dgm update - 20 nov 2020
| dgm-0.5 | 2020-11-20 | ||||
|---|---|---|---|---|
| - | price | dix | gex | score |
| value | pctile | 3557.54 | 0.438085 | p52.00 | 2325158176.47 | p43.00 | 2.21 | p60.50 |
| not investment advice - use at own risk - see terms - data by squeezemetrics | ||||
| dgm-0.5 | 2020-11-20 | backtest return | success rate | ||||||
|---|---|---|---|---|---|---|
| days | metric | long | short | long/short | ||
| 25 | market | 73.73 | 52.00% (13/25) | - | 73.73 | 52.00% (13/25) | ||
| 25 | score | 122.48 | 66.67% (6/9) | 48.75 | 56.25% (9/16) | 171.23 | 60.00% (15/25) | ||
| 50 | market | 216.57 | 54.00% (27/50) | - | 216.57 | 54.00% (27/50) | ||
| 50 | score | 271.05 | 65.00% (13/20) | 54.48 | 53.33% (16/30) | 325.53 | 58.00% (29/50) | ||
| 100 | market | 441.68 | 60.00% (60/100) | - | 441.68 | 60.00% (60/100) | ||
| 100 | score | 722.82 | 73.47% (36/49) | 281.14 | 52.94% (27/51) | 1003.96 | 63.00% (63/100) | ||
| 200 | market | 229.84 | 57.00% (114/200) | - | 229.84 | 57.00% (114/200) | ||
| 200 | score | 1386.50 | 68.18% (75/110) | 1156.66 | 56.67% (51/90) | 2543.16 | 63.00% (126/200) | ||
| not investment advice - use at own risk - see terms | ||||||
| dgm-0.5 | 2020-11-20 | backtest | ||||||
|---|---|---|---|---|---|---|
| # | date | price | dix | gex | score | move |
| 200 | 2020-11-20 | 3557.54 | 0.438085 | 2325158176.47 | 2.21 | - |
| 199 | 2020-11-19 | 3581.85 | 0.438597 | 5497968394.23 | 0.96 | -24.31 |
| 198 | 2020-11-18 | 3567.80 | 0.416999 | 3498178742.84 | 4.67 | 14.05 |
| 197 | 2020-11-17 | 3609.53 | 0.440556 | 5804661986.97 | 5.65 | -41.73 |
| 196 | 2020-11-16 | 3626.91 | 0.414971 | 5568672439.80 | -4.26 | -17.38 |
| 195 | 2020-11-13 | 3585.15 | 0.431061 | 6032392988.78 | -3.46 | 41.76 |
| 194 | 2020-11-12 | 3537.01 | 0.449155 | 4706756829.15 | 7.43 | 48.14 |
| 193 | 2020-11-11 | 3572.66 | 0.398529 | 5991548647.28 | -2.69 | -35.65 |
| 192 | 2020-11-10 | 3545.53 | 0.399241 | 2876030927.36 | -2.13 | 27.13 |
| 191 | 2020-11-09 | 3550.50 | 0.379178 | 3868072512.47 | -8.38 | -4.97 |
| 190 | 2020-11-06 | 3509.44 | 0.416941 | 4715264679.74 | 0.80 | 41.06 |
| 189 | 2020-11-05 | 3510.45 | 0.423485 | 10299618466.89 | -1.04 | -1.01 |
| 188 | 2020-11-04 | 3443.43 | 0.395382 | 7031418413.00 | -7.71 | 67.02 |
| 187 | 2020-11-03 | 3369.16 | 0.411049 | 1148540385.69 | -11.82 | 74.27 |
| 186 | 2020-11-02 | 3310.24 | 0.400921 | -180393838.71 | -11.48 | 58.92 |
| 185 | 2020-10-30 | 3269.96 | 0.435696 | -78315991.44 | 1.76 | 40.28 |
| 184 | 2020-10-29 | 3310.11 | 0.418546 | 238673808.80 | -9.69 | -40.15 |
| 183 | 2020-10-28 | 3271.03 | 0.402697 | -1257767671.97 | 8.96 | 39.08 |
| 182 | 2020-10-27 | 3390.68 | 0.410421 | 1772712889.76 | -1.78 | -119.65 |
| 181 | 2020-10-26 | 3400.97 | 0.402950 | 1252594353.35 | 4.39 | -10.29 |
| 180 | 2020-10-23 | 3465.39 | 0.408917 | 2051710146.97 | -4.67 | -64.42 |
| 179 | 2020-10-22 | 3453.49 | 0.404691 | 1919485629.15 | -5.89 | 11.90 |
| 178 | 2020-10-21 | 3435.55 | 0.399035 | 2532500561.95 | -2.01 | 17.94 |
| 177 | 2020-10-20 | 3443.12 | 0.410682 | 1919650383.38 | -5.26 | -7.57 |
| 176 | 2020-10-19 | 3426.92 | 0.404272 | 1779103505.77 | 4.06 | 16.20 |
| 175 | 2020-10-16 | 3483.81 | 0.411402 | 3113195433.03 | -1.69 | -56.89 |
| not investment advice - use at own risk - see terms - data by squeezemetrics | ||||||