.49 | ------------------------------------------------------------------------------------------------------------------------- | 2025-08-15 | 14.43 | 15.09 | 14.40 | 15.18 | 14.49 | ------------------------------------------------------------------------------------------------------------------------- | 2025-08-14 | 14.66 | 14.83 | 14.57 | 15.39 | 14.49 | ------------------------------------------------------------------------------------------------------------------------- | 2025-08-13 | 14.62 | 14.49 | 14.30 | 14.81 | 14.49 | ------------------------------------------------------------------------------------------------------------------------- | 2025-08-12 | 16.09 | 14.73 | 14.66 | 16.56 | 14.73 | ------------------------------------------------------------------------------------------------------------------------- | 2025-08-11 | 15.81 | 16.25 | 15.52 | 16.36 | 14.93 | ------------------------------------------------------------------------------------------------------------------------- | 2025-08-08 | 16.48 | 15.15 | 15.15 | 16.52 | 14.93 | ------------------------------------------------------------------------------------------------------------------------- | 2025-08-07 | 16.41 | 16.57 | 15.98 | 17.64 | 14.93 | ------------------------------------------------------------------------------------------------------------------------- | 2025-08-06 | 17.22 | 16.77 | 16.56 | 17.88 | 14.93 | ------------------------------------------------------------------------------------------------------------------------- | 2025-08-05 | 17.21 | 17.85 | 17.11 | 18.94 | 14.93 | ------------------------------------------------------------------------------------------------------------------------- | 2025-08-04 | 19.56 | 17.52 | 17.48 | 19.58 | 14.93 | ------------------------------------------------------------------------------------------------------------------------- | 2025-08-01 | 17.40 | 20.38 | 17.39 | 21.90 | 14.93 | ------------------------------------------------------------------------------------------------------------------------- | 2025-07-31 | 14.99 | 16.72 | 14.74 | 17.17 | 14.93 | ------------------------------------------------------------------------------------------------------------------------- | 2025-07-30 | 15.87 | 15.48 | 15.44 | 17.27 | 14.93 | ------------------------------------------------------------------------------------------------------------------------- | 2025-07-29 | 14.95 | 15.98 | 14.70 | 16.12 | 14.93 | ------------------------------------------------------------------------------------------------------------------------- | 2025-07-28 | 15.15 | 15.03 | 15.00 | 15.54 | 14.93 | ------------------------------------------------------------------------------------------------------------------------- | 2025-07-25 | 15.33 | 14.93 | 14.92 | 15.39 | 14.93 | ------------------------------------------------------------------------------------------------------------------------- | 2025-07-24 | 15.39 | 15.39 | 14.95 | 15.54 | 15.37 | ------------------------------------------------------------------------------------------------------------------------- | 2025-07-23 | 16.23 | 15.37 | 15.32 | 16.32 | 15.37 | ------------------------------------------------------------------------------------------------------------------------- | 2025-07-22 | 16.75 | 16.50 | 16.43 | 17.48 | 15.78 | -------------------------------------------------------------------------------------------------------------------------
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SCHWUNG NEWSLETTER
Since 2018-11-18
VERSION 1.04
Last Updated 2021-03-03