dgmv-0.8 | 2021-11-30
-pricedixgexvcxscore
value | pctile4567.0044.90% | p89.00516,976,967 | p10.000.39 | p2.5012.97 | p97.50
not investment advice - use at own risk - see terms - data by squeezemetrics, cboe
dgmv-0.8 | 2021-11-30 | backtest return | success rate
daysmetriclongshortlong/short
25market0.52 | 64.00% (16/25)-0.52 | 64.00% (16/25)
25score218.15 | 90.00% (9/10)217.63 | 53.33% (8/15)435.78 | 68.00% (17/25)
50market209.27 | 64.00% (32/50)-209.27 | 64.00% (32/50)
50score448.53 | 74.19% (23/31)239.26 | 52.63% (10/19)687.79 | 66.00% (33/50)
100market197.45 | 59.00% (59/100)-197.45 | 59.00% (59/100)
100score499.90 | 67.80% (40/59)302.45 | 53.66% (22/41)802.35 | 62.00% (62/100)
200market634.41 | 56.50% (113/200)-634.41 | 56.50% (113/200)
200score1113.01 | 66.94% (83/124)478.60 | 60.53% (46/76)1591.61 | 64.50% (129/200)
not investment advice - use at own risk - see terms
dgmv-0.8 | 2021-11-30 | backtest
#datepricedixgexvcxscoremove
2002021-11-304567.0044.90% | p89.00516,976,967 | p10.000.39 | p2.5012.97 | p97.50-
1992021-11-294655.2742.63% | p49.503,701,057,825 | p32.000.99 | p22.50-0.76 | p32.00-88.27
1982021-11-264594.6246.34% | p96.00615,070,535 | p10.500.19 | p1.008.19 | p86.5060.65
1972021-11-244701.4644.21% | p76.002,775,244,523 | p24.001.34 | p64.00-1.59 | p27.50-106.84
1962021-11-234690.7042.68% | p51.004,537,303,163 | p42.001.31 | p60.50-4.46 | p16.5010.76
1952021-11-224682.9441.85% | p29.505,138,825,574 | p46.001.20 | p43.50-6.89 | p9.007.76
1942021-11-194697.9644.34% | p80.506,166,599,260 | p52.501.23 | p47.50-13.19 | p1.50-15.02
1932021-11-184704.5441.44% | p25.5023,464,318,777 | p99.001.35 | p65.50-12.02 | p3.00-6.58
1922021-11-174688.6742.55% | p45.0016,479,408,238 | p95.001.39 | p69.00-7.11 | p8.5015.87
1912021-11-164700.9042.39% | p43.0015,188,398,771 | p91.002.12 | p98.50-0.02 | p38.00-12.23
1902021-11-154682.8043.69% | p67.0017,361,272,999 | p95.502.05 | p97.503.21 | p60.5018.10
1892021-11-124682.8543.23% | p60.0016,097,389,193 | p93.001.92 | p96.500.39 | p42.50-0.05
1882021-11-114649.2746.27% | p95.0011,335,745,505 | p79.001.56 | p83.50-0.03 | p37.5033.58
1872021-11-104646.7144.23% | p76.506,491,275,290 | p57.501.40 | p70.000.08 | p39.002.56
1862021-11-094685.2544.13% | p74.5014,111,394,596 | p89.501.58 | p84.50-0.24 | p36.50-38.54
1852021-11-084701.7044.87% | p88.009,968,863,177 | p73.501.60 | p86.00-2.19 | p24.50-16.45
1842021-11-054697.5344.41% | p83.009,833,987,162 | p72.501.62 | p87.50-2.44 | p23.504.17
1832021-11-044680.0646.47% | p97.0018,650,772,195 | p96.001.83 | p94.002.75 | p57.5017.47
1822021-11-034660.5747.21% | p99.5013,181,731,458 | p86.001.81 | p93.001.18 | p48.0019.49
1812021-11-024630.6545.97% | p94.506,378,732,345 | p55.501.72 | p91.501.20 | p49.0029.92
1802021-11-014613.6745.15% | p91.005,859,154,783 | p49.501.65 | p89.001.40 | p50.5016.98
1792021-10-294605.3844.06% | p73.006,286,503,122 | p53.501.56 | p83.000.62 | p44.008.29
1782021-10-284596.4243.79% | p69.5011,695,732,285 | p81.001.51 | p78.00-1.92 | p26.008.96
1772021-10-274551.6844.13% | p74.0010,052,715,141 | p74.001.43 | p72.504.27 | p67.5044.74
1762021-10-264574.7941.95% | p32.006,903,663,055 | p59.501.46 | p74.00-0.44 | p35.00-23.11
1752021-10-254566.4841.75% | p28.505,865,738,538 | p50.001.52 | p79.00-4.41 | p17.008.31
not investment advice - use at own risk - see terms - data by squeezemetrics, cboe