dgmv update - 3 mar 2021

dgmv-0.8 | 2021-03-03
-pricedixgexvcxscore
value | pctile3819.7240.41% | p25.50-1,189,763,828 | p1.500.92 | p73.5012.33 | p97.00
not investment advice - use at own risk - see terms - data by squeezemetrics, vixcentral
dgmv-0.8 | 2021-03-03 | backtest return | success rate
daysmetriclongshortlong/short
25market-29.90 | 48.00% (12/25)--29.90 | 48.00% (12/25)
25score276.35 | 68.75% (11/16)306.25 | 88.89% (8/9)582.60 | 76.00% (19/25)
50market97.30 | 54.00% (27/50)-97.30 | 54.00% (27/50)
50score384.16 | 68.97% (20/29)286.86 | 66.67% (14/21)671.02 | 68.00% (34/50)
100market400.28 | 54.00% (54/100)-400.28 | 54.00% (54/100)
100score544.02 | 63.16% (36/57)143.74 | 58.14% (25/43)687.76 | 61.00% (61/100)
200market956.02 | 59.00% (118/200)-956.02 | 59.00% (118/200)
200score1269.98 | 69.49% (82/118)313.96 | 56.10% (46/82)1583.94 | 64.00% (128/200)
not investment advice - use at own risk - see terms
dgmv-0.8 | 2021-03-03 | backtest
#datepricedixgexvcxscoremove
2002021-03-033819.7240.41% | p25.50-1,189,763,828 | p1.500.92 | p73.5012.33 | p97.00-
1992021-03-023870.2939.75% | p17.00709,349,328 | p9.001.24 | p86.0012.11 | p96.50-50.57
1982021-03-013901.8139.50% | p13.002,570,605,296 | p29.001.13 | p81.00-5.06 | p12.50-31.52
1972021-02-263811.1541.59% | p41.5072,996,563 | p4.000.79 | p65.005.81 | p78.0090.66
1962021-02-253829.3442.00% | p47.50-2,615,732,366 | p0.500.52 | p46.5012.77 | p98.00-18.19
1952021-02-243925.4339.65% | p14.50331,152,216 | p7.001.50 | p91.00-1.38 | p27.50-96.09
1942021-02-233881.3637.09% | p4.00249,909,120 | p6.501.46 | p90.500.71 | p46.0044.07
1932021-02-223876.4938.47% | p8.0084,644,663 | p4.501.26 | p87.000.17 | p43.004.87
1922021-02-193906.7141.43% | p39.001,432,866,576 | p14.501.44 | p89.50-4.74 | p13.50-30.22
1912021-02-183913.9742.36% | p51.0010,758,085,126 | p93.001.20 | p82.50-2.37 | p22.50-7.26
1902021-02-173931.3339.71% | p16.5010,640,215,303 | p92.501.22 | p85.00-3.53 | p18.50-17.36
1892021-02-163932.5940.81% | p30.5012,389,004,012 | p95.002.59 | p100.006.83 | p86.00-1.26
1882021-02-123934.8344.48% | p71.5013,412,625,514 | p95.502.44 | p99.506.27 | p82.50-2.24
1872021-02-113916.3841.43% | p39.505,250,019,482 | p59.502.10 | p97.004.81 | p73.5018.45
1862021-02-103909.8840.55% | p28.004,665,452,352 | p54.001.79 | p94.503.78 | p64.506.50
1852021-02-093911.2436.48% | p1.506,329,669,098 | p74.501.59 | p93.503.97 | p65.00-1.36
1842021-02-083915.5938.76% | p9.505,729,262,628 | p68.001.41 | p89.00-0.22 | p39.50-4.35
1832021-02-053886.8338.24% | p7.004,121,386,179 | p47.001.30 | p88.002.34 | p56.0028.76
1822021-02-043871.7438.06% | p5.007,510,935,055 | p81.001.26 | p87.503.43 | p63.5015.09
1812021-02-033830.1738.08% | p5.507,623,955,692 | p82.000.84 | p68.008.28 | p91.5041.57
1802021-02-023826.3138.38% | p7.505,976,740,320 | p70.500.48 | p44.001.16 | p48.003.86
1792021-02-013773.7740.99% | p34.004,569,465,210 | p53.50-0.09 | p19.50-6.31 | p6.5052.54
1782021-01-293714.2441.70% | p45.00104,559,708 | p5.00-0.66 | p5.504.76 | p72.0059.53
1772021-01-283787.3840.82% | p31.004,349,938,846 | p50.50-0.34 | p14.50-8.95 | p1.50-73.14
1762021-01-273750.7736.54% | p2.001,420,076,057 | p14.00-0.53 | p7.503.07 | p61.0036.61
1752021-01-263849.6240.52% | p27.508,511,854,543 | p86.000.76 | p62.50-0.80 | p34.00-98.85
not investment advice - use at own risk - see terms - data by squeezemetrics, vixcentral