dgm update - 22 feb 2021
| dgm-0.7 | 2021-02-22 | ||||
|---|---|---|---|---|
| - | price | dix | gex | score |
| value | pctile | 3876.49 | 38.47% | p7.50 | 84,644,663 | p3.00 | -0.46 | p31.00 |
| not investment advice - use at own risk - see terms - data by squeezemetrics | ||||
| dgm-0.7 | 2021-02-22 | backtest return | success rate | ||||||
|---|---|---|---|---|---|---|
| days | metric | long | short | long/short | ||
| 25 | market | 80.95 | 52.00% (13/25) | - | 80.95 | 52.00% (13/25) | ||
| 25 | score | 139.70 | 50.00% (4/8) | 58.75 | 47.06% (8/17) | 198.45 | 48.00% (12/25) | ||
| 50 | market | 174.24 | 54.00% (27/50) | - | 174.24 | 54.00% (27/50) | ||
| 50 | score | 328.44 | 60.87% (14/23) | 154.20 | 51.85% (14/27) | 482.64 | 56.00% (28/50) | ||
| 100 | market | 524.89 | 55.00% (55/100) | - | 524.89 | 55.00% (55/100) | ||
| 100 | score | 869.87 | 66.67% (38/57) | 344.98 | 60.47% (26/43) | 1214.85 | 64.00% (64/100) | ||
| 200 | market | 1028.07 | 60.00% (120/200) | - | 1028.07 | 60.00% (120/200) | ||
| 200 | score | 1296.04 | 66.41% (85/128) | 267.97 | 51.39% (37/72) | 1564.01 | 61.00% (122/200) | ||
| not investment advice - use at own risk - see terms | ||||||
| dgm-0.7 | 2021-02-22 | backtest | ||||||
|---|---|---|---|---|---|---|
| # | date | price | dix | gex | score | move |
| 200 | 2021-02-22 | 3876.49 | 38.47% | p7.50 | 84,644,663 | p3.00 | -0.46 | p31.00 | - |
| 199 | 2021-02-19 | 3906.71 | 41.43% | p36.50 | 1,432,866,576 | p12.00 | -4.60 | p3.00 | -30.22 |
| 198 | 2021-02-18 | 3913.97 | 42.36% | p47.50 | 10,758,085,126 | p93.00 | -0.61 | p29.50 | -7.26 |
| 197 | 2021-02-17 | 3931.33 | 39.71% | p15.00 | 10,640,215,303 | p92.50 | -0.10 | p35.00 | -17.36 |
| 196 | 2021-02-16 | 3932.59 | 40.81% | p28.00 | 12,389,004,012 | p95.00 | 1.29 | p51.50 | -1.26 |
| 195 | 2021-02-12 | 3934.83 | 44.48% | p68.50 | 13,412,625,514 | p95.50 | 0.65 | p46.00 | -2.24 |
| 194 | 2021-02-11 | 3916.38 | 41.43% | p37.00 | 5,250,019,482 | p59.00 | 0.02 | p37.50 | 18.45 |
| 193 | 2021-02-10 | 3909.88 | 40.55% | p25.50 | 4,665,452,352 | p53.50 | -0.27 | p33.50 | 6.50 |
| 192 | 2021-02-09 | 3911.24 | 36.48% | p1.50 | 6,329,669,098 | p74.50 | 0.71 | p47.00 | -1.36 |
| 191 | 2021-02-08 | 3915.59 | 38.76% | p9.00 | 5,729,262,628 | p68.00 | -2.31 | p16.00 | -4.35 |
| 190 | 2021-02-05 | 3886.83 | 38.24% | p6.50 | 4,121,386,179 | p46.50 | -1.18 | p25.00 | 28.76 |
| 189 | 2021-02-04 | 3871.74 | 38.06% | p4.50 | 7,510,935,055 | p81.00 | -0.49 | p30.50 | 15.09 |
| 188 | 2021-02-03 | 3830.17 | 38.08% | p5.00 | 7,623,955,692 | p82.00 | 3.68 | p75.50 | 41.57 |
| 187 | 2021-02-02 | 3826.31 | 38.38% | p7.00 | 5,976,740,320 | p70.50 | -0.21 | p34.00 | 3.86 |
| 186 | 2021-02-01 | 3773.77 | 40.99% | p31.50 | 4,569,465,210 | p53.00 | -3.40 | p9.00 | 52.54 |
| 185 | 2021-01-29 | 3714.24 | 41.70% | p42.00 | 104,559,708 | p3.50 | 5.40 | p85.50 | 59.53 |
| 184 | 2021-01-28 | 3787.38 | 40.82% | p28.50 | 4,349,938,846 | p50.00 | -3.34 | p9.50 | -73.14 |
| 183 | 2021-01-27 | 3750.77 | 36.54% | p2.00 | 1,420,076,057 | p11.50 | 5.25 | p84.50 | 36.61 |
| 182 | 2021-01-26 | 3849.62 | 40.52% | p25.00 | 8,511,854,543 | p86.00 | -2.07 | p16.50 | -98.85 |
| 181 | 2021-01-25 | 3855.36 | 40.26% | p21.00 | 5,934,458,913 | p70.00 | -3.52 | p7.50 | -5.74 |
| 180 | 2021-01-22 | 3841.47 | 41.55% | p38.50 | 5,280,898,769 | p60.00 | -0.30 | p33.00 | 13.89 |
| 179 | 2021-01-21 | 3853.07 | 41.11% | p34.50 | 15,662,355,773 | p99.00 | 3.60 | p74.50 | -11.60 |
| 178 | 2021-01-20 | 3851.85 | 40.87% | p29.50 | 14,161,901,379 | p97.50 | -0.90 | p27.00 | 1.22 |
| 177 | 2021-01-19 | 3798.91 | 39.67% | p13.50 | 3,142,342,936 | p33.50 | -1.68 | p18.50 | 52.94 |
| 176 | 2021-01-15 | 3768.25 | 41.65% | p40.00 | 1,080,777,174 | p8.50 | -1.92 | p17.50 | 30.66 |
| 175 | 2021-01-14 | 3795.54 | 44.03% | p61.50 | 5,896,350,522 | p69.50 | -3.49 | p8.00 | -27.29 |
| not investment advice - use at own risk - see terms - data by squeezemetrics | ||||||