dgm update - 16 nov 2020
| dgm-0.5 | 2020-11-16 | ||||
|---|---|---|---|---|
| - | price | dix | gex | score |
| value | pctile | 3626.91 | 0.414971 | p32.50 | 5568672439.80 | p77.50 | -4.64 | p22.00 |
| not investment advice - use at own risk - see terms - data by squeezemetrics | ||||
| dgm-0.5 | 2020-11-16 | backtest return | success rate | ||||||
|---|---|---|---|---|---|---|
| days | metric | long | short | long/short | ||
| 25 | market | 92.69 | 52.00% (13/25) | - | 92.69 | 52.00% (13/25) | ||
| 25 | score | 146.35 | 66.67% (6/9) | 53.66 | 56.25% (9/16) | 200.01 | 60.00% (15/25) | ||
| 50 | market | 199.95 | 56.00% (28/50) | - | 199.95 | 56.00% (28/50) | ||
| 50 | score | 325.92 | 66.67% (14/21) | 125.97 | 51.72% (15/29) | 451.89 | 58.00% (29/50) | ||
| 100 | market | 543.15 | 62.00% (62/100) | - | 543.15 | 62.00% (62/100) | ||
| 100 | score | 775.26 | 73.58% (39/53) | 232.11 | 51.06% (24/47) | 1007.37 | 63.00% (63/100) | ||
| 200 | market | 377.99 | 58.00% (116/200) | - | 377.99 | 58.00% (116/200) | ||
| 200 | score | 1480.31 | 68.10% (79/116) | 1102.32 | 55.95% (47/84) | 2582.63 | 63.00% (126/200) | ||
| not investment advice - use at own risk - see terms | ||||||
| dgm-0.5 | 2020-11-16 | backtest | ||||||
|---|---|---|---|---|---|---|
| # | date | price | dix | gex | score | move |
| 200 | 2020-11-16 | 3626.91 | 0.414971 | 5568672439.80 | -4.64 | - |
| 199 | 2020-11-13 | 3585.15 | 0.431061 | 6032392988.78 | -3.85 | 41.76 |
| 198 | 2020-11-12 | 3537.01 | 0.449155 | 4706756829.15 | 11.90 | 48.14 |
| 197 | 2020-11-11 | 3572.66 | 0.398529 | 5991548647.28 | -2.41 | -35.65 |
| 196 | 2020-11-10 | 3545.53 | 0.399241 | 2876030927.36 | -0.76 | 27.13 |
| 195 | 2020-11-09 | 3550.50 | 0.379178 | 3868072512.47 | -9.79 | -4.97 |
| 194 | 2020-11-06 | 3509.44 | 0.416941 | 4715264679.74 | 2.68 | 41.06 |
| 193 | 2020-11-05 | 3510.45 | 0.423485 | 10299618466.89 | -1.63 | -1.01 |
| 192 | 2020-11-04 | 3443.43 | 0.395382 | 7031418413.00 | -10.06 | 67.02 |
| 191 | 2020-11-03 | 3369.16 | 0.411049 | 1148540385.69 | -14.52 | 74.27 |
| 190 | 2020-11-02 | 3310.24 | 0.400921 | -180393838.71 | -13.63 | 58.92 |
| 189 | 2020-10-30 | 3269.96 | 0.435696 | -78315991.44 | 4.91 | 40.28 |
| 188 | 2020-10-29 | 3310.11 | 0.418546 | 238673808.80 | -11.37 | -40.15 |
| 187 | 2020-10-28 | 3271.03 | 0.402697 | -1257767671.97 | 15.91 | 39.08 |
| 186 | 2020-10-27 | 3390.68 | 0.410421 | 1772712889.76 | -0.28 | -119.65 |
| 185 | 2020-10-26 | 3400.97 | 0.402950 | 1252594353.35 | 8.81 | -10.29 |
| 184 | 2020-10-23 | 3465.39 | 0.408917 | 2051710146.97 | -4.38 | -64.42 |
| 183 | 2020-10-22 | 3453.49 | 0.404691 | 1919485629.15 | -6.06 | 11.90 |
| 182 | 2020-10-21 | 3435.55 | 0.399035 | 2532500561.95 | -0.64 | 17.94 |
| 181 | 2020-10-20 | 3443.12 | 0.410682 | 1919650383.38 | -5.23 | -7.57 |
| 180 | 2020-10-19 | 3426.92 | 0.404272 | 1779103505.77 | 8.21 | 16.20 |
| 179 | 2020-10-16 | 3483.81 | 0.411402 | 3113195433.03 | -0.41 | -56.89 |
| 178 | 2020-10-15 | 3483.34 | 0.388903 | 10450888042.28 | 9.88 | 0.47 |
| 177 | 2020-10-14 | 3488.67 | 0.387860 | 9657031320.76 | 12.07 | -5.33 |
| 176 | 2020-10-13 | 3511.93 | 0.405844 | 15345566294.28 | 21.78 | -23.26 |
| 175 | 2020-10-12 | 3534.22 | 0.366112 | 11402665926.06 | -2.66 | -22.29 |
| not investment advice - use at own risk - see terms - data by squeezemetrics | ||||||