dgm update - 19 nov 2020 (2)
| dgm-0.5 | 2020-11-19 | ||||
|---|---|---|---|---|
| - | price | dix | gex | score |
| value | pctile | 3581.85 | 0.438597 | p53.00 | 5497968394.23 | p75.00 | 1.89 | p51.00 |
| 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 | 231.12 | 63.64% (14/22) | -11.54 | 50.00% (14/28) | 219.58 | 56.00% (28/50) | ||
| 100 | market | 481.56 | 61.00% (61/100) | - | 481.56 | 61.00% (61/100) | ||
| 100 | score | 703.39 | 72.22% (39/54) | 221.83 | 52.17% (24/46) | 925.22 | 63.00% (63/100) | ||
| 200 | market | 236.07 | 57.00% (114/200) | - | 236.07 | 57.00% (114/200) | ||
| 200 | score | 1452.63 | 67.80% (80/118) | 1216.56 | 58.54% (48/82) | 2669.19 | 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 | 0.438597 | 5497968394.23 | 1.89 | - |
| 199 | 2020-11-18 | 3567.80 | 0.416999 | 3498178742.84 | 6.19 | 14.05 |
| 198 | 2020-11-17 | 3609.53 | 0.440556 | 5804661986.97 | 6.77 | -41.73 |
| 197 | 2020-11-16 | 3626.91 | 0.414971 | 5568672439.80 | -3.42 | -17.38 |
| 196 | 2020-11-13 | 3585.15 | 0.431061 | 6032392988.78 | -2.77 | 41.76 |
| 195 | 2020-11-12 | 3537.01 | 0.449155 | 4706756829.15 | 8.69 | 48.14 |
| 194 | 2020-11-11 | 3572.66 | 0.398529 | 5991548647.28 | -1.78 | -35.65 |
| 193 | 2020-11-10 | 3545.53 | 0.399241 | 2876030927.36 | -0.76 | 27.13 |
| 192 | 2020-11-09 | 3550.50 | 0.379178 | 3868072512.47 | -7.34 | -4.97 |
| 191 | 2020-11-06 | 3509.44 | 0.416941 | 4715264679.74 | 1.91 | 41.06 |
| 190 | 2020-11-05 | 3510.45 | 0.423485 | 10299618466.89 | -0.88 | -1.01 |
| 189 | 2020-11-04 | 3443.43 | 0.395382 | 7031418413.00 | -7.27 | 67.02 |
| 188 | 2020-11-03 | 3369.16 | 0.411049 | 1148540385.69 | -10.85 | 74.27 |
| 187 | 2020-11-02 | 3310.24 | 0.400921 | -180393838.71 | -10.28 | 58.92 |
| 186 | 2020-10-30 | 3269.96 | 0.435696 | -78315991.44 | 3.35 | 40.28 |
| 185 | 2020-10-29 | 3310.11 | 0.418546 | 238673808.80 | -8.56 | -40.15 |
| 184 | 2020-10-28 | 3271.03 | 0.402697 | -1257767671.97 | 11.24 | 39.08 |
| 183 | 2020-10-27 | 3390.68 | 0.410421 | 1772712889.76 | -0.41 | -119.65 |
| 182 | 2020-10-26 | 3400.97 | 0.402950 | 1252594353.35 | 6.18 | -10.29 |
| 181 | 2020-10-23 | 3465.39 | 0.408917 | 2051710146.97 | -3.41 | -64.42 |
| 180 | 2020-10-22 | 3453.49 | 0.404691 | 1919485629.15 | -4.66 | 11.90 |
| 179 | 2020-10-21 | 3435.55 | 0.399035 | 2532500561.95 | -0.66 | 17.94 |
| 178 | 2020-10-20 | 3443.12 | 0.410682 | 1919650383.38 | -4.04 | -7.57 |
| 177 | 2020-10-19 | 3426.92 | 0.404272 | 1779103505.77 | 5.77 | 16.20 |
| 176 | 2020-10-16 | 3483.81 | 0.411402 | 3113195433.03 | -0.45 | -56.89 |
| 175 | 2020-10-15 | 3483.34 | 0.388903 | 10450888042.28 | 7.48 | 0.47 |
| not investment advice - use at own risk - see terms - data by squeezemetrics | ||||||