dgmv update - 2 mar 2021
dgmv-0.8 | 2021-03-02 | |||||
---|---|---|---|---|---|
- | price | dix | gex | vcx | score |
value | pctile | 3870.29 | 39.75% | p17.00 | 709,349,328 | p8.50 | 1.24 | p86.00 | 12.54 | 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 | ||||||
---|---|---|---|---|---|---|
days | metric | long | short | long/short | ||
25 | market | 14.93 | 48.00% (12/25) | - | 14.93 | 48.00% (12/25) | ||
25 | score | 322.57 | 68.75% (11/16) | 307.64 | 88.89% (8/9) | 630.21 | 76.00% (19/25) | ||
50 | market | 169.12 | 56.00% (28/50) | - | 169.12 | 56.00% (28/50) | ||
50 | score | 453.03 | 64.71% (22/34) | 283.91 | 62.50% (10/16) | 736.94 | 64.00% (32/50) | ||
100 | market | 509.34 | 55.00% (55/100) | - | 509.34 | 55.00% (55/100) | ||
100 | score | 867.59 | 62.50% (40/64) | 358.25 | 58.33% (21/36) | 1225.84 | 61.00% (61/100) | ||
200 | market | 1017.79 | 59.50% (119/200) | - | 1017.79 | 59.50% (119/200) | ||
200 | score | 1441.75 | 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 | |||||||
---|---|---|---|---|---|---|---|
# | date | price | dix | gex | vcx | score | move |
200 | 2021-03-02 | 3870.29 | 39.75% | p17.00 | 709,349,328 | p8.50 | 1.24 | p86.00 | 12.54 | p97.50 | - |
199 | 2021-03-01 | 3901.81 | 39.50% | p13.00 | 2,570,605,296 | p29.00 | 1.13 | p81.00 | -4.61 | p9.50 | -31.52 |
198 | 2021-02-26 | 3811.15 | 41.59% | p41.00 | 72,996,563 | p3.50 | 0.79 | p65.50 | 3.24 | p58.50 | 90.66 |
197 | 2021-02-25 | 3829.34 | 42.00% | p47.00 | -2,615,732,366 | p0.50 | 0.52 | p47.00 | 11.62 | p96.50 | -18.19 |
196 | 2021-02-24 | 3925.43 | 39.65% | p14.50 | 331,152,216 | p6.50 | 1.50 | p91.00 | -0.74 | p26.50 | -96.09 |
195 | 2021-02-23 | 3881.36 | 37.09% | p4.00 | 249,909,120 | p6.00 | 1.46 | p90.50 | 0.31 | p33.50 | 44.07 |
194 | 2021-02-22 | 3876.49 | 38.47% | p8.00 | 84,644,663 | p4.00 | 1.26 | p87.00 | 0.32 | p34.00 | 4.87 |
193 | 2021-02-19 | 3906.71 | 41.43% | p38.50 | 1,432,866,576 | p14.50 | 1.44 | p89.50 | -3.83 | p11.50 | -30.22 |
192 | 2021-02-18 | 3913.97 | 42.36% | p50.50 | 10,758,085,126 | p93.00 | 1.20 | p82.50 | -0.89 | p24.00 | -7.26 |
191 | 2021-02-17 | 3931.33 | 39.71% | p16.50 | 10,640,215,303 | p92.50 | 1.22 | p85.00 | -0.63 | p27.50 | -17.36 |
190 | 2021-02-16 | 3932.59 | 40.81% | p30.00 | 12,389,004,012 | p95.00 | 2.59 | p100.00 | 7.33 | p80.00 | -1.26 |
189 | 2021-02-12 | 3934.83 | 44.48% | p71.00 | 13,412,625,514 | p95.50 | 2.44 | p99.50 | 5.22 | p71.50 | -2.24 |
188 | 2021-02-11 | 3916.38 | 41.43% | p39.00 | 5,250,019,482 | p59.50 | 2.10 | p97.00 | 3.78 | p63.00 | 18.45 |
187 | 2021-02-10 | 3909.88 | 40.55% | p27.50 | 4,665,452,352 | p54.00 | 1.79 | p94.50 | 2.96 | p56.00 | 6.50 |
186 | 2021-02-09 | 3911.24 | 36.48% | p1.50 | 6,329,669,098 | p74.50 | 1.59 | p93.50 | 4.78 | p68.00 | -1.36 |
185 | 2021-02-08 | 3915.59 | 38.76% | p9.50 | 5,729,262,628 | p68.00 | 1.41 | p89.00 | 0.66 | p37.00 | -4.35 |
184 | 2021-02-05 | 3886.83 | 38.24% | p7.00 | 4,121,386,179 | p47.00 | 1.30 | p88.00 | 3.32 | p59.00 | 28.76 |
183 | 2021-02-04 | 3871.74 | 38.06% | p5.00 | 7,510,935,055 | p81.00 | 1.26 | p87.50 | 4.65 | p67.00 | 15.09 |
182 | 2021-02-03 | 3830.17 | 38.08% | p5.50 | 7,623,955,692 | p82.00 | 0.84 | p68.50 | 8.99 | p91.50 | 41.57 |
181 | 2021-02-02 | 3826.31 | 38.38% | p7.50 | 5,976,740,320 | p70.50 | 0.48 | p44.50 | 1.61 | p44.50 | 3.86 |
180 | 2021-02-01 | 3773.77 | 40.99% | p33.50 | 4,569,465,210 | p53.50 | -0.09 | p19.50 | -8.20 | p3.00 | 52.54 |
179 | 2021-01-29 | 3714.24 | 41.70% | p44.50 | 104,559,708 | p4.50 | -0.66 | p5.50 | 1.68 | p45.50 | 59.53 |
178 | 2021-01-28 | 3787.38 | 40.82% | p30.50 | 4,349,938,846 | p50.50 | -0.34 | p14.50 | -10.73 | p2.00 | -73.14 |
177 | 2021-01-27 | 3750.77 | 36.54% | p2.00 | 1,420,076,057 | p14.00 | -0.53 | p7.50 | 2.53 | p52.50 | 36.61 |
176 | 2021-01-26 | 3849.62 | 40.52% | p27.00 | 8,511,854,543 | p86.00 | 0.76 | p63.00 | -0.75 | p26.00 | -98.85 |
175 | 2021-01-25 | 3855.36 | 40.26% | p23.00 | 5,934,458,913 | p70.00 | 0.55 | p48.50 | -3.99 | p10.50 | -5.74 |
not investment advice - use at own risk - see terms - data by squeezemetrics, vixcentral |