dgm update - 4 mar 2021
dgm-0.7 | 2021-03-04 | ||||
---|---|---|---|---|
- | price | dix | gex | score |
value | pctile | 3768.47 | 40.39% | p25.00 | -4,255,747,479 | p0.50 | 3.25 | p67.00 |
not investment advice - use at own risk - see terms - data by squeezemetrics |
dgm-0.7 | 2021-03-04 | backtest return | success rate | ||||||
---|---|---|---|---|---|---|
days | metric | long | short | long/short | ||
25 | market | 17.70 | 48.00% (12/25) | - | 17.70 | 48.00% (12/25) | ||
25 | score | 155.60 | 57.14% (8/14) | 137.90 | 63.64% (7/11) | 293.50 | 60.00% (15/25) | ||
50 | market | 58.71 | 54.00% (27/50) | - | 58.71 | 54.00% (27/50) | ||
50 | score | 219.67 | 60.00% (15/25) | 160.96 | 52.00% (13/25) | 380.63 | 56.00% (28/50) | ||
100 | market | 321.64 | 53.00% (53/100) | - | 321.64 | 53.00% (53/100) | ||
100 | score | 587.56 | 58.18% (32/55) | 265.92 | 53.33% (24/45) | 853.48 | 56.00% (56/100) | ||
200 | market | 814.56 | 58.50% (117/200) | - | 814.56 | 58.50% (117/200) | ||
200 | score | 1091.02 | 63.71% (79/124) | 276.46 | 50.00% (38/76) | 1367.48 | 58.50% (117/200) | ||
not investment advice - use at own risk - see terms |
dgm-0.7 | 2021-03-04 | backtest | ||||||
---|---|---|---|---|---|---|
# | date | price | dix | gex | score | move |
200 | 2021-03-04 | 3768.47 | 40.39% | p25.00 | -4,255,747,479 | p0.50 | 3.25 | p67.00 | - |
199 | 2021-03-03 | 3819.72 | 40.41% | p26.00 | -1,189,763,828 | p2.00 | 8.63 | p92.50 | -51.25 |
198 | 2021-03-02 | 3870.29 | 39.75% | p17.00 | 709,349,328 | p9.50 | 9.62 | p94.00 | -50.57 |
197 | 2021-03-01 | 3901.81 | 39.50% | p13.00 | 2,570,605,296 | p29.00 | -5.29 | p6.50 | -31.52 |
196 | 2021-02-26 | 3811.15 | 41.59% | p42.00 | 72,996,563 | p4.50 | 0.38 | p40.00 | 90.66 |
195 | 2021-02-25 | 3829.34 | 42.00% | p48.00 | -2,615,732,366 | p1.00 | 10.90 | p97.00 | -18.19 |
194 | 2021-02-24 | 3925.43 | 39.65% | p14.50 | 331,152,216 | p7.50 | -1.94 | p23.50 | -96.09 |
193 | 2021-02-23 | 3881.36 | 37.09% | p4.00 | 249,909,120 | p7.00 | -3.21 | p16.00 | 44.07 |
192 | 2021-02-22 | 3876.49 | 38.47% | p8.00 | 84,644,663 | p5.00 | -2.03 | p22.50 | 4.87 |
191 | 2021-02-19 | 3906.71 | 41.43% | p39.50 | 1,432,866,576 | p15.00 | -5.35 | p6.00 | -30.22 |
190 | 2021-02-18 | 3913.97 | 42.36% | p51.50 | 10,758,085,126 | p93.00 | -1.39 | p27.50 | -7.26 |
189 | 2021-02-17 | 3931.33 | 39.71% | p16.50 | 10,640,215,303 | p92.50 | -0.14 | p36.00 | -17.36 |
188 | 2021-02-16 | 3932.59 | 40.81% | p31.00 | 12,389,004,012 | p95.00 | 1.51 | p49.50 | -1.26 |
187 | 2021-02-12 | 3934.83 | 44.48% | p71.50 | 13,412,625,514 | p95.50 | -0.11 | p36.50 | -2.24 |
186 | 2021-02-11 | 3916.38 | 41.43% | p40.00 | 5,250,019,482 | p59.50 | -0.04 | p37.00 | 18.45 |
185 | 2021-02-10 | 3909.88 | 40.55% | p28.50 | 4,665,452,352 | p54.00 | 0.64 | p41.50 | 6.50 |
184 | 2021-02-09 | 3911.24 | 36.48% | p1.50 | 6,329,669,098 | p74.50 | 3.52 | p69.50 | -1.36 |
183 | 2021-02-08 | 3915.59 | 38.76% | p9.50 | 5,729,262,628 | p68.00 | 0.81 | p44.50 | -4.35 |
182 | 2021-02-05 | 3886.83 | 38.24% | p7.00 | 4,121,386,179 | p47.00 | 2.88 | p64.50 | 28.76 |
181 | 2021-02-04 | 3871.74 | 38.06% | p5.00 | 7,510,935,055 | p81.00 | 3.25 | p67.50 | 15.09 |
180 | 2021-02-03 | 3830.17 | 38.08% | p5.50 | 7,623,955,692 | p82.00 | 6.95 | p87.50 | 41.57 |
179 | 2021-02-02 | 3826.31 | 38.38% | p7.50 | 5,976,740,320 | p70.50 | 1.30 | p48.00 | 3.86 |
178 | 2021-02-01 | 3773.77 | 40.99% | p34.50 | 4,569,465,210 | p53.50 | -8.18 | p3.00 | 52.54 |
177 | 2021-01-29 | 3714.24 | 41.70% | p45.50 | 104,559,708 | p5.50 | 1.69 | p51.50 | 59.53 |
176 | 2021-01-28 | 3787.38 | 40.82% | p31.50 | 4,349,938,846 | p50.50 | -9.32 | p2.00 | -73.14 |
175 | 2021-01-27 | 3750.77 | 36.54% | p2.00 | 1,420,076,057 | p14.50 | 3.23 | p66.50 | 36.61 |
not investment advice - use at own risk - see terms - data by squeezemetrics |