dgmv update - 1 mar 2021

dgmv-0.8 | 2021-03-01
-pricedixgexvcxscore
value | pctile3901.8139.50% | p13.002,570,605,296 | p29.001.13 | p81.50-5.65 | p14.00
not investment advice - use at own risk - see terms - data by squeezemetrics, vixcentral
dgmv-0.8 | 2021-03-01 | backtest return | success rate
daysmetriclongshortlong/short
25market60.34 | 52.00% (13/25)-60.34 | 52.00% (13/25)
25score331.59 | 68.75% (11/16)271.25 | 77.78% (7/9)602.84 | 72.00% (18/25)
50market207.19 | 58.00% (29/50)-207.19 | 58.00% (29/50)
50score430.94 | 70.37% (19/27)223.75 | 56.52% (13/23)654.69 | 64.00% (32/50)
100market493.19 | 55.00% (55/100)-493.19 | 55.00% (55/100)
100score845.55 | 64.81% (35/54)352.36 | 56.52% (26/46)1197.91 | 61.00% (61/100)
200market1081.81 | 60.00% (120/200)-1081.81 | 60.00% (120/200)
200score1565.02 | 68.97% (80/116)483.21 | 52.38% (44/84)2048.23 | 62.00% (124/200)
not investment advice - use at own risk - see terms
dgmv-0.8 | 2021-03-01 | backtest
#datepricedixgexvcxscoremove
2002021-03-013901.8139.50% | p13.002,570,605,296 | p29.001.13 | p81.50-5.65 | p14.00-
1992021-02-263811.1541.59% | p40.5072,996,563 | p3.500.79 | p66.003.81 | p67.0090.66
1982021-02-253829.3442.00% | p46.50-2,615,732,366 | p0.500.52 | p47.5011.53 | p97.00-18.19
1972021-02-243925.4339.65% | p14.50331,152,216 | p6.501.50 | p91.00-1.31 | p34.00-96.09
1962021-02-233881.3637.09% | p4.00249,909,120 | p6.001.46 | p90.500.80 | p48.5044.07
1952021-02-223876.4938.47% | p8.0084,644,663 | p4.001.26 | p87.00-0.39 | p39.504.87
1942021-02-193906.7141.43% | p38.001,432,866,576 | p14.001.44 | p89.50-5.82 | p13.50-30.22
1932021-02-183913.9742.36% | p50.0010,758,085,126 | p93.001.20 | p83.00-2.13 | p26.00-7.26
1922021-02-173931.3339.71% | p16.5010,640,215,303 | p92.501.22 | p85.50-2.30 | p24.50-17.36
1912021-02-163932.5940.81% | p29.5012,389,004,012 | p95.002.59 | p100.0010.74 | p95.00-1.26
1902021-02-123934.8344.48% | p70.5013,412,625,514 | p95.502.44 | p99.508.81 | p90.50-2.24
1892021-02-113916.3841.43% | p38.505,250,019,482 | p59.502.10 | p97.006.10 | p74.5018.45
1882021-02-103909.8840.55% | p27.004,665,452,352 | p54.001.79 | p94.504.71 | p71.006.50
1872021-02-093911.2436.48% | p1.506,329,669,098 | p74.501.59 | p93.506.52 | p80.00-1.36
1862021-02-083915.5938.76% | p9.505,729,262,628 | p68.001.41 | p89.001.19 | p51.00-4.35
1852021-02-053886.8338.24% | p7.004,121,386,179 | p47.001.30 | p88.004.09 | p68.5028.76
1842021-02-043871.7438.06% | p5.007,510,935,055 | p81.001.26 | p87.506.27 | p76.5015.09
1832021-02-033830.1738.08% | p5.507,623,955,692 | p82.000.84 | p69.0011.06 | p95.5041.57
1822021-02-023826.3138.38% | p7.505,976,740,320 | p70.500.48 | p45.002.12 | p56.003.86
1812021-02-013773.7740.99% | p33.004,569,465,210 | p53.50-0.09 | p20.00-9.46 | p4.0052.54
1802021-01-293714.2441.70% | p44.00104,559,708 | p4.50-0.66 | p5.500.66 | p47.5059.53
1792021-01-283787.3840.82% | p30.004,349,938,846 | p50.50-0.34 | p14.50-13.25 | p2.00-73.14
1782021-01-273750.7736.54% | p2.001,420,076,057 | p13.50-0.53 | p7.500.85 | p49.0036.61
1772021-01-263849.6240.52% | p26.508,511,854,543 | p86.000.76 | p63.50-0.81 | p38.50-98.85
1762021-01-253855.3640.26% | p22.505,934,458,913 | p70.000.55 | p49.00-5.93 | p13.00-5.74
1752021-01-223841.4741.55% | p40.005,280,898,769 | p60.500.70 | p60.000.11 | p43.5013.89
not investment advice - use at own risk - see terms - data by squeezemetrics, vixcentral