dgm update - 18 nov 2020
dgm-0.5 | 2020-11-18 | ||||
---|---|---|---|---|
- | price | dix | gex | score |
value | pctile | 3567.80 | 0.416999 | p34.00 | 3498178742.84 | p58.50 | 6.54 | p73.50 |
not investment advice - use at own risk - see terms - data by squeezemetrics |
dgm-0.5 | 2020-11-18 | backtest return | success rate | ||||||
---|---|---|---|---|---|---|
days | metric | long | short | long/short | ||
25 | market | 79.13 | 52.00% (13/25) | - | 79.13 | 52.00% (13/25) | ||
25 | score | 127.88 | 66.67% (6/9) | 48.75 | 56.25% (9/16) | 176.63 | 60.00% (15/25) | ||
50 | market | 168.84 | 54.00% (27/50) | - | 168.84 | 54.00% (27/50) | ||
50 | score | 217.07 | 61.90% (13/21) | 48.23 | 51.72% (15/29) | 265.30 | 56.00% (28/50) | ||
100 | market | 514.56 | 61.00% (61/100) | - | 514.56 | 61.00% (61/100) | ||
100 | score | 689.34 | 71.70% (38/53) | 174.78 | 51.06% (24/47) | 864.12 | 62.00% (62/100) | ||
200 | market | 233.11 | 57.00% (114/200) | - | 233.11 | 57.00% (114/200) | ||
200 | score | 1475.37 | 68.07% (81/119) | 1242.26 | 59.26% (48/81) | 2717.63 | 64.50% (129/200) | ||
not investment advice - use at own risk - see terms |
dgm-0.5 | 2020-11-18 | backtest | ||||||
---|---|---|---|---|---|---|
# | date | price | dix | gex | score | move |
200 | 2020-11-18 | 3567.80 | 0.416999 | 3498178742.84 | 6.54 | - |
199 | 2020-11-17 | 3609.53 | 0.440556 | 5804661986.97 | 7.02 | -41.73 |
198 | 2020-11-16 | 3626.91 | 0.414971 | 5568672439.80 | -3.94 | -17.38 |
197 | 2020-11-13 | 3585.15 | 0.431061 | 6032392988.78 | -3.23 | 41.76 |
196 | 2020-11-12 | 3537.01 | 0.449155 | 4706756829.15 | 9.22 | 48.14 |
195 | 2020-11-11 | 3572.66 | 0.398529 | 5991548647.28 | -2.32 | -35.65 |
194 | 2020-11-10 | 3545.53 | 0.399241 | 2876030927.36 | -0.89 | 27.13 |
193 | 2020-11-09 | 3550.50 | 0.379178 | 3868072512.47 | -8.10 | -4.97 |
192 | 2020-11-06 | 3509.44 | 0.416941 | 4715264679.74 | 1.83 | 41.06 |
191 | 2020-11-05 | 3510.45 | 0.423485 | 10299618466.89 | -1.71 | -1.01 |
190 | 2020-11-04 | 3443.43 | 0.395382 | 7031418413.00 | -8.32 | 67.02 |
189 | 2020-11-03 | 3369.16 | 0.411049 | 1148540385.69 | -11.45 | 74.27 |
188 | 2020-11-02 | 3310.24 | 0.400921 | -180393838.71 | -10.75 | 58.92 |
187 | 2020-10-30 | 3269.96 | 0.435696 | -78315991.44 | 3.93 | 40.28 |
186 | 2020-10-29 | 3310.11 | 0.418546 | 238673808.80 | -8.89 | -40.15 |
185 | 2020-10-28 | 3271.03 | 0.402697 | -1257767671.97 | 12.33 | 39.08 |
184 | 2020-10-27 | 3390.68 | 0.410421 | 1772712889.76 | -0.38 | -119.65 |
183 | 2020-10-26 | 3400.97 | 0.402950 | 1252594353.35 | 6.68 | -10.29 |
182 | 2020-10-23 | 3465.39 | 0.408917 | 2051710146.97 | -3.60 | -64.42 |
181 | 2020-10-22 | 3453.49 | 0.404691 | 1919485629.15 | -4.94 | 11.90 |
180 | 2020-10-21 | 3435.55 | 0.399035 | 2532500561.95 | -0.77 | 17.94 |
179 | 2020-10-20 | 3443.12 | 0.410682 | 1919650383.38 | -4.25 | -7.57 |
178 | 2020-10-19 | 3426.92 | 0.404272 | 1779103505.77 | 6.19 | 16.20 |
177 | 2020-10-16 | 3483.81 | 0.411402 | 3113195433.03 | -0.54 | -56.89 |
176 | 2020-10-15 | 3483.34 | 0.388903 | 10450888042.28 | 7.04 | 0.47 |
175 | 2020-10-14 | 3488.67 | 0.387860 | 9657031320.76 | 8.77 | -5.33 |
not investment advice - use at own risk - see terms - data by squeezemetrics |