dgmv update - 24 jun 2022
dgmv-0.8 | 2022-06-24 | |||||
---|---|---|---|---|---|
- | price | dix | gex | vcx | score |
value | pctile | 3911.74 | 44.18% | p34.00 | 1,460,679,110 | p44.50 | 0.25 | p32.00 | -6.51 | p2.00 |
not investment advice - use at own risk - see terms - data by squeezemetrics, cboe |
dgmv-0.8 | 2022-06-24 | backtest return | success rate | ||||||
---|---|---|---|---|---|---|
days | metric | long | short | long/short | ||
25 | market | -11.94 | 52.00% (13/25) | - | -11.94 | 52.00% (13/25) | ||
25 | score | 174.54 | 61.90% (13/21) | 186.48 | 100.00% (4/4) | 361.02 | 68.00% (17/25) | ||
50 | market | -485.71 | 48.00% (24/50) | - | -485.71 | 48.00% (24/50) | ||
50 | score | 319.23 | 60.53% (23/38) | 804.94 | 91.67% (11/12) | 1124.17 | 68.00% (34/50) | ||
100 | market | -603.81 | 47.00% (47/100) | - | -603.81 | 47.00% (47/100) | ||
100 | score | 186.57 | 53.75% (43/80) | 790.38 | 80.00% (16/20) | 976.95 | 59.00% (59/100) | ||
200 | market | -602.33 | 49.50% (99/200) | - | -602.33 | 49.50% (99/200) | ||
200 | score | 612.38 | 55.00% (77/140) | 1214.71 | 63.33% (38/60) | 1827.09 | 57.50% (115/200) | ||
not investment advice - use at own risk - see terms |
dgmv-0.8 | 2022-06-24 | backtest | |||||||
---|---|---|---|---|---|---|---|
# | date | price | dix | gex | vcx | score | move |
200 | 2022-06-24 | 3911.74 | 44.18% | p34.00 | 1,460,679,110 | p44.50 | 0.25 | p32.00 | -6.51 | p2.00 | - |
199 | 2022-06-23 | 3795.73 | 46.86% | p64.50 | -79,153,741 | p30.50 | 0.19 | p27.50 | 2.55 | p52.00 | 116.01 |
198 | 2022-06-22 | 3759.89 | 46.16% | p59.50 | -559,388,352 | p25.00 | 0.18 | p26.50 | 7.20 | p76.50 | 35.84 |
197 | 2022-06-21 | 3764.79 | 43.33% | p23.00 | -499,821,063 | p26.50 | -0.08 | p22.00 | -3.73 | p6.00 | -4.90 |
196 | 2022-06-17 | 3674.84 | 45.46% | p53.50 | -1,568,342,152 | p13.50 | -0.11 | p21.00 | 5.65 | p69.00 | 89.95 |
195 | 2022-06-16 | 3666.77 | 47.52% | p71.50 | -3,841,187,936 | p2.00 | -0.20 | p19.00 | 18.68 | p98.50 | 8.07 |
194 | 2022-06-15 | 3789.99 | 44.95% | p47.50 | -1,800,132,696 | p10.50 | 0.02 | p23.00 | -0.61 | p25.00 | -123.22 |
193 | 2022-06-14 | 3735.48 | 43.70% | p29.50 | -3,167,093,025 | p4.00 | -0.48 | p9.50 | 4.01 | p60.50 | 54.51 |
192 | 2022-06-13 | 3749.63 | 44.66% | p42.50 | -3,321,834,607 | p3.50 | -0.57 | p6.00 | 17.29 | p97.50 | -14.15 |
191 | 2022-06-10 | 3900.86 | 50.82% | p90.50 | -1,323,234,349 | p16.50 | 0.46 | p37.00 | 15.38 | p96.50 | -151.23 |
190 | 2022-06-09 | 4017.82 | 51.26% | p93.50 | -1,424,303,517 | p15.50 | 0.63 | p43.50 | 13.32 | p95.00 | -116.96 |
189 | 2022-06-08 | 4115.77 | 51.57% | p95.00 | 1,724,845,026 | p45.50 | 0.94 | p56.50 | 8.84 | p84.00 | -97.95 |
188 | 2022-06-07 | 4160.68 | 51.41% | p94.50 | 2,723,715,125 | p50.00 | 0.94 | p56.00 | 0.81 | p37.00 | -44.91 |
187 | 2022-06-06 | 4121.43 | 52.42% | p97.50 | 889,379,135 | p39.50 | 0.81 | p51.50 | 1.75 | p45.50 | 39.25 |
186 | 2022-06-03 | 4108.54 | 55.11% | p100.00 | 1,411,442,277 | p43.50 | 0.72 | p46.50 | 10.09 | p89.00 | 12.89 |
185 | 2022-06-02 | 4176.82 | 50.28% | p88.00 | 8,849,277,573 | p83.50 | 0.76 | p48.00 | 0.78 | p36.50 | -68.28 |
184 | 2022-06-01 | 4101.23 | 52.26% | p96.50 | 2,772,951,834 | p50.50 | 0.74 | p47.00 | 9.01 | p84.50 | 75.59 |
183 | 2022-05-31 | 4132.15 | 52.82% | p98.00 | 3,396,672,528 | p57.50 | 0.71 | p45.00 | 10.12 | p89.50 | -30.92 |
182 | 2022-05-27 | 4158.24 | 52.95% | p98.50 | 3,229,619,786 | p55.50 | 0.61 | p41.50 | -3.13 | p8.50 | -26.09 |
181 | 2022-05-26 | 4057.84 | 49.23% | p82.50 | 3,830,138,869 | p60.50 | 0.41 | p36.00 | 0.08 | p31.00 | 100.40 |
180 | 2022-05-25 | 3978.73 | 47.17% | p68.50 | -133,835,414 | p28.00 | 0.25 | p31.50 | 2.52 | p51.00 | 79.11 |
179 | 2022-05-24 | 3941.48 | 49.11% | p81.00 | -975,215,962 | p20.00 | 0.22 | p29.00 | 10.54 | p90.00 | 37.25 |
178 | 2022-05-23 | 3973.75 | 46.99% | p65.50 | -827,734,133 | p21.50 | 0.24 | p31.00 | -1.64 | p17.50 | -32.27 |
177 | 2022-05-20 | 3901.36 | 48.43% | p76.00 | -1,408,475,627 | p16.00 | 0.17 | p26.00 | 5.60 | p68.50 | 72.39 |
176 | 2022-05-19 | 3900.79 | 45.58% | p55.00 | -3,674,619,776 | p2.50 | 0.15 | p25.00 | 6.19 | p72.00 | 0.57 |
175 | 2022-05-18 | 3923.68 | 49.75% | p85.00 | -3,157,560,491 | p4.50 | -0.25 | p17.50 | 20.88 | p100.00 | -22.89 |
not investment advice - use at own risk - see terms - data by squeezemetrics, cboe |