NVIDIA CP · 🇺🇸 United States
219.72
-5.26 (-2.34%)
At close: Aug 18, 2026
Description
Average True Range — by Wilder (1978). Measures market volatility by decomposing the entire range of price movement. Does not indicate direction, only the degree of price volatility. Widely used for position sizing and stop-loss placement.
This strategy would have returned -22.0% annually with a max drawdown of 895.9% over 1,503 trading days (231 signal cycles).
Performance Ratios
Profit Factor1.05 ★★★★★
Max Drawdown-895.89% ★★★★★
P/L USD$62.33 ★★★★★
Day profit$0.04 ★★★★★
Avg Cycle P/L$0.27 ★★★★★
CAGR-22.05% ★★★★★
Sharpe Ratio-0.24 ★★★★★
Sortino Ratio-0.33 ★★★★★
Calmar Ratio-0.01 ★★★★★
Volatility50.55% ★★★★★
VaR 95-5.29% ★★★★★
VaR 99-7.46% ★★★★★
Win to Loss Ratio50.30% ★★★★★
Profit to Loss Ratio1.04 ★★★★★
Signal Cycles231 ★★★★★
Trading days1,503 ★★★★★
Days Long582 ★★★★★
Days Short922 ★★★★★
Equity Curve
| Date | ATR | Upper | Lower | Buy/Sell | P/L |
|---|---|---|---|---|---|
| Aug 18, 2026 | 6.63 | 232.97 | 206.47 | ▼ | |
| Aug 17, 2026 | 6.65 | 238.28 | 211.67 | ▼ | $5.26 |
| Aug 14, 2026 | 6.93 | 239.05 | 211.33 | ▼ | $0.21 |
| Aug 13, 2026 | 7.23 | 239.73 | 210.80 | ▼ | $0.08 |
| Aug 12, 2026 | 7.51 | 239.14 | 209.08 | ▼ | -$1.16 |
| Aug 11, 2026 | 7.51 | 232.55 | 202.52 | ▼ | -$6.58 |
| Aug 10, 2026 | 7.62 | 232.77 | 202.27 | ▼ | -$0.01 |
| Aug 7, 2026 | 7.64 | 239.22 | 208.65 | ▼ | $6.42 |
| Aug 6, 2026 | 7.79 | 234.54 | 203.39 | ▼ | -$4.97 |
| Aug 5, 2026 | 7.88 | 235.00 | 203.48 | ▼ | $0.28 |
| Aug 4, 2026 | 7.69 | 227.31 | 196.54 | ▼ | -$7.32 |
| Aug 3, 2026 | 7.79 | 222.25 | 191.07 | ▼ | -$5.26 |
| Jul 31, 2026 | 7.48 | 215.73 | 185.81 | ▲ | $5.89 |
| Jul 30, 2026 | 7.51 | 210.04 | 179.99 | ▲ | $5.75 |
| Jul 29, 2026 | 7.53 | 205.06 | 174.93 | ▲ | $5.02 |
| Jul 28, 2026 | 7.57 | 212.17 | 181.89 | ▲ | -$7.04 |
| Jul 27, 2026 | 7.69 | 211.88 | 181.11 | ▲ | $0.53 |
| Jul 24, 2026 | 7.26 | 221.39 | 192.35 | ▼ | $10.37 |
| Jul 23, 2026 | 7.27 | 223.32 | 194.25 | ▼ | $1.92 |
| Jul 22, 2026 | 7.36 | 226.80 | 197.37 | ▼ | $3.30 |
| Jul 21, 2026 | 7.20 | 221.72 | 192.91 | ▼ | -$4.77 |
| Jul 20, 2026 | 7.34 | 217.99 | 188.62 | ▲ | $4.01 |
| Jul 17, 2026 | 7.48 | 217.76 | 187.82 | ▲ | $0.52 |
| Jul 16, 2026 | 7.33 | 222.05 | 192.71 | ▼ | $4.59 |
| Jul 15, 2026 | 7.38 | 227.29 | 197.76 | ▼ | $5.15 |
| Jul 14, 2026 | 7.35 | 226.53 | 197.11 | ▼ | -$0.71 |
