dgm update - 3 dec 2021
| dgm-0.8 | 2021-12-03 | ||||
|---|---|---|---|---|
| - | price | dix | gex | score |
| value | pctile | 4538.43 | 44.59% | p85.00 | -1,277,000,976 | p3.50 | 9.67 | p93.50 |
| not investment advice - use at own risk - see terms - data by squeezemetrics | ||||
| dgm-0.8 | 2021-12-03 | backtest return | success rate | ||||||
|---|---|---|---|---|---|---|
| days | metric | long | short | long/short | ||
| 25 | market | -57.99 | 60.00% (15/25) | - | -57.99 | 60.00% (15/25) | ||
| 25 | score | 180.05 | 70.00% (14/20) | 238.04 | 80.00% (4/5) | 418.09 | 72.00% (18/25) | ||
| 50 | market | 89.45 | 62.00% (31/50) | - | 89.45 | 62.00% (31/50) | ||
| 50 | score | 435.99 | 69.77% (30/43) | 346.54 | 85.71% (6/7) | 782.53 | 72.00% (36/50) | ||
| 100 | market | 164.13 | 58.00% (58/100) | - | 164.13 | 58.00% (58/100) | ||
| 100 | score | 461.07 | 62.07% (54/87) | 296.94 | 69.23% (9/13) | 758.01 | 63.00% (63/100) | ||
| 200 | market | 631.72 | 57.00% (114/200) | - | 631.72 | 57.00% (114/200) | ||
| 200 | score | 958.78 | 60.71% (102/168) | 327.06 | 62.50% (20/32) | 1285.84 | 61.00% (122/200) | ||
| not investment advice - use at own risk - see terms | ||||||
| dgm-0.8 | 2021-12-03 | backtest | ||||||
|---|---|---|---|---|---|---|
| # | date | price | dix | gex | score | move |
| 200 | 2021-12-03 | 4538.43 | 44.59% | p85.00 | -1,277,000,976 | p3.50 | 9.67 | p93.50 | - |
| 199 | 2021-12-02 | 4577.10 | 43.57% | p64.50 | -2,423,610,802 | p2.00 | -1.90 | p9.00 | -38.67 |
| 198 | 2021-12-01 | 4513.04 | 44.19% | p74.50 | -1,015,727,979 | p5.00 | 6.67 | p77.50 | 64.06 |
| 197 | 2021-11-30 | 4567.00 | 44.90% | p89.00 | 516,976,967 | p11.50 | 11.60 | p98.50 | -53.96 |
| 196 | 2021-11-29 | 4655.27 | 42.63% | p48.00 | 3,701,057,825 | p33.00 | -1.92 | p8.50 | -88.27 |
| 195 | 2021-11-26 | 4594.62 | 46.34% | p96.00 | 615,070,535 | p12.00 | 11.14 | p97.50 | 60.65 |
| 194 | 2021-11-24 | 4701.46 | 44.21% | p75.50 | 2,775,244,523 | p25.00 | -0.03 | p16.00 | -106.84 |
| 193 | 2021-11-23 | 4690.70 | 42.68% | p49.50 | 4,537,303,163 | p43.00 | -1.03 | p11.50 | 10.76 |
| 192 | 2021-11-22 | 4682.94 | 41.85% | p28.50 | 5,138,825,574 | p47.00 | 0.38 | p19.50 | 7.76 |
| 191 | 2021-11-19 | 4697.96 | 44.34% | p80.00 | 6,166,599,260 | p53.50 | -2.47 | p6.00 | -15.02 |
| 190 | 2021-11-18 | 4704.54 | 41.44% | p24.50 | 23,464,318,777 | p99.00 | 2.44 | p33.50 | -6.58 |
| 189 | 2021-11-17 | 4688.67 | 42.55% | p43.50 | 16,479,408,238 | p95.00 | 5.47 | p60.50 | 15.87 |
| 188 | 2021-11-16 | 4700.90 | 42.39% | p41.50 | 15,188,398,771 | p91.00 | 4.72 | p55.50 | -12.23 |
| 187 | 2021-11-15 | 4682.80 | 43.69% | p66.00 | 17,361,272,999 | p95.50 | 6.39 | p73.50 | 18.10 |
| 186 | 2021-11-12 | 4682.85 | 43.23% | p58.50 | 16,097,389,193 | p93.00 | 2.82 | p37.50 | -0.05 |
| 185 | 2021-11-11 | 4649.27 | 46.27% | p95.00 | 11,335,745,505 | p79.00 | 1.06 | p23.00 | 33.58 |
| 184 | 2021-11-10 | 4646.71 | 44.23% | p76.00 | 6,491,275,290 | p58.50 | 4.57 | p53.50 | 2.56 |
| 183 | 2021-11-09 | 4685.25 | 44.13% | p73.50 | 14,111,394,596 | p89.50 | 7.40 | p82.00 | -38.54 |
| 182 | 2021-11-08 | 4701.70 | 44.87% | p88.00 | 9,968,863,177 | p74.50 | 6.41 | p74.00 | -16.45 |
| 181 | 2021-11-05 | 4697.53 | 44.41% | p82.50 | 9,833,987,162 | p73.50 | 6.72 | p78.00 | 4.17 |
| 180 | 2021-11-04 | 4680.06 | 46.47% | p97.00 | 18,650,772,195 | p96.00 | 8.74 | p89.00 | 17.47 |
| 179 | 2021-11-03 | 4660.57 | 47.21% | p99.50 | 13,181,731,458 | p86.00 | 4.66 | p55.00 | 19.49 |
| 178 | 2021-11-02 | 4630.65 | 45.97% | p94.50 | 6,378,732,345 | p56.50 | 3.67 | p48.50 | 29.92 |
| 177 | 2021-11-01 | 4613.67 | 45.15% | p91.00 | 5,859,154,783 | p50.50 | 3.61 | p46.00 | 16.98 |
| 176 | 2021-10-29 | 4605.38 | 44.06% | p72.00 | 6,286,503,122 | p54.50 | 3.68 | p49.00 | 8.29 |
| 175 | 2021-10-28 | 4596.42 | 43.79% | p68.50 | 11,695,732,285 | p81.00 | 1.55 | p28.00 | 8.96 |
| not investment advice - use at own risk - see terms - data by squeezemetrics | ||||||