dgmv update - 9 dec 2021
| dgmv-0.8 | 2021-12-09 | |||||
|---|---|---|---|---|---|
| - | price | dix | gex | vcx | score |
| value | pctile | 4667.45 | 47.11% | p99.00 | 9,477,705,979 | p71.00 | 1.14 | p37.00 | 12.12 | p94.50 |
| not investment advice - use at own risk - see terms - data by squeezemetrics, cboe | |||||
| dgmv-0.8 | 2021-12-09 | backtest return | success rate | ||||||
|---|---|---|---|---|---|---|
| days | metric | long | short | long/short | ||
| 25 | market | 6.88 | 56.00% (14/25) | - | 6.88 | 56.00% (14/25) | ||
| 25 | score | 259.00 | 81.82% (9/11) | 252.12 | 64.29% (9/14) | 511.12 | 72.00% (18/25) | ||
| 50 | market | 307.99 | 64.00% (32/50) | - | 307.99 | 64.00% (32/50) | ||
| 50 | score | 573.43 | 77.42% (24/31) | 265.44 | 57.89% (11/19) | 838.87 | 70.00% (35/50) | ||
| 100 | market | 344.39 | 60.00% (60/100) | - | 344.39 | 60.00% (60/100) | ||
| 100 | score | 649.93 | 70.31% (45/64) | 305.54 | 58.33% (21/36) | 955.47 | 66.00% (66/100) | ||
| 200 | market | 838.11 | 57.50% (115/200) | - | 838.11 | 57.50% (115/200) | ||
| 200 | score | 1198.89 | 66.41% (87/131) | 360.78 | 59.42% (41/69) | 1559.67 | 64.00% (128/200) | ||
| not investment advice - use at own risk - see terms | ||||||
| dgmv-0.8 | 2021-12-09 | backtest | |||||||
|---|---|---|---|---|---|---|---|
| # | date | price | dix | gex | vcx | score | move |
| 200 | 2021-12-09 | 4667.45 | 47.11% | p99.00 | 9,477,705,979 | p71.00 | 1.14 | p37.00 | 12.12 | p94.50 | - |
| 199 | 2021-12-08 | 4701.21 | 45.82% | p93.00 | 13,398,192,425 | p87.00 | 1.32 | p63.00 | 18.12 | p100.00 | -33.76 |
| 198 | 2021-12-07 | 4686.75 | 44.50% | p82.00 | 9,317,764,203 | p70.50 | 0.98 | p24.00 | 12.49 | p96.00 | 14.46 |
| 197 | 2021-12-06 | 4591.67 | 44.45% | p81.00 | 598,889,338 | p10.00 | 0.36 | p4.00 | 8.03 | p84.00 | 95.08 |
| 196 | 2021-12-03 | 4538.43 | 44.59% | p84.00 | -1,277,000,976 | p3.00 | -0.22 | p0.50 | 9.73 | p90.50 | 53.24 |
| 195 | 2021-12-02 | 4577.10 | 43.57% | p62.50 | -2,423,610,802 | p1.50 | 0.35 | p3.50 | -0.29 | p34.50 | -38.67 |
| 194 | 2021-12-01 | 4513.04 | 44.19% | p72.50 | -1,015,727,979 | p4.50 | -0.05 | p1.00 | 4.46 | p63.00 | 64.06 |
| 193 | 2021-11-30 | 4567.00 | 44.90% | p88.00 | 516,976,967 | p9.50 | 0.39 | p4.50 | 9.59 | p90.00 | -53.96 |
| 192 | 2021-11-29 | 4655.27 | 42.63% | p46.00 | 3,701,057,825 | p31.50 | 0.99 | p24.50 | -1.22 | p29.50 | -88.27 |
| 191 | 2021-11-26 | 4594.62 | 46.34% | p95.50 | 615,070,535 | p10.50 | 0.19 | p2.00 | 7.31 | p79.00 | 60.65 |
| 190 | 2021-11-24 | 4701.46 | 44.21% | p73.50 | 2,775,244,523 | p23.50 | 1.34 | p65.50 | -3.82 | p16.00 | -106.84 |
| 189 | 2021-11-23 | 4690.70 | 42.68% | p47.50 | 4,537,303,163 | p41.50 | 1.31 | p61.50 | -7.85 | p8.50 | 10.76 |
| 188 | 2021-11-22 | 4682.94 | 41.85% | p27.00 | 5,138,825,574 | p45.50 | 1.20 | p45.50 | -9.50 | p5.50 | 7.76 |
| 187 | 2021-11-19 | 4697.96 | 44.34% | p78.00 | 6,166,599,260 | p52.00 | 1.23 | p49.00 | -14.16 | p3.00 | -15.02 |
| 186 | 2021-11-18 | 4704.54 | 41.44% | p23.00 | 23,464,318,777 | p99.00 | 1.35 | p67.00 | -8.41 | p8.00 | -6.58 |
| 185 | 2021-11-17 | 4688.67 | 42.55% | p41.50 | 16,479,408,238 | p95.00 | 1.39 | p70.50 | -4.50 | p13.50 | 15.87 |
| 184 | 2021-11-16 | 4700.90 | 42.39% | p39.50 | 15,188,398,771 | p91.00 | 2.12 | p98.50 | -1.22 | p30.00 | -12.23 |
| 183 | 2021-11-15 | 4682.80 | 43.69% | p64.00 | 17,361,272,999 | p95.50 | 2.05 | p97.50 | 0.82 | p39.50 | 18.10 |
| 182 | 2021-11-12 | 4682.85 | 43.23% | p56.50 | 16,097,389,193 | p93.00 | 1.92 | p96.50 | -1.61 | p28.00 | -0.05 |
| 181 | 2021-11-11 | 4649.27 | 46.27% | p94.50 | 11,335,745,505 | p78.50 | 1.56 | p83.50 | -3.68 | p17.50 | 33.58 |
| 180 | 2021-11-10 | 4646.71 | 44.23% | p74.00 | 6,491,275,290 | p57.00 | 1.40 | p71.50 | -4.11 | p15.50 | 2.56 |
| 179 | 2021-11-09 | 4685.25 | 44.13% | p71.50 | 14,111,394,596 | p89.50 | 1.58 | p84.50 | -0.75 | p32.00 | -38.54 |
| 178 | 2021-11-08 | 4701.70 | 44.87% | p87.00 | 9,968,863,177 | p74.00 | 1.60 | p86.00 | -0.37 | p34.00 | -16.45 |
| 177 | 2021-11-05 | 4697.53 | 44.41% | p80.50 | 9,833,987,162 | p73.00 | 1.62 | p87.50 | 0.92 | p41.50 | 4.17 |
| 176 | 2021-11-04 | 4680.06 | 46.47% | p96.50 | 18,650,772,195 | p96.00 | 1.83 | p94.00 | 6.46 | p74.00 | 17.47 |
| 175 | 2021-11-03 | 4660.57 | 47.21% | p99.50 | 13,181,731,458 | p85.50 | 1.81 | p93.00 | 3.44 | p56.50 | 19.49 |
| not investment advice - use at own risk - see terms - data by squeezemetrics, cboe | |||||||