| Jul 13, 2026 | 7.23 | 218.00 | 189.10 | ▼ | -$8.27 |
| Jul 10, 2026 | 7.17 | 225.27 | 196.59 | ▼ | $7.38 |
| Jul 9, 2026 | 7.02 | 216.81 | 188.72 | ▼ | -$8.17 |
| Jul 8, 2026 | 7.13 | 218.40 | 189.88 | ▼ | $1.38 |
| Jul 7, 2026 | 6.90 | 210.75 | 183.14 | ▲ | $7.19 |
| Jul 6, 2026 | 6.88 | 209.34 | 181.82 | ▲ | $1.37 |
| Jul 2, 2026 | 7.13 | 209.12 | 180.58 | ▲ | $0.73 |
| Jul 1, 2026 | 7.09 | 211.78 | 183.41 | ▲ | -$2.75 |
| Jun 30, 2026 | 7.12 | 214.35 | 185.87 | ▲ | -$2.52 |
| Jun 29, 2026 | 7.23 | 209.41 | 180.48 | ▲ | $5.17 |
| Jun 26, 2026 | 7.29 | 207.10 | 177.92 | ▲ | $2.43 |
| Jun 25, 2026 | 7.51 | 210.73 | 180.71 | ▲ | -$3.21 |
| Jun 24, 2026 | 7.42 | 213.86 | 184.19 | ▲ | -$3.30 |
| Jun 23, 2026 | 7.60 | 215.26 | 184.87 | ▲ | -$1.04 |
| Jun 22, 2026 | 7.52 | 223.66 | 193.59 | ▲ | -$8.56 |
| Jun 18, 2026 | 7.61 | 225.88 | 195.45 | ▼ | $2.04 |
| Jun 17, 2026 | 7.68 | 219.99 | 189.28 | ▲ | $6.03 |
| Jun 16, 2026 | 7.79 | 223.02 | 191.85 | ▲ | -$2.80 |
| Jun 15, 2026 | 8.00 | 228.43 | 196.44 | ▼ | $4.99 |
| Jun 12, 2026 | 8.03 | 221.23 | 189.11 | ▲ | $7.27 |
| Jun 11, 2026 | 8.37 | 221.59 | 188.11 | ▲ | $0.32 |
| Jun 10, 2026 | 8.54 | 217.52 | 183.37 | ▲ | $4.41 |
| Jun 9, 2026 | 8.56 | 225.28 | 191.04 | ▲ | -$7.72 |
| Jun 8, 2026 | 8.29 | 225.24 | 192.08 | ▲ | -$0.50 |
| Jun 5, 2026 | 8.52 | 222.17 | 188.09 | ▲ | $3.53 |
| Jun 4, 2026 | 8.07 | 234.82 | 202.54 | ▼ | $13.55 |
| Jun 3, 2026 | 7.87 | 230.26 | 198.77 | ▲ | $4.16 |
| Jun 2, 2026 | 7.84 | 238.26 | 206.92 | ▼ | $8.07 |
| Jun 1, 2026 | 7.60 | 239.32 | 208.93 | ▼ | $1.54 |
| May 29, 2026 | 7.13 | 225.17 | 196.66 | ▲ | $13.22 |
| May 28, 2026 | 7.16 | 228.28 | 199.66 | ▲ | -$3.06 |
| May 27, 2026 | 7.38 | 227.14 | 197.62 | ▲ | $1.59 |
| May 26, 2026 | 7.48 | 229.58 | 199.68 | ▲ | -$2.25 |
| May 22, 2026 | 7.58 | 230.26 | 199.94 | ▲ | -$0.47 |
| May 21, 2026 | 7.69 | 234.65 | 203.91 | ▼ | $4.18 |
| May 20, 2026 | 7.54 | 238.33 | 208.15 | ▼ | $3.96 |
| May 19, 2026 | 7.69 | 235.70 | 204.94 | ▼ | -$2.92 |
| May 18, 2026 | 7.78 | 237.63 | 206.53 | ▼ | $1.76 |
| May 15, 2026 | 7.48 | 239.99 | 210.07 | ▼ | $2.94 |
| May 14, 2026 | 7.18 | 249.79 | 221.09 | ▼ | $10.41 |
| May 13, 2026 | 6.91 | 239.40 | 211.77 | ▼ | -$9.85 |
| May 12, 2026 | 6.90 | 234.34 | 206.76 | ▼ | -$5.04 |
| May 11, 2026 | 6.75 | 232.65 | 205.67 | ▼ | -$1.39 |
