dgm update - 17 nov 2020
dgm-0.5 | 2020-11-17 | ||||
---|---|---|---|---|
- | price | dix | gex | score |
value | pctile | 3609.53 | 0.440556 | p54.50 | 5804661986.97 | p81.00 | 6.86 | p75.50 |
not investment advice - use at own risk - see terms - data by squeezemetrics |
dgm-0.5 | 2020-11-17 | backtest return | success rate | ||||||
---|---|---|---|---|---|---|
days | metric | long | short | long/short | ||
25 | market | 97.60 | 52.00% (13/25) | - | 97.60 | 52.00% (13/25) | ||
25 | score | 146.35 | 66.67% (6/9) | 48.75 | 56.25% (9/16) | 195.10 | 60.00% (15/25) | ||
50 | market | 277.69 | 56.00% (28/50) | - | 277.69 | 56.00% (28/50) | ||
50 | score | 363.46 | 70.00% (14/20) | 85.77 | 53.33% (16/30) | 449.23 | 60.00% (30/50) | ||
100 | market | 600.48 | 62.00% (62/100) | - | 600.48 | 62.00% (62/100) | ||
100 | score | 786.46 | 74.51% (38/51) | 185.98 | 51.02% (25/49) | 972.44 | 63.00% (63/100) | ||
200 | market | 311.94 | 57.50% (115/200) | - | 311.94 | 57.50% (115/200) | ||
200 | score | 1528.61 | 68.70% (79/115) | 1216.67 | 57.65% (49/85) | 2745.28 | 64.00% (128/200) | ||
not investment advice - use at own risk - see terms |
dgm-0.5 | 2020-11-17 | backtest | ||||||
---|---|---|---|---|---|---|
# | date | price | dix | gex | score | move |
200 | 2020-11-17 | 3609.53 | 0.440556 | 5804661986.97 | 6.86 | - |
199 | 2020-11-16 | 3626.91 | 0.414971 | 5568672439.80 | -4.08 | -17.38 |
198 | 2020-11-13 | 3585.15 | 0.431061 | 6032392988.78 | -3.24 | 41.76 |
197 | 2020-11-12 | 3537.01 | 0.449155 | 4706756829.15 | 8.85 | 48.14 |
196 | 2020-11-11 | 3572.66 | 0.398529 | 5991548647.28 | -2.38 | -35.65 |
195 | 2020-11-10 | 3545.53 | 0.399241 | 2876030927.36 | -1.60 | 27.13 |
194 | 2020-11-09 | 3550.50 | 0.379178 | 3868072512.47 | -8.56 | -4.97 |
193 | 2020-11-06 | 3509.44 | 0.416941 | 4715264679.74 | 1.51 | 41.06 |
192 | 2020-11-05 | 3510.45 | 0.423485 | 10299618466.89 | -0.83 | -1.01 |
191 | 2020-11-04 | 3443.43 | 0.395382 | 7031418413.00 | -8.06 | 67.02 |
190 | 2020-11-03 | 3369.16 | 0.411049 | 1148540385.69 | -12.32 | 74.27 |
189 | 2020-11-02 | 3310.24 | 0.400921 | -180393838.71 | -11.89 | 58.92 |
188 | 2020-10-30 | 3269.96 | 0.435696 | -78315991.44 | 2.72 | 40.28 |
187 | 2020-10-29 | 3310.11 | 0.418546 | 238673808.80 | -9.94 | -40.15 |
186 | 2020-10-28 | 3271.03 | 0.402697 | -1257767671.97 | 10.77 | 39.08 |
185 | 2020-10-27 | 3390.68 | 0.410421 | 1772712889.76 | -1.24 | -119.65 |
184 | 2020-10-26 | 3400.97 | 0.402950 | 1252594353.35 | 5.63 | -10.29 |
183 | 2020-10-23 | 3465.39 | 0.408917 | 2051710146.97 | -4.41 | -64.42 |
182 | 2020-10-22 | 3453.49 | 0.404691 | 1919485629.15 | -5.76 | 11.90 |
181 | 2020-10-21 | 3435.55 | 0.399035 | 2532500561.95 | -1.50 | 17.94 |
180 | 2020-10-20 | 3443.12 | 0.410682 | 1919650383.38 | -5.07 | -7.57 |
179 | 2020-10-19 | 3426.92 | 0.404272 | 1779103505.77 | 5.25 | 16.20 |
178 | 2020-10-16 | 3483.81 | 0.411402 | 3113195433.03 | -1.16 | -56.89 |
177 | 2020-10-15 | 3483.34 | 0.388903 | 10450888042.28 | 7.84 | 0.47 |
176 | 2020-10-14 | 3488.67 | 0.387860 | 9657031320.76 | 9.39 | -5.33 |
175 | 2020-10-13 | 3511.93 | 0.405844 | 15345566294.28 | 17.95 | -23.26 |
not investment advice - use at own risk - see terms - data by squeezemetrics |