dgm update - 19 nov 2020 (1)

Edit: This update (1) was generated using the originally published dataset that day, which contained erroneous data. See the corrected update (2)

UPDATE:

An overzealous nerd added Tesla to our reference list of S&P 500 companies today. As you may know, Tesla is not yet in the S&P 500.

Today's DIX is not 46.8%. It is 43.9%. -> https://t.co/qEdl59REbi

We sincerely apologize for spoiling your bullish fantasies.
— SqueezeMetrics (@SqueezeMetrics) November 20, 2020

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