| May 8, 2026 | 6.62 | 228.16 | 201.68 | ▼ | -$4.24 |
| May 7, 2026 | 6.65 | 224.58 | 197.99 | ▼ | -$3.63 |
| May 6, 2026 | 6.57 | 220.70 | 194.43 | ▼ | -$3.72 |
| May 5, 2026 | 6.17 | 208.58 | 183.91 | ▲ | $11.32 |
| May 4, 2026 | 6.32 | 210.90 | 185.64 | ▲ | -$2.03 |
| May 1, 2026 | 6.26 | 210.77 | 185.71 | ▲ | $0.03 |
| Apr 30, 2026 | 6.29 | 211.90 | 186.73 | ▲ | -$1.07 |
| Apr 29, 2026 | 5.89 | 220.76 | 197.21 | ▼ | $9.67 |
| Apr 28, 2026 | 5.91 | 224.76 | 201.13 | ▼ | $3.96 |
| Apr 27, 2026 | 5.72 | 227.82 | 204.96 | ▼ | $3.44 |
| Apr 24, 2026 | 5.43 | 218.86 | 197.14 | ▼ | -$8.39 |
| Apr 23, 2026 | 4.98 | 209.40 | 189.47 | ▼ | -$8.57 |
| Apr 22, 2026 | 4.86 | 212.01 | 192.57 | ▼ | $2.86 |
| Apr 21, 2026 | 4.96 | 209.55 | 189.69 | ▼ | -$2.67 |
| Apr 20, 2026 | 5.06 | 211.97 | 191.73 | ▼ | $2.23 |
| Apr 17, 2026 | 5.11 | 211.65 | 191.20 | ▼ | -$0.42 |
| Apr 16, 2026 | 5.25 | 208.64 | 187.64 | ▼ | -$3.29 |
| Apr 15, 2026 | 5.35 | 209.35 | 187.96 | ▼ | $0.52 |
| Apr 14, 2026 | 5.40 | 207.12 | 185.50 | ▼ | -$2.35 |
| Apr 13, 2026 | 5.27 | 199.64 | 178.58 | ▼ | -$7.20 |
| Apr 10, 2026 | 5.37 | 199.14 | 177.65 | ▼ | -$0.71 |
| Apr 9, 2026 | 5.32 | 194.36 | 173.06 | ▼ | -$4.68 |
| Apr 8, 2026 | 5.47 | 192.82 | 170.95 | ▼ | -$1.82 |
| Apr 7, 2026 | 5.34 | 188.59 | 167.24 | ▼ | -$3.97 |
| Apr 6, 2026 | 5.40 | 188.21 | 166.61 | ▼ | -$0.50 |
| Apr 2, 2026 | 5.66 | 188.52 | 165.87 | ▼ | -$0.22 |
| Apr 1, 2026 | 5.63 | 186.78 | 164.27 | ▼ | -$1.67 |
| Mar 31, 2026 | 5.83 | 185.88 | 162.55 | ▲ | $1.31 |
| Mar 30, 2026 | 5.56 | 176.12 | 153.89 | ▲ | $9.22 |
| Mar 27, 2026 | 5.59 | 178.48 | 156.14 | ▲ | -$2.31 |
| Mar 26, 2026 | 5.69 | 182.40 | 159.64 | ▲ | -$3.71 |
| Mar 25, 2026 | 5.55 | 189.56 | 167.35 | ▲ | -$7.43 |
| Mar 24, 2026 | 5.51 | 186.01 | 163.96 | ▲ | $3.47 |
| Mar 23, 2026 | 5.76 | 186.94 | 163.88 | ▲ | -$0.43 |
| Mar 20, 2026 | 5.77 | 184.02 | 160.95 | ▲ | $2.93 |
| Mar 19, 2026 | 5.69 | 189.70 | 166.96 | ▲ | -$5.85 |
| Mar 18, 2026 | 5.77 | 191.74 | 168.68 | ▲ | -$1.88 |
| Mar 17, 2026 | 5.97 | 193.65 | 169.75 | ▲ | -$1.49 |
| Mar 16, 2026 | 6.15 | 195.32 | 170.73 | ▲ | -$1.33 |
| Mar 13, 2026 | 5.96 | 191.94 | 168.11 | ▲ | $3.00 |
| Mar 12, 2026 | 5.95 | 194.83 | 171.05 | ▲ | -$2.92 |
| Mar 11, 2026 | 6.07 | 197.98 | 173.68 | ▼ | $2.89 |
| Mar 10, 2026 | 6.30 | 197.12 | 171.93 | ▼ | -$1.31 |
| Mar 9, 2026 | 6.44 | 195.34 | 169.56 | ▲ | $2.07 |
