| dgmv-0.8 | 2021-10-04 |
|---|
| - | price | dix | gex | vcx | score |
|---|
| value | pctile | 4300.46 | 42.60% | p54.50 | -673,990,483 | p5.00 | 0.75 | p19.00 | 15.87 | p100.00 |
| not investment advice - use at own risk - see terms - data by squeezemetrics, cboe |
| dgmv-0.8 | 2021-10-04 | backtest return | success rate |
|---|
| days | metric | long | short | long/short |
|---|
| 25 | market | -208.91 | 40.00% (10/25) | - | -208.91 | 40.00% (10/25) |
| 25 | score | -45.49 | 52.94% (9/17) | 163.42 | 87.50% (7/8) | 117.93 | 64.00% (16/25) |
|
| 50 | market | -111.33 | 52.00% (26/50) | - | -111.33 | 52.00% (26/50) |
| 50 | score | -32.15 | 56.41% (22/39) | 79.18 | 63.64% (7/11) | 47.03 | 58.00% (29/50) |
|
| 100 | market | 237.42 | 56.00% (56/100) | - | 237.42 | 56.00% (56/100) |
| 100 | score | 314.03 | 61.76% (42/68) | 76.61 | 56.25% (18/32) | 390.64 | 60.00% (60/100) |
|
| 200 | market | 599.29 | 55.50% (111/200) | - | 599.29 | 55.50% (111/200) |
| 200 | score | 952.92 | 63.71% (79/124) | 353.63 | 57.89% (44/76) | 1306.55 | 61.50% (123/200) |
|
| not investment advice - use at own risk - see terms |
| dgmv-0.8 | 2021-10-04 | backtest |
|---|
| # | date | price | dix | gex | vcx | score | move |
|---|
| 200 | 2021-10-04 | 4300.46 | 42.60% | p54.50 | -673,990,483 | p5.00 | 0.75 | p19.00 | 15.87 | p100.00 | - |
| 199 | 2021-10-01 | 4357.04 | 43.69% | p71.00 | 1,282,313,860 | p14.50 | 0.79 | p22.50 | 2.80 | p62.50 | -56.58 |
| 198 | 2021-09-30 | 4307.54 | 44.37% | p82.00 | -5,626,981,782 | p0.50 | 0.61 | p12.00 | 8.08 | p94.00 | 49.50 |
| 197 | 2021-09-29 | 4359.46 | 43.35% | p66.00 | -847,746,794 | p4.00 | 0.55 | p9.50 | -0.93 | p32.00 | -51.92 |
| 196 | 2021-09-28 | 4352.63 | 43.15% | p63.00 | -1,122,505,162 | p3.50 | 0.66 | p14.50 | 9.12 | p96.00 | 6.83 |
| 195 | 2021-09-27 | 4443.11 | 42.61% | p55.00 | 5,455,996,178 | p49.50 | 1.08 | p42.50 | 6.75 | p88.50 | -90.48 |
| 194 | 2021-09-24 | 4455.48 | 44.57% | p85.00 | 3,144,507,750 | p27.00 | 1.17 | p51.00 | 5.53 | p81.50 | -12.37 |
| 193 | 2021-09-23 | 4448.98 | 39.91% | p11.50 | 9,907,492,227 | p77.00 | 0.97 | p33.50 | 5.49 | p81.00 | 6.50 |
| 192 | 2021-09-22 | 4395.64 | 40.29% | p13.50 | 2,325,637,071 | p20.00 | 0.71 | p18.00 | 0.71 | p45.50 | 53.34 |
| 191 | 2021-09-21 | 4354.19 | 40.49% | p16.50 | -88,955,906 | p6.50 | 0.50 | p8.00 | 0.24 | p41.00 | 41.45 |
| 190 | 2021-09-20 | 4357.73 | 41.67% | p36.50 | -515,450,012 | p5.50 | 0.32 | p4.50 | 3.81 | p71.50 | -3.54 |
| 189 | 2021-09-17 | 4432.99 | 47.54% | p99.50 | 2,430,915,198 | p20.50 | 0.77 | p20.50 | -1.26 | p30.50 | -75.26 |
| 188 | 2021-09-16 | 4473.75 | 43.10% | p62.00 | 9,698,338,486 | p76.00 | 1.07 | p40.00 | 0.20 | p40.50 | -40.76 |
| 187 | 2021-09-15 | 4480.70 | 40.02% | p12.50 | 10,748,988,307 | p79.00 | 1.02 | p37.00 | -4.12 | p14.50 | -6.95 |
| 186 | 2021-09-14 | 4443.05 | 42.17% | p43.00 | 8,337,274,918 | p69.00 | 1.19 | p54.00 | 1.44 | p52.00 | 37.65 |
| 185 | 2021-09-13 | 4468.73 | 42.03% | p41.50 | 10,883,477,323 | p81.00 | 1.21 | p57.25 | -1.09 | p31.00 | -25.68 |
| 184 | 2021-09-10 | 4458.58 | 42.94% | p60.50 | 8,575,533,933 | p72.00 | 0.84 | p26.50 | 1.15 | p48.50 | 10.15 |
| 183 | 2021-09-09 | 4493.28 | 41.66% | p36.00 | 10,850,515,444 | p80.50 | 1.16 | p50.50 | 2.46 | p58.50 | -34.70 |
| 182 | 2021-09-08 | 4514.07 | 42.75% | p57.50 | 12,085,852,209 | p85.00 | 1.28 | p68.00 | 1.25 | p49.00 | -20.79 |
| 181 | 2021-09-07 | 4520.03 | 42.73% | p57.00 | 9,651,086,360 | p75.50 | 1.20 | p55.00 | 0.15 | p40.00 | -5.96 |
| 180 | 2021-09-03 | 4535.43 | 40.38% | p14.50 | 6,117,722,666 | p56.00 | 1.26 | p64.00 | -3.25 | p18.50 | -15.40 |
| 179 | 2021-09-02 | 4536.95 | 38.04% | p3.00 | 7,892,136,746 | p68.00 | 1.32 | p73.00 | -2.65 | p21.50 | -1.52 |
| 178 | 2021-09-01 | 4524.09 | 40.89% | p23.00 | 12,735,999,716 | p87.00 | 1.27 | p67.00 | 0.13 | p39.50 | 12.86 |
| 177 | 2021-08-31 | 4522.68 | 39.66% | p9.00 | 11,756,780,783 | p83.50 | 1.20 | p56.00 | 1.63 | p52.50 | 1.41 |
| 176 | 2021-08-30 | 4528.79 | 41.41% | p32.00 | 11,834,437,309 | p84.50 | 1.16 | p50.00 | -0.63 | p34.00 | -6.11 |
| 175 | 2021-08-27 | 4509.37 | 37.31% | p2.00 | 5,413,071,000 | p48.00 | 1.07 | p41.00 | -4.37 | p12.50 | 19.42 |
| not investment advice - use at own risk - see terms - data by squeezemetrics, cboe |
You've successfully subscribed to dgmtrader
Great! Next, complete checkout for full access to dgmtrader
Welcome back! You've successfully signed in.
Unable to sign you in. Please try again.
Success! Your account is fully activated, you now have access to all content.
Success! Your billing info is updated.
Billing info update failed.
