dgmv update - 3 jun 2021
| dgmv-0.8 | 2021-06-03 | |||||
|---|---|---|---|---|---|
| - | price | dix | gex | vcx | score |
| value | pctile | 4192.85 | 40.93% | p38.50 | 723,554,093 | p12.00 | 1.26 | p80.00 | 7.41 | p81.00 |
| not investment advice - use at own risk - see terms - data by squeezemetrics, vixcentral | |||||
| dgmv-0.8 | 2021-06-03 | backtest return | success rate | ||||||
|---|---|---|---|---|---|---|
| days | metric | long | short | long/short | ||
| 25 | market | 9.67 | 52.00% (13/25) | - | 9.67 | 52.00% (13/25) | ||
| 25 | score | 21.85 | 56.52% (13/23) | 12.18 | 100.00% (2/2) | 34.03 | 60.00% (15/25) | ||
| 50 | market | 282.33 | 54.00% (27/50) | - | 282.33 | 54.00% (27/50) | ||
| 50 | score | 339.56 | 61.54% (24/39) | 57.23 | 72.73% (8/11) | 396.79 | 64.00% (32/50) | ||
| 100 | market | 368.17 | 53.00% (53/100) | - | 368.17 | 53.00% (53/100) | ||
| 100 | score | 673.44 | 60.53% (46/76) | 305.27 | 70.83% (17/24) | 978.71 | 63.00% (63/100) | ||
| 200 | market | 810.86 | 55.50% (111/200) | - | 810.86 | 55.50% (111/200) | ||
| 200 | score | 1174.36 | 63.85% (83/130) | 363.50 | 60.00% (42/70) | 1537.86 | 62.50% (125/200) | ||
| not investment advice - use at own risk - see terms | ||||||
| dgmv-0.8 | 2021-06-03 | backtest | |||||||
|---|---|---|---|---|---|---|---|
| # | date | price | dix | gex | vcx | score | move |
| 200 | 2021-06-03 | 4192.85 | 40.93% | p38.50 | 723,554,093 | p12.00 | 1.26 | p80.00 | 7.41 | p81.00 | - |
| 199 | 2021-06-02 | 4208.12 | 42.86% | p71.00 | 4,142,372,169 | p44.00 | 1.30 | p82.50 | 6.24 | p75.00 | -15.27 |
| 198 | 2021-06-01 | 4202.04 | 41.84% | p56.00 | 3,473,156,272 | p34.50 | 1.07 | p64.50 | 4.72 | p67.00 | 6.08 |
| 197 | 2021-05-28 | 4204.11 | 41.01% | p40.50 | 2,994,737,780 | p32.00 | 1.16 | p69.50 | 4.55 | p66.50 | -2.07 |
| 196 | 2021-05-27 | 4200.88 | 42.32% | p62.00 | 3,778,201,802 | p40.50 | 1.31 | p83.50 | 7.62 | p82.50 | 3.23 |
| 195 | 2021-05-26 | 4195.99 | 42.58% | p65.50 | 5,909,801,989 | p65.50 | 1.18 | p71.00 | 7.65 | p83.00 | 4.89 |
| 194 | 2021-05-25 | 4188.13 | 43.63% | p79.00 | 4,761,099,409 | p53.50 | 1.02 | p61.50 | 7.14 | p80.00 | 7.86 |
| 193 | 2021-05-24 | 4197.05 | 41.20% | p45.00 | 4,144,371,904 | p44.50 | 0.95 | p59.50 | -0.74 | p32.00 | -8.92 |
| 192 | 2021-05-21 | 4155.86 | 44.40% | p90.00 | 927,838,614 | p14.00 | 0.81 | p52.00 | 0.31 | p36.50 | 41.19 |
| 191 | 2021-05-20 | 4159.12 | 43.20% | p75.00 | 6,943,954,468 | p73.00 | 0.82 | p53.00 | -1.04 | p31.00 | -3.26 |
| 190 | 2021-05-19 | 4115.68 | 44.46% | p91.00 | 4,283,887,238 | p45.50 | 0.60 | p37.50 | 4.24 | p63.00 | 43.44 |
| 189 | 2021-05-18 | 4127.83 | 41.94% | p57.00 | 5,427,986,458 | p58.50 | 1.16 | p70.00 | 13.68 | p98.00 | -12.15 |
| 188 | 2021-05-17 | 4163.29 | 43.32% | p76.50 | 5,984,868,978 | p67.00 | 1.33 | p84.50 | 11.51 | p94.50 | -35.46 |
| 187 | 2021-05-14 | 4173.85 | 42.59% | p66.50 | 7,218,890,130 | p75.50 | 1.40 | p87.00 | 7.66 | p83.50 | -10.56 |
| 186 | 2021-05-13 | 4112.50 | 39.59% | p16.00 | -1,761,338,908 | p1.50 | 0.72 | p46.00 | 1.57 | p47.00 | 61.35 |
| 185 | 2021-05-12 | 4063.04 | 42.83% | p70.50 | -1,306,286,224 | p2.00 | 0.17 | p24.50 | 11.17 | p93.50 | 49.46 |
| 184 | 2021-05-11 | 4152.10 | 37.71% | p4.50 | 1,059,855,548 | p14.50 | 1.05 | p62.50 | 9.67 | p89.00 | -89.06 |
| 183 | 2021-05-10 | 4188.43 | 40.97% | p39.00 | 2,172,247,872 | p25.00 | 1.32 | p84.00 | 10.29 | p92.00 | -36.33 |
| 182 | 2021-05-07 | 4232.60 | 42.33% | p63.00 | 3,613,599,670 | p37.50 | 1.55 | p91.00 | 3.37 | p55.00 | -44.17 |
| 181 | 2021-05-06 | 4201.62 | 43.73% | p80.50 | 6,361,758,065 | p70.00 | 1.28 | p81.50 | 4.91 | p68.00 | 30.98 |
| 180 | 2021-05-05 | 4167.59 | 40.70% | p32.50 | 1,375,233,048 | p18.00 | 1.19 | p72.00 | 4.00 | p60.00 | 34.03 |
| 179 | 2021-05-04 | 4164.66 | 40.67% | p31.50 | 2,063,402,284 | p24.50 | 1.12 | p68.50 | 5.11 | p70.50 | 2.93 |
| 178 | 2021-05-03 | 4192.66 | 43.85% | p83.50 | 3,692,946,565 | p39.00 | 1.26 | p81.00 | 0.86 | p41.50 | -28.00 |
| 177 | 2021-04-30 | 4181.17 | 42.68% | p68.00 | 4,311,255,760 | p46.00 | 1.19 | p71.50 | 4.88 | p67.50 | 11.49 |
| 176 | 2021-04-29 | 4211.47 | 42.77% | p69.50 | 12,660,438,711 | p91.50 | 1.33 | p85.50 | 6.46 | p77.00 | -30.30 |
| 175 | 2021-04-28 | 4183.18 | 42.96% | p72.50 | 8,496,825,793 | p81.00 | 1.34 | p86.00 | 9.28 | p87.50 | 28.29 |
| not investment advice - use at own risk - see terms - data by squeezemetrics, vixcentral | |||||||