| Mar 6, 2026 | 6.38 | 190.37 | 164.87 | ▲ | $4.83 |
| Mar 5, 2026 | 6.36 | 195.86 | 170.41 | ▲ | -$5.52 |
| Mar 4, 2026 | 6.38 | 195.59 | 170.09 | ▲ | $0.30 |
| Mar 3, 2026 | 6.51 | 192.83 | 166.80 | ▲ | $3.03 |
| Mar 2, 2026 | 6.58 | 195.40 | 169.07 | ▲ | -$2.42 |
| Feb 27, 2026 | 6.41 | 189.78 | 164.12 | ▲ | $5.28 |
| Feb 26, 2026 | 6.25 | 197.18 | 172.18 | ▲ | -$7.73 |
| Feb 25, 2026 | 5.87 | 207.08 | 183.61 | ▼ | $10.67 |
| Feb 24, 2026 | 5.95 | 204.55 | 180.73 | ▼ | -$2.71 |
| Feb 23, 2026 | 5.92 | 203.19 | 179.50 | ▼ | -$1.30 |
| Feb 20, 2026 | 6.04 | 201.64 | 177.48 | ▼ | -$1.78 |
| Feb 19, 2026 | 6.17 | 200.03 | 175.36 | ▼ | -$1.87 |
| Feb 18, 2026 | 6.43 | 200.63 | 174.90 | ▼ | $0.07 |
| Feb 17, 2026 | 6.52 | 197.80 | 171.74 | ▲ | $3.00 |
| Feb 13, 2026 | 6.40 | 195.37 | 169.77 | ▲ | $2.20 |
| Feb 12, 2026 | 6.44 | 199.58 | 173.81 | ▼ | $4.12 |
| Feb 11, 2026 | 6.39 | 202.58 | 177.02 | ▼ | $3.11 |
| Feb 10, 2026 | 6.52 | 201.37 | 175.29 | ▼ | -$1.47 |
| Feb 9, 2026 | 6.69 | 203.21 | 176.44 | ▼ | $1.49 |
| Feb 6, 2026 | 6.46 | 198.09 | 172.24 | ▼ | -$4.66 |
| Feb 5, 2026 | 5.80 | 183.28 | 160.09 | ▲ | $13.48 |
| Feb 4, 2026 | 5.80 | 185.59 | 162.40 | ▲ | -$2.31 |
| Feb 3, 2026 | 5.59 | 191.32 | 168.95 | ▲ | -$6.14 |
| Feb 2, 2026 | 5.26 | 195.88 | 174.86 | ▲ | -$5.23 |
| Jan 30, 2026 | 5.18 | 201.27 | 180.57 | ▼ | $5.55 |
| Jan 29, 2026 | 5.19 | 202.63 | 181.87 | ▼ | $1.33 |
| Jan 28, 2026 | 5.01 | 201.30 | 181.24 | ▼ | -$0.98 |
| Jan 27, 2026 | 5.11 | 198.49 | 178.06 | ▼ | -$3.00 |
| Jan 26, 2026 | 5.17 | 196.60 | 175.92 | ▼ | -$2.01 |
| Jan 23, 2026 | 5.33 | 198.12 | 176.81 | ▼ | $1.20 |
| Jan 22, 2026 | 5.37 | 195.38 | 173.89 | ▼ | -$2.83 |
| Jan 21, 2026 | 5.57 | 194.26 | 171.98 | ▲ | $1.52 |
| Jan 20, 2026 | 5.44 | 188.76 | 167.00 | ▲ | $5.24 |
| Jan 16, 2026 | 5.19 | 196.41 | 175.64 | ▼ | $8.15 |
| Jan 15, 2026 | 5.26 | 197.32 | 176.29 | ▼ | $0.78 |
| Jan 14, 2026 | 5.16 | 193.21 | 172.58 | ▲ | $3.91 |
| Jan 13, 2026 | 5.17 | 195.90 | 175.22 | ▼ | $2.67 |
| Jan 12, 2026 | 5.20 | 195.14 | 174.33 | ▲ | $0.83 |
| Jan 9, 2026 | 5.28 | 195.23 | 174.09 | ▲ | $0.07 |
| Jan 8, 2026 | 5.49 | 195.77 | 173.83 | ▲ | -$0.14 |
| Jan 7, 2026 | 5.46 | 199.83 | 177.98 | ▼ | $4.11 |
| Jan 6, 2026 | 5.51 | 198.06 | 176.01 | ▼ | -$1.87 |
| Jan 5, 2026 | 5.52 | 198.91 | 176.82 | ▼ | $0.83 |
