dgmv update - 26 jan 2022
| dgmv-0.8 | 2022-01-26 | |||||
|---|---|---|---|---|---|
| - | price | dix | gex | vcx | score |
| value | pctile | 4349.93 | 51.40% | p100.00 | -2,195,632,576 | p3.00 | -0.53 | p0.50 | 1.87 | p52.00 |
| not investment advice - use at own risk - see terms - data by squeezemetrics, cboe | |||||
| dgmv-0.8 | 2022-01-26 | backtest return | success rate | ||||||
|---|---|---|---|---|---|---|
| days | metric | long | short | long/short | ||
| 25 | market | -218.09 | 40.00% (10/25) | - | -218.09 | 40.00% (10/25) | ||
| 25 | score | -50.04 | 50.00% (9/18) | 168.05 | 85.71% (6/7) | 118.01 | 60.00% (15/25) | ||
| 50 | market | -332.92 | 42.00% (21/50) | - | -332.92 | 42.00% (21/50) | ||
| 50 | score | 97.30 | 50.00% (17/34) | 430.22 | 75.00% (12/16) | 527.52 | 58.00% (29/50) | ||
| 100 | market | -187.02 | 50.00% (50/100) | - | -187.02 | 50.00% (50/100) | ||
| 100 | score | 319.99 | 56.72% (38/67) | 507.01 | 63.64% (21/33) | 827.00 | 59.00% (59/100) | ||
| 200 | market | 208.34 | 54.50% (109/200) | - | 208.34 | 54.50% (109/200) | ||
| 200 | score | 585.28 | 60.31% (79/131) | 376.94 | 56.52% (39/69) | 962.22 | 59.00% (118/200) | ||
| not investment advice - use at own risk - see terms | ||||||
| dgmv-0.8 | 2022-01-26 | backtest | |||||||
|---|---|---|---|---|---|---|---|
| # | date | price | dix | gex | vcx | score | move |
| 200 | 2022-01-26 | 4349.93 | 51.40% | p100.00 | -2,195,632,576 | p3.00 | -0.53 | p0.50 | 1.87 | p52.00 | - |
| 199 | 2022-01-25 | 4356.45 | 47.04% | p97.50 | -2,405,353,500 | p2.00 | -0.43 | p1.50 | 7.31 | p93.00 | -6.52 |
| 198 | 2022-01-24 | 4410.13 | 37.20% | p0.50 | -1,653,661,645 | p4.50 | -0.48 | p1.00 | -1.78 | p23.00 | -53.68 |
| 197 | 2022-01-21 | 4397.94 | 43.22% | p51.00 | -1,772,597,844 | p3.50 | -0.22 | p2.00 | 6.31 | p88.50 | 12.19 |
| 196 | 2022-01-20 | 4482.73 | 43.54% | p58.00 | -7,496,822,661 | p0.50 | 0.20 | p4.50 | -1.11 | p27.00 | -84.79 |
| 195 | 2022-01-19 | 4532.76 | 45.15% | p85.50 | -568,341,859 | p8.00 | 0.47 | p8.00 | -1.52 | p24.50 | -50.03 |
| 194 | 2022-01-18 | 4577.11 | 45.51% | p89.00 | 3,024,987,909 | p25.00 | 0.79 | p15.50 | 5.72 | p84.50 | -44.35 |
| 193 | 2022-01-14 | 4662.85 | 42.45% | p34.00 | 8,103,152,387 | p66.50 | 1.48 | p74.00 | 3.05 | p65.50 | -85.74 |
| 192 | 2022-01-13 | 4659.03 | 44.32% | p72.00 | 3,349,598,946 | p27.50 | 1.37 | p63.50 | 10.54 | p98.00 | 3.82 |
| 191 | 2022-01-12 | 4726.35 | 44.98% | p84.00 | 7,387,201,009 | p63.00 | 1.74 | p92.50 | 6.53 | p89.50 | -67.32 |
| 190 | 2022-01-11 | 4713.07 | 43.28% | p53.00 | 5,128,605,733 | p46.00 | 1.63 | p88.00 | 1.94 | p53.50 | 13.28 |
| 189 | 2022-01-10 | 4670.29 | 41.80% | p19.50 | 483,338,318 | p11.50 | 1.44 | p71.50 | 3.27 | p67.50 | 42.78 |
| 188 | 2022-01-07 | 4677.03 | 42.94% | p45.50 | 452,211,858 | p11.00 | 1.37 | p63.00 | 1.67 | p50.00 | -6.74 |
| 187 | 2022-01-06 | 4696.05 | 41.73% | p18.50 | -2,323,040,773 | p2.50 | 1.40 | p66.50 | -2.05 | p20.50 | -19.02 |
| 186 | 2022-01-05 | 4700.58 | 42.29% | p30.00 | -50,455,727 | p9.50 | 1.42 | p70.00 | 8.66 | p95.50 | -4.53 |
| 185 | 2022-01-04 | 4793.54 | 43.14% | p49.50 | 5,028,022,970 | p45.50 | 1.80 | p94.00 | 2.74 | p63.50 | -92.96 |
| 184 | 2022-01-03 | 4796.56 | 42.57% | p37.00 | 7,580,233,074 | p64.00 | 1.82 | p95.00 | -0.53 | p31.50 | -3.02 |
| 183 | 2021-12-31 | 4766.18 | 44.08% | p66.50 | 3,338,435,886 | p26.50 | 1.65 | p89.50 | 1.35 | p48.00 | 30.38 |
| 182 | 2021-12-30 | 4778.73 | 40.53% | p8.00 | 8,238,695,758 | p67.00 | 1.58 | p85.00 | 5.58 | p84.00 | -12.55 |
| 181 | 2021-12-29 | 4793.06 | 43.47% | p56.00 | 7,065,383,461 | p59.50 | 1.54 | p81.00 | 1.46 | p49.00 | -14.33 |
| 180 | 2021-12-28 | 4786.35 | 42.18% | p27.00 | 9,198,138,380 | p72.50 | 1.47 | p73.50 | 5.75 | p85.50 | 6.71 |
| 179 | 2021-12-27 | 4791.19 | 45.06% | p84.50 | 7,784,043,207 | p64.50 | 1.40 | p68.50 | -2.55 | p17.50 | -4.84 |
| 178 | 2021-12-23 | 4725.79 | 43.66% | p60.50 | 7,235,349,039 | p61.00 | 1.29 | p53.50 | 2.01 | p54.50 | 65.40 |
| 177 | 2021-12-22 | 4696.56 | 43.52% | p57.50 | 14,794,687,722 | p92.00 | 1.26 | p49.00 | 3.50 | p69.50 | 29.23 |
| 176 | 2021-12-21 | 4649.23 | 44.67% | p79.50 | 4,927,778,279 | p43.50 | 1.45 | p72.00 | -7.76 | p4.00 | 47.33 |
| 175 | 2021-12-20 | 4568.02 | 41.66% | p17.00 | 331,234,191 | p10.50 | 1.05 | p29.50 | 4.97 | p79.50 | 81.21 |
| not investment advice - use at own risk - see terms - data by squeezemetrics, cboe | |||||||