dgmv update - 25 jan 2022
dgmv-0.8 | 2022-01-25 | |||||
---|---|---|---|---|---|
- | price | dix | gex | vcx | score |
value | pctile | 4356.45 | 47.04% | p98.00 | -2,405,353,500 | p2.00 | -0.43 | p1.00 | 6.22 | p86.00 |
not investment advice - use at own risk - see terms - data by squeezemetrics, cboe |
dgmv-0.8 | 2022-01-25 | backtest return | success rate | ||||||
---|---|---|---|---|---|---|
days | metric | long | short | long/short | ||
25 | market | -264.19 | 40.00% (10/25) | - | -264.19 | 40.00% (10/25) | ||
25 | score | -99.16 | 47.37% (9/19) | 165.03 | 83.33% (5/6) | 65.87 | 56.00% (14/25) | ||
50 | market | -292.82 | 44.00% (22/50) | - | -292.82 | 44.00% (22/50) | ||
50 | score | 134.38 | 51.43% (18/35) | 427.20 | 73.33% (11/15) | 561.58 | 58.00% (29/50) | ||
100 | market | -167.64 | 51.00% (51/100) | - | -167.64 | 51.00% (51/100) | ||
100 | score | 375.76 | 58.21% (39/67) | 543.40 | 63.64% (21/33) | 919.16 | 60.00% (60/100) | ||
200 | market | 228.46 | 55.00% (110/200) | - | 228.46 | 55.00% (110/200) | ||
200 | score | 581.15 | 59.70% (80/134) | 352.69 | 54.55% (36/66) | 933.84 | 58.00% (116/200) | ||
not investment advice - use at own risk - see terms |
dgmv-0.8 | 2022-01-25 | backtest | |||||||
---|---|---|---|---|---|---|---|
# | date | price | dix | gex | vcx | score | move |
200 | 2022-01-25 | 4356.45 | 47.04% | p98.00 | -2,405,353,500 | p2.00 | -0.43 | p1.00 | 6.22 | p86.00 | - |
199 | 2022-01-24 | 4410.13 | 37.20% | p0.50 | -1,653,661,645 | p4.00 | -0.48 | p0.50 | -6.93 | p6.00 | -53.68 |
198 | 2022-01-21 | 4397.94 | 43.22% | p51.50 | -1,772,597,844 | p3.00 | -0.22 | p1.50 | 2.31 | p55.00 | 12.19 |
197 | 2022-01-20 | 4482.73 | 43.54% | p58.50 | -7,496,822,661 | p0.50 | 0.20 | p4.00 | -2.82 | p19.00 | -84.79 |
196 | 2022-01-19 | 4532.76 | 45.15% | p86.00 | -568,341,859 | p7.50 | 0.47 | p7.50 | -3.76 | p17.00 | -50.03 |
195 | 2022-01-18 | 4577.11 | 45.51% | p89.50 | 3,024,987,909 | p24.50 | 0.79 | p15.00 | 3.75 | p69.00 | -44.35 |
194 | 2022-01-14 | 4662.85 | 42.45% | p34.00 | 8,103,152,387 | p66.00 | 1.48 | p73.50 | 2.95 | p61.50 | -85.74 |
193 | 2022-01-13 | 4659.03 | 44.32% | p72.50 | 3,349,598,946 | p27.00 | 1.37 | p63.00 | 11.05 | p97.50 | 3.82 |
192 | 2022-01-12 | 4726.35 | 44.98% | p84.50 | 7,387,201,009 | p62.50 | 1.74 | p92.00 | 8.84 | p94.00 | -67.32 |
191 | 2022-01-11 | 4713.07 | 43.28% | p53.50 | 5,128,605,733 | p45.50 | 1.63 | p87.50 | 4.09 | p72.00 | 13.28 |
190 | 2022-01-10 | 4670.29 | 41.80% | p19.50 | 483,338,318 | p11.00 | 1.44 | p71.00 | 4.63 | p75.00 | 42.78 |
189 | 2022-01-07 | 4677.03 | 42.94% | p46.00 | 452,211,858 | p10.50 | 1.37 | p62.50 | 2.69 | p58.50 | -6.74 |
188 | 2022-01-06 | 4696.05 | 41.73% | p18.50 | -2,323,040,773 | p2.50 | 1.40 | p66.00 | -0.99 | p27.50 | -19.02 |
187 | 2022-01-05 | 4700.58 | 42.29% | p30.00 | -50,455,727 | p9.00 | 1.42 | p69.50 | 9.32 | p95.50 | -4.53 |
186 | 2022-01-04 | 4793.54 | 43.14% | p50.00 | 5,028,022,970 | p45.00 | 1.80 | p93.50 | 4.88 | p77.00 | -92.96 |
185 | 2022-01-03 | 4796.56 | 42.57% | p37.50 | 7,580,233,074 | p63.50 | 1.82 | p94.50 | 1.56 | p46.00 | -3.02 |
184 | 2021-12-31 | 4766.18 | 44.08% | p67.00 | 3,338,435,886 | p26.00 | 1.65 | p89.00 | 3.86 | p69.50 | 30.38 |
183 | 2021-12-30 | 4778.73 | 40.53% | p8.00 | 8,238,695,758 | p66.50 | 1.58 | p84.50 | 5.97 | p84.00 | -12.55 |
182 | 2021-12-29 | 4793.06 | 43.47% | p56.50 | 7,065,383,461 | p59.00 | 1.54 | p80.50 | 2.84 | p60.50 | -14.33 |
181 | 2021-12-28 | 4786.35 | 42.18% | p27.00 | 9,198,138,380 | p72.00 | 1.47 | p73.00 | 5.75 | p82.50 | 6.71 |
180 | 2021-12-27 | 4791.19 | 45.06% | p85.00 | 7,784,043,207 | p64.00 | 1.40 | p68.00 | -1.31 | p27.00 | -4.84 |
179 | 2021-12-23 | 4725.79 | 43.66% | p61.00 | 7,235,349,039 | p60.50 | 1.29 | p53.00 | 2.00 | p51.00 | 65.40 |
178 | 2021-12-22 | 4696.56 | 43.52% | p58.00 | 14,794,687,722 | p91.50 | 1.26 | p48.50 | 1.43 | p44.00 | 29.23 |
177 | 2021-12-21 | 4649.23 | 44.67% | p80.00 | 4,927,778,279 | p43.00 | 1.45 | p71.50 | -6.89 | p6.50 | 47.33 |
176 | 2021-12-20 | 4568.02 | 41.66% | p17.00 | 331,234,191 | p10.00 | 1.05 | p29.00 | 3.11 | p63.50 | 81.21 |
175 | 2021-12-17 | 4620.64 | 45.74% | p90.00 | 1,098,354,660 | p14.50 | 1.50 | p75.50 | 7.57 | p90.00 | -52.62 |
not investment advice - use at own risk - see terms - data by squeezemetrics, cboe |