dgm update - 25 jan 2022
| dgm-0.8 | 2022-01-25 | ||||
|---|---|---|---|---|
| - | price | dix | gex | score |
| value | pctile | 4356.45 | 47.04% | p98.00 | -2,405,353,500 | p2.00 | 2.52 | p59.50 |
| not investment advice - use at own risk - see terms - data by squeezemetrics | ||||
| dgm-0.8 | 2022-01-25 | backtest return | success rate | ||||||
|---|---|---|---|---|---|---|
| days | metric | long | short | long/short | ||
| 25 | market | -264.19 | 40.00% (10/25) | - | -264.19 | 40.00% (10/25) | ||
| 25 | score | -20.69 | 50.00% (8/16) | 243.50 | 77.78% (7/9) | 222.81 | 60.00% (15/25) | ||
| 50 | market | -292.82 | 44.00% (22/50) | - | -292.82 | 44.00% (22/50) | ||
| 50 | score | 109.39 | 51.85% (14/27) | 402.21 | 65.22% (15/23) | 511.60 | 58.00% (29/50) | ||
| 100 | market | -167.64 | 51.00% (51/100) | - | -167.64 | 51.00% (51/100) | ||
| 100 | score | 179.53 | 57.63% (34/59) | 347.17 | 58.54% (24/41) | 526.70 | 58.00% (58/100) | ||
| 200 | market | 228.46 | 55.00% (110/200) | - | 228.46 | 55.00% (110/200) | ||
| 200 | score | 475.73 | 60.80% (76/125) | 247.27 | 54.67% (41/75) | 723.00 | 58.50% (117/200) | ||
| not investment advice - use at own risk - see terms | ||||||
| dgm-0.8 | 2022-01-25 | backtest | ||||||
|---|---|---|---|---|---|---|
| # | date | price | dix | gex | score | move |
| 200 | 2022-01-25 | 4356.45 | 47.04% | p98.00 | -2,405,353,500 | p2.00 | 2.52 | p59.50 | - |
| 199 | 2022-01-24 | 4410.13 | 37.20% | p0.50 | -1,653,661,645 | p4.00 | -3.51 | p11.50 | -53.68 |
| 198 | 2022-01-21 | 4397.94 | 43.22% | p51.50 | -1,772,597,844 | p3.00 | -1.05 | p26.50 | 12.19 |
| 197 | 2022-01-20 | 4482.73 | 43.54% | p58.50 | -7,496,822,661 | p0.50 | -1.39 | p24.00 | -84.79 |
| 196 | 2022-01-19 | 4532.76 | 45.15% | p86.00 | -568,341,859 | p7.50 | -4.21 | p9.00 | -50.03 |
| 195 | 2022-01-18 | 4577.11 | 45.51% | p89.50 | 3,024,987,909 | p24.50 | 0.90 | p46.50 | -44.35 |
| 194 | 2022-01-14 | 4662.85 | 42.45% | p34.00 | 8,103,152,387 | p66.00 | -1.01 | p28.00 | -85.74 |
| 193 | 2022-01-13 | 4659.03 | 44.32% | p72.50 | 3,349,598,946 | p27.00 | 7.72 | p94.50 | 3.82 |
| 192 | 2022-01-12 | 4726.35 | 44.98% | p84.50 | 7,387,201,009 | p62.50 | 5.77 | p87.50 | -67.32 |
| 191 | 2022-01-11 | 4713.07 | 43.28% | p53.50 | 5,128,605,733 | p45.50 | 1.95 | p56.00 | 13.28 |
| 190 | 2022-01-10 | 4670.29 | 41.80% | p19.50 | 483,338,318 | p11.00 | 0.78 | p45.00 | 42.78 |
| 189 | 2022-01-07 | 4677.03 | 42.94% | p46.00 | 452,211,858 | p10.50 | -1.14 | p26.00 | -6.74 |
| 188 | 2022-01-06 | 4696.05 | 41.73% | p18.50 | -2,323,040,773 | p2.50 | -2.52 | p16.50 | -19.02 |
| 187 | 2022-01-05 | 4700.58 | 42.29% | p30.00 | -50,455,727 | p9.00 | 5.10 | p85.00 | -4.53 |
| 186 | 2022-01-04 | 4793.54 | 43.14% | p50.00 | 5,028,022,970 | p45.00 | 3.08 | p67.50 | -92.96 |
| 185 | 2022-01-03 | 4796.56 | 42.57% | p37.50 | 7,580,233,074 | p63.50 | -1.04 | p27.00 | -3.02 |
| 184 | 2021-12-31 | 4766.18 | 44.08% | p67.00 | 3,338,435,886 | p26.00 | 0.44 | p42.00 | 30.38 |
| 183 | 2021-12-30 | 4778.73 | 40.53% | p8.00 | 8,238,695,758 | p66.50 | 3.51 | p71.00 | -12.55 |
| 182 | 2021-12-29 | 4793.06 | 43.47% | p56.50 | 7,065,383,461 | p59.00 | 4.12 | p79.50 | -14.33 |
| 181 | 2021-12-28 | 4786.35 | 42.18% | p27.00 | 9,198,138,380 | p72.00 | 9.09 | p98.50 | 6.71 |
| 180 | 2021-12-27 | 4791.19 | 45.06% | p85.00 | 7,784,043,207 | p64.00 | 7.26 | p93.00 | -4.84 |
| 179 | 2021-12-23 | 4725.79 | 43.66% | p61.00 | 7,235,349,039 | p60.50 | 8.64 | p98.00 | 65.40 |
| 178 | 2021-12-22 | 4696.56 | 43.52% | p58.00 | 14,794,687,722 | p91.50 | 4.26 | p82.00 | 29.23 |
| 177 | 2021-12-21 | 4649.23 | 44.67% | p80.00 | 4,927,778,279 | p43.00 | -6.07 | p4.00 | 47.33 |
| 176 | 2021-12-20 | 4568.02 | 41.66% | p17.00 | 331,234,191 | p10.00 | 1.60 | p52.50 | 81.21 |
| 175 | 2021-12-17 | 4620.64 | 45.74% | p90.00 | 1,098,354,660 | p14.50 | 4.34 | p82.50 | -52.62 |
| not investment advice - use at own risk - see terms - data by squeezemetrics | ||||||