dgmv-0.8 | 2021-03-02
-pricedixgexvcxscore
value | pctile3870.2939.75% | p17.00709,349,328 | p8.501.24 | p86.0012.54 | p97.50
not investment advice - use at own risk - see terms - data by squeezemetrics, vixcentral
dgmv-0.8 | 2021-03-02 | backtest return | success rate
daysmetriclongshortlong/short
25market14.93 | 48.00% (12/25)-14.93 | 48.00% (12/25)
25score322.57 | 68.75% (11/16)307.64 | 88.89% (8/9)630.21 | 76.00% (19/25)
50market169.12 | 56.00% (28/50)-169.12 | 56.00% (28/50)
50score453.03 | 64.71% (22/34)283.91 | 62.50% (10/16)736.94 | 64.00% (32/50)
100market509.34 | 55.00% (55/100)-509.34 | 55.00% (55/100)
100score867.59 | 62.50% (40/64)358.25 | 58.33% (21/36)1225.84 | 61.00% (61/100)
200market1017.79 | 59.50% (119/200)-1017.79 | 59.50% (119/200)
200score1441.75 | 64.75% (90/139)423.96 | 52.46% (32/61)1865.71 | 61.00% (122/200)
not investment advice - use at own risk - see terms
dgmv-0.8 | 2021-03-02 | backtest
#datepricedixgexvcxscoremove
2002021-03-023870.2939.75% | p17.00709,349,328 | p8.501.24 | p86.0012.54 | p97.50-
1992021-03-013901.8139.50% | p13.002,570,605,296 | p29.001.13 | p81.00-4.61 | p9.50-31.52
1982021-02-263811.1541.59% | p41.0072,996,563 | p3.500.79 | p65.503.24 | p58.5090.66
1972021-02-253829.3442.00% | p47.00-2,615,732,366 | p0.500.52 | p47.0011.62 | p96.50-18.19
1962021-02-243925.4339.65% | p14.50331,152,216 | p6.501.50 | p91.00-0.74 | p26.50-96.09
1952021-02-233881.3637.09% | p4.00249,909,120 | p6.001.46 | p90.500.31 | p33.5044.07
1942021-02-223876.4938.47% | p8.0084,644,663 | p4.001.26 | p87.000.32 | p34.004.87
1932021-02-193906.7141.43% | p38.501,432,866,576 | p14.501.44 | p89.50-3.83 | p11.50-30.22
1922021-02-183913.9742.36% | p50.5010,758,085,126 | p93.001.20 | p82.50-0.89 | p24.00-7.26
1912021-02-173931.3339.71% | p16.5010,640,215,303 | p92.501.22 | p85.00-0.63 | p27.50-17.36
1902021-02-163932.5940.81% | p30.0012,389,004,012 | p95.002.59 | p100.007.33 | p80.00-1.26
1892021-02-123934.8344.48% | p71.0013,412,625,514 | p95.502.44 | p99.505.22 | p71.50-2.24
1882021-02-113916.3841.43% | p39.005,250,019,482 | p59.502.10 | p97.003.78 | p63.0018.45
1872021-02-103909.8840.55% | p27.504,665,452,352 | p54.001.79 | p94.502.96 | p56.006.50
1862021-02-093911.2436.48% | p1.506,329,669,098 | p74.501.59 | p93.504.78 | p68.00-1.36
1852021-02-083915.5938.76% | p9.505,729,262,628 | p68.001.41 | p89.000.66 | p37.00-4.35
1842021-02-053886.8338.24% | p7.004,121,386,179 | p47.001.30 | p88.003.32 | p59.0028.76
1832021-02-043871.7438.06% | p5.007,510,935,055 | p81.001.26 | p87.504.65 | p67.0015.09
1822021-02-033830.1738.08% | p5.507,623,955,692 | p82.000.84 | p68.508.99 | p91.5041.57
1812021-02-023826.3138.38% | p7.505,976,740,320 | p70.500.48 | p44.501.61 | p44.503.86
1802021-02-013773.7740.99% | p33.504,569,465,210 | p53.50-0.09 | p19.50-8.20 | p3.0052.54
1792021-01-293714.2441.70% | p44.50104,559,708 | p4.50-0.66 | p5.501.68 | p45.5059.53
1782021-01-283787.3840.82% | p30.504,349,938,846 | p50.50-0.34 | p14.50-10.73 | p2.00-73.14
1772021-01-273750.7736.54% | p2.001,420,076,057 | p14.00-0.53 | p7.502.53 | p52.5036.61
1762021-01-263849.6240.52% | p27.008,511,854,543 | p86.000.76 | p63.00-0.75 | p26.00-98.85
1752021-01-253855.3640.26% | p23.005,934,458,913 | p70.000.55 | p48.50-3.99 | p10.50-5.74
not investment advice - use at own risk - see terms - data by squeezemetrics, vixcentral