Edit: This update (1) was generated using the originally published dataset that day, which contained erroneous data. See the corrected update (2)
| dgm-0.5 | 2020-11-19 |
|---|
| - | price | dix | gex | score |
|---|
| value | pctile | 3581.85 | 0.467587 | p78.00 | 6221544927.85 | p83.50 | 3.53 | p66.00 |
| not investment advice - use at own risk - see terms - data by squeezemetrics |
| dgm-0.5 | 2020-11-19 | backtest return | success rate |
|---|
| days | metric | long | short | long/short |
|---|
| 25 | market | 98.51 | 56.00% (14/25) | - | 98.51 | 56.00% (14/25) |
| 25 | score | 147.26 | 77.78% (7/9) | 48.75 | 56.25% (9/16) | 196.01 | 64.00% (16/25) |
|
| 50 | market | 242.66 | 56.00% (28/50) | - | 242.66 | 56.00% (28/50) |
| 50 | score | 240.05 | 68.42% (13/19) | -2.61 | 51.61% (16/31) | 237.44 | 58.00% (29/50) |
|
| 100 | market | 481.56 | 61.00% (61/100) | - | 481.56 | 61.00% (61/100) |
| 100 | score | 717.15 | 75.00% (36/48) | 235.59 | 51.92% (27/52) | 952.74 | 63.00% (63/100) |
|
| 200 | market | 236.07 | 57.00% (114/200) | - | 236.07 | 57.00% (114/200) |
| 200 | score | 1466.39 | 68.75% (77/112) | 1230.32 | 57.95% (51/88) | 2696.71 | 64.00% (128/200) |
|
| not investment advice - use at own risk - see terms |
| dgm-0.5 | 2020-11-19 | backtest |
|---|
| # | date | price | dix | gex | score | move |
|---|
| 200 | 2020-11-19 | 3581.85 | 0.467587 | 6221544927.85 | 3.53 | - |
| 199 | 2020-11-18 | 3567.80 | 0.416999 | 3498178742.84 | 4.32 | 14.05 |
| 198 | 2020-11-17 | 3609.53 | 0.440556 | 5804661986.97 | 5.15 | -41.73 |
| 197 | 2020-11-16 | 3626.91 | 0.414971 | 5568672439.80 | -4.12 | -17.38 |
| 196 | 2020-11-13 | 3585.15 | 0.431061 | 6032392988.78 | -3.30 | 41.76 |
| 195 | 2020-11-12 | 3537.01 | 0.449155 | 4706756829.15 | 6.98 | 48.14 |
| 194 | 2020-11-11 | 3572.66 | 0.398529 | 5991548647.28 | -2.89 | -35.65 |
| 193 | 2020-11-10 | 3545.53 | 0.399241 | 2876030927.36 | -2.00 | 27.13 |
| 192 | 2020-11-09 | 3550.50 | 0.379178 | 3868072512.47 | -8.01 | -4.97 |
| 191 | 2020-11-06 | 3509.44 | 0.416941 | 4715264679.74 | 0.62 | 41.06 |
| 190 | 2020-11-05 | 3510.45 | 0.423485 | 10299618466.89 | -1.68 | -1.01 |
| 189 | 2020-11-04 | 3443.43 | 0.395382 | 7031418413.00 | -7.65 | 67.02 |
| 188 | 2020-11-03 | 3369.16 | 0.411049 | 1148540385.69 | -10.57 | 74.27 |
| 187 | 2020-11-02 | 3310.24 | 0.400921 | -180393838.71 | -10.19 | 58.92 |
| 186 | 2020-10-30 | 3269.96 | 0.435696 | -78315991.44 | 2.22 | 40.28 |
| 185 | 2020-10-29 | 3310.11 | 0.418546 | 238673808.80 | -8.45 | -40.15 |
| 184 | 2020-10-28 | 3271.03 | 0.402697 | -1257767671.97 | 8.64 | 39.08 |
| 183 | 2020-10-27 | 3390.68 | 0.410421 | 1772712889.76 | -1.47 | -119.65 |
| 182 | 2020-10-26 | 3400.97 | 0.402950 | 1252594353.35 | 4.18 | -10.29 |
| 181 | 2020-10-23 | 3465.39 | 0.408917 | 2051710146.97 | -4.14 | -64.42 |
| 180 | 2020-10-22 | 3453.49 | 0.404691 | 1919485629.15 | -5.29 | 11.90 |
| 179 | 2020-10-21 | 3435.55 | 0.399035 | 2532500561.95 | -1.86 | 17.94 |
| 178 | 2020-10-20 | 3443.12 | 0.410682 | 1919650383.38 | -4.66 | -7.57 |
| 177 | 2020-10-19 | 3426.92 | 0.404272 | 1779103505.77 | 3.83 | 16.20 |
| 176 | 2020-10-16 | 3483.81 | 0.411402 | 3113195433.03 | -1.52 | -56.89 |
| 175 | 2020-10-15 | 3483.34 | 0.388903 | 10450888042.28 | 5.16 | 0.47 |
| not investment advice - use at own risk - see terms - data by squeezemetrics |
