UVXY Technical Analysis Report

get15('UVXY')
getdaily('UVXY')

In this first graphic, we see the ‘extremes’ of movements for each day. It helps us answer, “What is considered a big move downwards?” and "If this trend reverses, how much can it reverse by and what are my upper and lower bounds?

sadvolatility(uvxyrec, 'UVXY')

   Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
  1.113   4.778   6.818   8.297  10.168  68.664 
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
  0.000   1.256   2.933   4.525   5.946  55.300 
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
-50.869  -5.086  -2.863  -3.773  -1.272   0.000 
[1] "UVXY goes up 42.2350041084634 % of the time from market open to close"

Warning messages:
1: Unknown or uninitialised column: `relp`. 
2: Unknown or uninitialised column: `relp`. 
3: Unknown or uninitialised column: `relp`. 
4: Unknown or uninitialised column: `wday`. 
5: Unknown or uninitialised column: `wday`. 

In the next one, we see the cumulative percentiles of the intraday movements. Anywhere 70 percentile or above would signify a significant move to the upside or the downside, which may either represent a ‘buy’ or a ‘sell’ signal.

sadvolatility2(uvxyrec, 'UVXY')

Next, we have projections based on linear regression with the ‘x’ based on minutes time data.

project(uvxyrec, 'UVXY')

Now we want to look at information more relevant to when market hours aren’t open. This would include the return between days, then the returns between weekends. These are not ‘extremes’ as only one number between each day represent the difference between the previous day’s close and the current day’s open.

showidreturns(uvxyrec, 'UVXY')

print('This is a summary of idreturns for UVXY')

[1] "This is a summary of idreturns for UVXY"

summary(uvxyrec$idreturns)

    Min.  1st Qu.   Median     Mean  3rd Qu.     Max. 
-27.6562  -2.4982  -0.5536  -0.1877   1.5129  61.9375 

weekendonlywr(uvxyrec, 'UVXYwkd')
showidreturns(UVXYwkd, 'UVXY Weekend')

print('This is a summary of interday returns on weekends for UVXY')

[1] "This is a summary of interday returns on weekends for UVXY"

summary(UVXYwkd$idreturns)

     Min.   1st Qu.    Median      Mean   3rd Qu.      Max. 
-17.11623  -2.67200  -0.65147  -0.02499   1.88324  61.93747