| Jan 2, 2026 | 5.37 | 199.39 | 177.90 | ▼ | $0.78 |
| Dec 31, 2025 | 5.29 | 196.82 | 175.67 | ▼ | -$2.39 |
| Dec 30, 2025 | 5.38 | 198.05 | 176.52 | ▼ | $1.04 |
| Dec 29, 2025 | 5.63 | 199.29 | 176.75 | ▼ | $0.73 |
| Dec 26, 2025 | 5.71 | 201.70 | 178.85 | ▼ | $2.26 |
| Dec 24, 2025 | 5.79 | 199.95 | 176.77 | ▼ | -$1.91 |
| Dec 23, 2025 | 6.04 | 201.07 | 176.92 | ▼ | $0.64 |
| Dec 22, 2025 | 6.00 | 195.45 | 171.43 | ▼ | -$5.56 |
| Dec 19, 2025 | 6.22 | 193.23 | 168.34 | ▼ | -$2.65 |
| Dec 18, 2025 | 6.14 | 186.23 | 161.66 | ▲ | $6.84 |
| Dec 17, 2025 | 6.22 | 183.18 | 158.31 | ▲ | $3.20 |
| Dec 16, 2025 | 6.12 | 189.77 | 165.28 | ▲ | -$6.78 |
| Dec 15, 2025 | 6.31 | 188.72 | 163.47 | ▲ | $1.43 |
| Dec 12, 2025 | 6.54 | 187.91 | 161.74 | ▲ | $1.27 |
| Dec 11, 2025 | 6.42 | 193.53 | 167.86 | ▲ | -$5.87 |
| Dec 10, 2025 | 6.36 | 196.26 | 170.82 | ▼ | $2.84 |
| Dec 9, 2025 | 6.58 | 197.93 | 171.59 | ▼ | $1.22 |
| Dec 8, 2025 | 6.90 | 199.15 | 171.53 | ▼ | $0.58 |
| Dec 5, 2025 | 7.00 | 196.17 | 168.17 | ▲ | $3.17 |
| Dec 4, 2025 | 7.26 | 197.65 | 168.63 | ▼ | $0.97 |
| Dec 3, 2025 | 7.43 | 194.21 | 164.47 | ▲ | $3.80 |
| Dec 2, 2025 | 7.75 | 196.75 | 165.76 | ▲ | -$1.91 |
| Dec 1, 2025 | 7.90 | 195.47 | 163.87 | ▲ | $1.58 |
| Nov 28, 2025 | 8.00 | 192.75 | 160.75 | ▲ | $2.92 |
| Nov 26, 2025 | 8.33 | 196.67 | 163.34 | ▲ | -$3.25 |
| Nov 25, 2025 | 8.58 | 194.78 | 160.45 | ▲ | $2.39 |
| Nov 24, 2025 | 8.24 | 198.83 | 165.86 | ▲ | -$4.73 |
| Nov 21, 2025 | 8.34 | 195.35 | 162.00 | ▲ | $3.67 |
| Nov 20, 2025 | 8.08 | 196.56 | 164.23 | ▲ | -$1.71 |
| Nov 19, 2025 | 7.47 | 201.20 | 171.33 | ▲ | -$5.87 |
| Nov 18, 2025 | 7.54 | 196.19 | 166.04 | ▲ | $5.15 |
| Nov 17, 2025 | 7.58 | 201.55 | 171.22 | ▲ | -$5.27 |
| Nov 14, 2025 | 7.72 | 205.34 | 174.47 | ▲ | -$3.52 |
| Nov 13, 2025 | 7.51 | 201.62 | 171.58 | ▲ | $3.31 |
| Nov 12, 2025 | 7.32 | 208.18 | 178.89 | ▲ | -$6.93 |
| Nov 11, 2025 | 7.52 | 207.93 | 177.86 | ▲ | $0.63 |
| Nov 10, 2025 | 7.50 | 213.81 | 183.83 | ▼ | $5.92 |
| Nov 7, 2025 | 7.17 | 202.28 | 173.59 | ▲ | $10.88 |
| Nov 6, 2025 | 7.00 | 201.86 | 173.86 | ▲ | $0.07 |
| Nov 5, 2025 | 6.68 | 208.30 | 181.59 | ▼ | $7.08 |
| Nov 4, 2025 | 6.56 | 211.53 | 185.30 | ▼ | $3.47 |
| Nov 3, 2025 | 6.37 | 219.38 | 193.90 | ▼ | $8.23 |
| Oct 31, 2025 | 6.18 | 214.57 | 189.86 | ▼ | -$4.43 |
| Oct 30, 2025 | 6.20 | 215.05 | 190.25 | ▼ | $0.44 |