dgmv update - 26 nov 2021
| dgmv-0.8 | 2021-11-26 | |||||
|---|---|---|---|---|---|
| - | price | dix | gex | vcx | score |
| value | pctile | 4594.62 | 46.34% | p96.00 | 615,070,535 | p10.00 | 0.19 | p1.00 | 7.91 | p89.00 |
| not investment advice - use at own risk - see terms - data by squeezemetrics, cboe | |||||
| dgmv-0.8 | 2021-11-26 | backtest return | success rate | ||||||
|---|---|---|---|---|---|---|
| days | metric | long | short | long/short | ||
| 25 | market | 44.84 | 64.00% (16/25) | - | 44.84 | 64.00% (16/25) | ||
| 25 | score | 140.31 | 75.00% (9/12) | 95.47 | 46.15% (6/13) | 235.78 | 60.00% (15/25) | ||
| 50 | market | 120.87 | 62.00% (31/50) | - | 120.87 | 62.00% (31/50) | ||
| 50 | score | 370.69 | 69.70% (23/33) | 249.82 | 52.94% (9/17) | 620.51 | 64.00% (32/50) | ||
| 100 | market | 236.49 | 59.00% (59/100) | - | 236.49 | 59.00% (59/100) | ||
| 100 | score | 535.36 | 66.67% (42/63) | 298.87 | 54.05% (20/37) | 834.23 | 62.00% (62/100) | ||
| 200 | market | 678.24 | 56.50% (113/200) | - | 678.24 | 56.50% (113/200) | ||
| 200 | score | 1091.06 | 64.89% (85/131) | 412.82 | 59.42% (41/69) | 1503.88 | 63.00% (126/200) | ||
| not investment advice - use at own risk - see terms | ||||||
| dgmv-0.8 | 2021-11-26 | backtest | |||||||
|---|---|---|---|---|---|---|---|
| # | date | price | dix | gex | vcx | score | move |
| 200 | 2021-11-26 | 4594.62 | 46.34% | p96.00 | 615,070,535 | p10.00 | 0.19 | p1.00 | 7.91 | p89.00 | - |
| 199 | 2021-11-24 | 4701.46 | 44.21% | p76.00 | 2,775,244,523 | p23.50 | 1.34 | p63.00 | -1.86 | p24.00 | -106.84 |
| 198 | 2021-11-23 | 4690.70 | 42.68% | p51.00 | 4,537,303,163 | p41.00 | 1.31 | p59.50 | -3.97 | p14.00 | 10.76 |
| 197 | 2021-11-22 | 4682.94 | 41.85% | p30.00 | 5,138,825,574 | p45.00 | 1.20 | p42.50 | -5.67 | p7.00 | 7.76 |
| 196 | 2021-11-19 | 4697.96 | 44.34% | p80.50 | 6,166,599,260 | p51.50 | 1.23 | p46.50 | -11.71 | p1.00 | -15.02 |
| 195 | 2021-11-18 | 4704.54 | 41.44% | p26.00 | 23,464,318,777 | p99.00 | 1.35 | p64.50 | -8.04 | p4.50 | -6.58 |
| 194 | 2021-11-17 | 4688.67 | 42.55% | p45.50 | 16,479,408,238 | p95.00 | 1.39 | p68.00 | -4.31 | p12.50 | 15.87 |
| 193 | 2021-11-16 | 4700.90 | 42.39% | p43.50 | 15,188,398,771 | p91.00 | 2.12 | p97.50 | 1.48 | p47.00 | -12.23 |
| 192 | 2021-11-15 | 4682.80 | 43.69% | p67.00 | 17,361,272,999 | p95.50 | 2.05 | p96.50 | 4.55 | p70.00 | 18.10 |
| 191 | 2021-11-12 | 4682.85 | 43.23% | p60.00 | 16,097,389,193 | p93.00 | 1.92 | p95.50 | 2.28 | p52.50 | -0.05 |
| 190 | 2021-11-11 | 4649.27 | 46.27% | p95.00 | 11,335,745,505 | p78.00 | 1.56 | p82.50 | 1.37 | p43.50 | 33.58 |
| 189 | 2021-11-10 | 4646.71 | 44.23% | p76.50 | 6,491,275,290 | p56.50 | 1.40 | p69.00 | 1.40 | p44.00 | 2.56 |
| 188 | 2021-11-09 | 4685.25 | 44.13% | p74.50 | 14,111,394,596 | p89.50 | 1.58 | p83.50 | 1.73 | p49.00 | -38.54 |
| 187 | 2021-11-08 | 4701.70 | 44.87% | p88.50 | 9,968,863,177 | p72.50 | 1.60 | p85.00 | -0.80 | p30.00 | -16.45 |
| 186 | 2021-11-05 | 4697.53 | 44.41% | p83.00 | 9,833,987,162 | p71.50 | 1.62 | p86.50 | -1.04 | p28.00 | 4.17 |
| 185 | 2021-11-04 | 4680.06 | 46.47% | p97.00 | 18,650,772,195 | p96.00 | 1.83 | p93.00 | 4.10 | p66.00 | 17.47 |
| 184 | 2021-11-03 | 4660.57 | 47.21% | p99.50 | 13,181,731,458 | p85.50 | 1.81 | p92.00 | 1.77 | p50.00 | 19.49 |
| 183 | 2021-11-02 | 4630.65 | 45.97% | p94.50 | 6,378,732,345 | p54.50 | 1.72 | p90.50 | 1.08 | p41.00 | 29.92 |
| 182 | 2021-11-01 | 4613.67 | 45.15% | p91.00 | 5,859,154,783 | p48.50 | 1.65 | p88.00 | 1.13 | p42.00 | 16.98 |
| 181 | 2021-10-29 | 4605.38 | 44.06% | p73.00 | 6,286,503,122 | p52.50 | 1.56 | p82.00 | 0.50 | p36.50 | 8.29 |
| 180 | 2021-10-28 | 4596.42 | 43.79% | p69.50 | 11,695,732,285 | p80.00 | 1.51 | p77.00 | -0.92 | p28.50 | 8.96 |
| 179 | 2021-10-27 | 4551.68 | 44.13% | p74.00 | 10,052,715,141 | p73.00 | 1.43 | p71.50 | 4.45 | p68.50 | 44.74 |
| 178 | 2021-10-26 | 4574.79 | 41.95% | p32.50 | 6,903,663,055 | p58.50 | 1.46 | p73.00 | -0.13 | p33.00 | -23.11 |
| 177 | 2021-10-25 | 4566.48 | 41.75% | p29.00 | 5,865,738,538 | p49.00 | 1.52 | p78.00 | -3.45 | p17.00 | 8.31 |
| 176 | 2021-10-22 | 4544.90 | 44.02% | p72.50 | 4,023,389,921 | p34.00 | 1.48 | p74.50 | -6.24 | p6.00 | 21.58 |
| 175 | 2021-10-21 | 4549.78 | 40.95% | p19.00 | 13,578,109,706 | p88.00 | 1.52 | p78.50 | -3.75 | p16.00 | -4.88 |
| not investment advice - use at own risk - see terms - data by squeezemetrics, cboe | |||||||