dgmv update - 3 dec 2021
| dgmv-0.8 | 2021-12-03 | |||||
|---|---|---|---|---|---|
| - | price | dix | gex | vcx | score |
| value | pctile | 4538.43 | 44.59% | p85.00 | -1,277,000,976 | p3.50 | -0.22 | p0.50 | 8.90 | p89.00 |
| not investment advice - use at own risk - see terms - data by squeezemetrics, cboe | |||||
| dgmv-0.8 | 2021-12-03 | backtest return | success rate | ||||||
|---|---|---|---|---|---|---|
| days | metric | long | short | long/short | ||
| 25 | market | -57.99 | 60.00% (15/25) | - | -57.99 | 60.00% (15/25) | ||
| 25 | score | 178.87 | 72.22% (13/18) | 236.86 | 71.43% (5/7) | 415.73 | 72.00% (18/25) | ||
| 50 | market | 89.45 | 62.00% (31/50) | - | 89.45 | 62.00% (31/50) | ||
| 50 | score | 348.34 | 67.50% (27/40) | 258.89 | 60.00% (6/10) | 607.23 | 66.00% (33/50) | ||
| 100 | market | 164.13 | 58.00% (58/100) | - | 164.13 | 58.00% (58/100) | ||
| 100 | score | 543.34 | 65.79% (50/76) | 379.21 | 66.67% (16/24) | 922.55 | 66.00% (66/100) | ||
| 200 | market | 631.72 | 57.00% (114/200) | - | 631.72 | 57.00% (114/200) | ||
| 200 | score | 1120.52 | 63.58% (96/151) | 488.80 | 63.27% (31/49) | 1609.32 | 63.50% (127/200) | ||
| not investment advice - use at own risk - see terms | ||||||
| dgmv-0.8 | 2021-12-03 | backtest | |||||||
|---|---|---|---|---|---|---|---|
| # | date | price | dix | gex | vcx | score | move |
| 200 | 2021-12-03 | 4538.43 | 44.59% | p85.00 | -1,277,000,976 | p3.50 | -0.22 | p0.50 | 8.90 | p89.00 | - |
| 199 | 2021-12-02 | 4577.10 | 43.57% | p64.50 | -2,423,610,802 | p2.00 | 0.35 | p3.50 | -0.50 | p20.50 | -38.67 |
| 198 | 2021-12-01 | 4513.04 | 44.19% | p74.50 | -1,015,727,979 | p5.00 | -0.05 | p1.00 | 6.30 | p72.00 | 64.06 |
| 197 | 2021-11-30 | 4567.00 | 44.90% | p89.00 | 516,976,967 | p11.50 | 0.39 | p4.00 | 11.49 | p96.50 | -53.96 |
| 196 | 2021-11-29 | 4655.27 | 42.63% | p48.00 | 3,701,057,825 | p33.00 | 0.99 | p24.00 | -0.65 | p20.00 | -88.27 |
| 195 | 2021-11-26 | 4594.62 | 46.34% | p96.00 | 615,070,535 | p12.00 | 0.19 | p2.00 | 9.24 | p90.00 | 60.65 |
| 194 | 2021-11-24 | 4701.46 | 44.21% | p75.50 | 2,775,244,523 | p25.00 | 1.34 | p64.50 | -0.68 | p19.50 | -106.84 |
| 193 | 2021-11-23 | 4690.70 | 42.68% | p49.50 | 4,537,303,163 | p43.00 | 1.31 | p61.00 | -3.23 | p9.50 | 10.76 |
| 192 | 2021-11-22 | 4682.94 | 41.85% | p28.50 | 5,138,825,574 | p47.00 | 1.20 | p44.50 | -3.89 | p9.00 | 7.76 |
| 191 | 2021-11-19 | 4697.96 | 44.34% | p80.00 | 6,166,599,260 | p53.50 | 1.23 | p48.00 | -7.93 | p2.50 | -15.02 |
| 190 | 2021-11-18 | 4704.54 | 41.44% | p24.50 | 23,464,318,777 | p99.00 | 1.35 | p66.00 | -4.09 | p8.50 | -6.58 |
| 189 | 2021-11-17 | 4688.67 | 42.55% | p43.50 | 16,479,408,238 | p95.00 | 1.39 | p69.50 | 0.02 | p25.00 | 15.87 |
| 188 | 2021-11-16 | 4700.90 | 42.39% | p41.50 | 15,188,398,771 | p91.00 | 2.12 | p98.50 | 3.22 | p49.00 | -12.23 |
| 187 | 2021-11-15 | 4682.80 | 43.69% | p66.00 | 17,361,272,999 | p95.50 | 2.05 | p97.50 | 5.37 | p65.50 | 18.10 |
| 186 | 2021-11-12 | 4682.85 | 43.23% | p58.50 | 16,097,389,193 | p93.00 | 1.92 | p96.50 | 2.39 | p42.50 | -0.05 |
| 185 | 2021-11-11 | 4649.27 | 46.27% | p95.00 | 11,335,745,505 | p79.00 | 1.56 | p83.50 | 0.84 | p29.00 | 33.58 |
| 184 | 2021-11-10 | 4646.71 | 44.23% | p76.00 | 6,491,275,290 | p58.50 | 1.40 | p70.50 | 2.07 | p38.50 | 2.56 |
| 183 | 2021-11-09 | 4685.25 | 44.13% | p73.50 | 14,111,394,596 | p89.50 | 1.58 | p84.50 | 4.36 | p57.50 | -38.54 |
| 182 | 2021-11-08 | 4701.70 | 44.87% | p88.00 | 9,968,863,177 | p74.50 | 1.60 | p86.00 | 3.75 | p53.00 | -16.45 |
| 181 | 2021-11-05 | 4697.53 | 44.41% | p82.50 | 9,833,987,162 | p73.50 | 1.62 | p87.50 | 4.23 | p56.00 | 4.17 |
| 180 | 2021-11-04 | 4680.06 | 46.47% | p97.00 | 18,650,772,195 | p96.00 | 1.83 | p94.00 | 8.19 | p84.00 | 17.47 |
| 179 | 2021-11-03 | 4660.57 | 47.21% | p99.50 | 13,181,731,458 | p86.00 | 1.81 | p93.00 | 5.13 | p62.00 | 19.49 |
| 178 | 2021-11-02 | 4630.65 | 45.97% | p94.50 | 6,378,732,345 | p56.50 | 1.72 | p91.50 | 3.97 | p54.50 | 29.92 |
| 177 | 2021-11-01 | 4613.67 | 45.15% | p91.00 | 5,859,154,783 | p50.50 | 1.65 | p89.00 | 3.62 | p52.00 | 16.98 |
| 176 | 2021-10-29 | 4605.38 | 44.06% | p72.00 | 6,286,503,122 | p54.50 | 1.56 | p83.00 | 3.19 | p48.50 | 8.29 |
| 175 | 2021-10-28 | 4596.42 | 43.79% | p68.50 | 11,695,732,285 | p81.00 | 1.51 | p78.00 | 1.40 | p32.50 | 8.96 |
| not investment advice - use at own risk - see terms - data by squeezemetrics, cboe | |||||||