dgmv update - 4 oct 2021
| 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 | |||||||