dgmv update - 14 may 2021
| dgmv-0.8 | 2021-05-14 | |||||
|---|---|---|---|---|---|
| - | price | dix | gex | vcx | score |
| value | pctile | 4173.85 | 42.59% | p65.00 | 0 | p6.50 | 1.40 | p83.00 | 1.73 | p60.00 |
| not investment advice - use at own risk - see terms - data by squeezemetrics, vixcentral | |||||
| dgmv-0.8 | 2021-05-14 | backtest return | success rate | ||||||
|---|---|---|---|---|---|---|
| days | metric | long | short | long/short | ||
| 25 | market | 45.05 | 52.00% (13/25) | - | 45.05 | 52.00% (13/25) | ||
| 25 | score | 104.49 | 66.67% (8/12) | 59.44 | 61.54% (8/13) | 163.93 | 64.00% (16/25) | ||
| 50 | market | 405.38 | 58.00% (29/50) | - | 405.38 | 58.00% (29/50) | ||
| 50 | score | 488.28 | 75.00% (21/28) | 82.90 | 63.64% (14/22) | 571.18 | 70.00% (35/50) | ||
| 100 | market | 464.09 | 56.00% (56/100) | - | 464.09 | 56.00% (56/100) | ||
| 100 | score | 770.39 | 71.70% (38/53) | 306.30 | 61.70% (29/47) | 1076.69 | 67.00% (67/100) | ||
| 200 | market | 915.41 | 57.00% (114/200) | - | 915.41 | 57.00% (114/200) | ||
| 200 | score | 1261.00 | 66.95% (79/118) | 345.59 | 57.32% (47/82) | 1606.59 | 63.00% (126/200) | ||
| not investment advice - use at own risk - see terms | ||||||
| dgmv-0.8 | 2021-05-14 | backtest | |||||||
|---|---|---|---|---|---|---|---|
| # | date | price | dix | gex | vcx | score | move |
| 200 | 2021-05-14 | 4173.85 | 42.59% | p65.00 | 0 | p6.50 | 1.40 | p83.00 | 1.73 | p60.00 | - |
| 199 | 2021-05-13 | 4112.50 | 39.59% | p16.00 | -1,761,338,908 | p1.50 | 0.72 | p45.50 | 1.31 | p54.50 | 61.35 |
| 198 | 2021-05-12 | 4063.04 | 42.83% | p69.50 | -1,306,286,224 | p2.00 | 0.17 | p24.50 | 8.40 | p96.00 | 49.46 |
| 197 | 2021-05-11 | 4152.10 | 37.71% | p4.50 | 1,059,855,548 | p14.00 | 1.05 | p60.00 | 3.71 | p77.50 | -89.06 |
| 196 | 2021-05-10 | 4188.43 | 40.97% | p40.50 | 2,172,247,872 | p25.00 | 1.32 | p80.00 | 4.17 | p82.00 | -36.33 |
| 195 | 2021-05-07 | 4232.60 | 42.33% | p62.00 | 3,613,599,670 | p39.50 | 1.55 | p87.50 | -0.03 | p40.50 | -44.17 |
| 194 | 2021-05-06 | 4201.62 | 43.73% | p78.50 | 6,361,758,065 | p70.00 | 1.28 | p78.50 | 2.71 | p71.50 | 30.98 |
| 193 | 2021-05-05 | 4167.59 | 40.70% | p33.50 | 1,375,233,048 | p17.50 | 1.19 | p68.50 | 0.13 | p42.00 | 34.03 |
| 192 | 2021-05-04 | 4164.66 | 40.67% | p32.50 | 2,063,402,284 | p24.00 | 1.12 | p66.00 | 0.22 | p42.50 | 2.93 |
| 191 | 2021-05-03 | 4192.66 | 43.85% | p81.50 | 3,692,946,565 | p41.00 | 1.26 | p78.00 | -1.56 | p26.50 | -28.00 |
| 190 | 2021-04-30 | 4181.17 | 42.68% | p66.50 | 4,311,255,760 | p46.00 | 1.19 | p68.00 | 0.55 | p46.50 | 11.49 |
| 189 | 2021-04-29 | 4211.47 | 42.77% | p68.00 | 12,660,438,711 | p91.50 | 1.33 | p81.00 | 2.83 | p72.50 | -30.30 |
| 188 | 2021-04-28 | 4183.18 | 42.96% | p71.00 | 8,496,825,793 | p81.00 | 1.34 | p81.50 | 4.35 | p84.00 | 28.29 |
| 187 | 2021-04-27 | 4186.72 | 43.26% | p74.00 | 5,571,549,853 | p62.00 | 1.29 | p79.00 | 2.02 | p65.00 | -3.54 |
| 186 | 2021-04-26 | 4187.62 | 42.33% | p61.50 | 4,863,652,336 | p53.50 | 1.25 | p76.50 | -0.27 | p36.50 | -0.90 |
| 185 | 2021-04-23 | 4180.17 | 42.88% | p70.00 | 3,492,813,344 | p37.50 | 1.21 | p71.50 | -3.41 | p12.00 | 7.45 |
| 184 | 2021-04-22 | 4134.98 | 42.23% | p60.00 | 4,462,044,368 | p48.50 | 1.10 | p64.50 | 1.83 | p61.50 | 45.19 |
| 183 | 2021-04-21 | 4173.42 | 43.60% | p77.00 | 7,080,704,883 | p74.00 | 1.25 | p75.50 | -4.44 | p8.00 | -38.44 |
| 182 | 2021-04-20 | 4134.94 | 41.09% | p43.50 | 4,573,888,781 | p51.00 | 1.74 | p92.00 | -2.73 | p18.50 | 38.48 |
| 181 | 2021-04-19 | 4163.26 | 40.93% | p40.00 | 4,529,045,434 | p50.00 | 1.89 | p94.00 | -8.42 | p3.00 | -28.32 |
| 180 | 2021-04-16 | 4185.47 | 42.23% | p60.50 | 7,343,807,354 | p76.50 | 1.92 | p95.00 | -14.08 | p0.50 | -22.21 |
| 179 | 2021-04-15 | 4170.42 | 43.29% | p74.50 | 15,439,854,175 | p96.00 | 1.97 | p96.50 | -12.31 | p1.00 | 15.05 |
| 178 | 2021-04-14 | 4124.66 | 42.57% | p64.00 | 16,223,062,387 | p97.00 | 1.74 | p91.50 | -9.50 | p1.50 | 45.76 |
| 177 | 2021-04-13 | 4141.59 | 42.45% | p63.50 | 21,189,337,117 | p98.00 | 1.82 | p93.00 | -7.56 | p3.50 | -16.93 |
| 176 | 2021-04-12 | 4127.99 | 40.71% | p34.50 | 24,218,668,213 | p100.00 | 1.65 | p90.50 | -2.84 | p17.00 | 13.60 |
| 175 | 2021-04-09 | 4128.80 | 44.31% | p87.00 | 22,995,942,965 | p99.00 | 1.64 | p90.00 | -1.27 | p29.50 | -0.81 |
| not investment advice - use at own risk - see terms - data by squeezemetrics, vixcentral | |||||||