dgmv update - 4 mar 2021
| dgmv-0.8 | 2021-03-04 | |||||
|---|---|---|---|---|---|
| - | price | dix | gex | vcx | score |
| value | pctile | 3768.47 | 40.39% | p25.00 | -4,255,747,479 | p0.50 | 0.66 | p55.00 | 7.44 | p85.00 |
| not investment advice - use at own risk - see terms - data by squeezemetrics, vixcentral | |||||
| dgmv-0.8 | 2021-03-04 | backtest return | success rate | ||||||
|---|---|---|---|---|---|---|
| days | metric | long | short | long/short | ||
| 25 | market | 17.70 | 48.00% (12/25) | - | 17.70 | 48.00% (12/25) | ||
| 25 | score | 272.77 | 64.71% (11/17) | 255.07 | 87.50% (7/8) | 527.84 | 72.00% (18/25) | ||
| 50 | market | 58.71 | 54.00% (27/50) | - | 58.71 | 54.00% (27/50) | ||
| 50 | score | 305.39 | 64.71% (22/34) | 246.68 | 68.75% (11/16) | 552.07 | 66.00% (33/50) | ||
| 100 | market | 321.64 | 53.00% (53/100) | - | 321.64 | 53.00% (53/100) | ||
| 100 | score | 615.79 | 61.97% (44/71) | 294.15 | 68.97% (20/29) | 909.94 | 64.00% (64/100) | ||
| 200 | market | 814.56 | 58.50% (117/200) | - | 814.56 | 58.50% (117/200) | ||
| 200 | score | 1148.78 | 66.42% (91/137) | 334.22 | 58.73% (37/63) | 1483.00 | 64.00% (128/200) | ||
| not investment advice - use at own risk - see terms | ||||||
| dgmv-0.8 | 2021-03-04 | backtest | |||||||
|---|---|---|---|---|---|---|---|
| # | date | price | dix | gex | vcx | score | move |
| 200 | 2021-03-04 | 3768.47 | 40.39% | p25.00 | -4,255,747,479 | p0.50 | 0.66 | p55.00 | 7.44 | p85.00 | - |
| 199 | 2021-03-03 | 3819.72 | 40.41% | p26.00 | -1,189,763,828 | p2.00 | 0.92 | p73.50 | 9.78 | p92.00 | -51.25 |
| 198 | 2021-03-02 | 3870.29 | 39.75% | p17.00 | 709,349,328 | p9.50 | 1.24 | p86.00 | 9.17 | p91.00 | -50.57 |
| 197 | 2021-03-01 | 3901.81 | 39.50% | p13.00 | 2,570,605,296 | p29.00 | 1.13 | p81.00 | -5.74 | p9.00 | -31.52 |
| 196 | 2021-02-26 | 3811.15 | 41.59% | p42.00 | 72,996,563 | p4.50 | 0.79 | p65.00 | 5.80 | p75.00 | 90.66 |
| 195 | 2021-02-25 | 3829.34 | 42.00% | p48.00 | -2,615,732,366 | p1.00 | 0.52 | p46.00 | 4.29 | p62.50 | -18.19 |
| 194 | 2021-02-24 | 3925.43 | 39.65% | p14.50 | 331,152,216 | p7.50 | 1.50 | p91.00 | -3.40 | p15.00 | -96.09 |
| 193 | 2021-02-23 | 3881.36 | 37.09% | p4.00 | 249,909,120 | p7.00 | 1.46 | p90.50 | 3.63 | p56.50 | 44.07 |
| 192 | 2021-02-22 | 3876.49 | 38.47% | p8.00 | 84,644,663 | p5.00 | 1.26 | p87.00 | -0.13 | p30.00 | 4.87 |
| 191 | 2021-02-19 | 3906.71 | 41.43% | p39.50 | 1,432,866,576 | p15.00 | 1.44 | p89.50 | -5.88 | p8.50 | -30.22 |
| 190 | 2021-02-18 | 3913.97 | 42.36% | p51.50 | 10,758,085,126 | p93.00 | 1.20 | p82.50 | -4.40 | p12.00 | -7.26 |
| 189 | 2021-02-17 | 3931.33 | 39.71% | p16.50 | 10,640,215,303 | p92.50 | 1.22 | p85.00 | -8.40 | p4.00 | -17.36 |
| 188 | 2021-02-16 | 3932.59 | 40.81% | p31.00 | 12,389,004,012 | p95.00 | 2.59 | p100.00 | 12.30 | p94.50 | -1.26 |
| 187 | 2021-02-12 | 3934.83 | 44.48% | p71.50 | 13,412,625,514 | p95.50 | 2.44 | p99.50 | 12.94 | p95.50 | -2.24 |
| 186 | 2021-02-11 | 3916.38 | 41.43% | p40.00 | 5,250,019,482 | p59.50 | 2.10 | p97.00 | 8.04 | p88.00 | 18.45 |
| 185 | 2021-02-10 | 3909.88 | 40.55% | p28.50 | 4,665,452,352 | p54.00 | 1.79 | p94.50 | 5.56 | p72.50 | 6.50 |
| 184 | 2021-02-09 | 3911.24 | 36.48% | p1.50 | 6,329,669,098 | p74.50 | 1.59 | p93.50 | 4.78 | p67.00 | -1.36 |
| 183 | 2021-02-08 | 3915.59 | 38.76% | p9.50 | 5,729,262,628 | p68.00 | 1.41 | p89.00 | -0.06 | p30.50 | -4.35 |
| 182 | 2021-02-05 | 3886.83 | 38.24% | p7.00 | 4,121,386,179 | p47.00 | 1.30 | p88.00 | 3.30 | p55.00 | 28.76 |
| 181 | 2021-02-04 | 3871.74 | 38.06% | p5.00 | 7,510,935,055 | p81.00 | 1.26 | p87.50 | 7.87 | p86.50 | 15.09 |
| 180 | 2021-02-03 | 3830.17 | 38.08% | p5.50 | 7,623,955,692 | p82.00 | 0.84 | p68.00 | 13.29 | p96.00 | 41.57 |
| 179 | 2021-02-02 | 3826.31 | 38.38% | p7.50 | 5,976,740,320 | p70.50 | 0.48 | p43.50 | 6.01 | p76.50 | 3.86 |
| 178 | 2021-02-01 | 3773.77 | 40.99% | p34.50 | 4,569,465,210 | p53.50 | -0.09 | p19.50 | 0.41 | p34.00 | 52.54 |
| 177 | 2021-01-29 | 3714.24 | 41.70% | p45.50 | 104,559,708 | p5.50 | -0.66 | p5.50 | 6.21 | p78.50 | 59.53 |
| 176 | 2021-01-28 | 3787.38 | 40.82% | p31.50 | 4,349,938,846 | p50.50 | -0.34 | p14.50 | -5.65 | p9.50 | -73.14 |
| 175 | 2021-01-27 | 3750.77 | 36.54% | p2.00 | 1,420,076,057 | p14.50 | -0.53 | p7.50 | 1.64 | p42.50 | 36.61 |
| not investment advice - use at own risk - see terms - data by squeezemetrics, vixcentral | |||||||