NVIDIA CP · 🇺🇸 United States
214.10
-3.15 (-1.45%)
At close: Oct 16, 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 -20.9% annually with a max drawdown of 874.8% over 1,504 trading days (236 signal cycles).
Performance Ratios
Profit Factor1.05 ★★★★★
Max Drawdown-874.80% ★★★★★
P/L USD$60.20 ★★★★★
Day profit$0.04 ★★★★★
Avg Cycle P/L$0.26 ★★★★★
CAGR-20.88% ★★★★★
Sharpe Ratio-0.21 ★★★★★
Sortino Ratio-0.30 ★★★★★
Calmar Ratio-0.01 ★★★★★
Volatility50.22% ★★★★★
VaR 95-5.25% ★★★★★
VaR 99-7.40% ★★★★★
Win to Loss Ratio50.47% ★★★★★
Profit to Loss Ratio1.03 ★★★★★
Signal Cycles236 ★★★★★
Trading days1,504 ★★★★★
Days Long583 ★★★★★
Days Short922 ★★★★★
Equity Curve
| Date | ATR | Upper | Lower | Buy/Sell | P/L |
|---|---|---|---|---|---|
| Oct 16, 2026 | 5.98 | 226.06 | 202.15 | ▲ | |
| Oct 15, 2026 | 6.03 | 229.32 | 205.20 | ▲ | -$3.15 |
| Oct 14, 2026 | 5.84 | 233.01 | 209.65 | ▲ | -$4.07 |
| Oct 13, 2026 | 5.60 | 239.76 | 217.35 | ▲ | -$7.23 |
| Oct 12, 2026 | 5.60 | 237.54 | 215.15 | ▲ | $2.21 |
| Oct 9, 2026 | 5.69 | 240.69 | 217.93 | ▲ | -$2.96 |
| Oct 8, 2026 | 5.76 | 242.02 | 218.99 | ▲ | -$1.19 |
| Oct 7, 2026 | 5.61 | 248.71 | 226.28 | ▼ | $7.00 |
| Oct 6, 2026 | 5.82 | 250.85 | 227.58 | ▼ | $1.72 |
| Oct 5, 2026 | 5.92 | 250.71 | 227.02 | ▼ | -$0.35 |
| Oct 2, 2026 | 5.91 | 245.80 | 222.17 | ▼ | -$4.88 |
| Oct 1, 2026 | 5.82 | 242.53 | 219.23 | ▼ | -$3.10 |
| Sep 30, 2026 | 5.96 | 240.27 | 216.45 | ▼ | -$2.53 |
| Sep 29, 2026 | 6.01 | 239.21 | 215.16 | ▼ | -$1.17 |
| Sep 28, 2026 | 6.02 | 240.93 | 216.83 | ▼ | $1.69 |
| Sep 25, 2026 | 5.86 | 236.75 | 213.33 | ▼ | -$3.84 |
| Sep 24, 2026 | 6.02 | 236.59 | 212.52 | ▼ | -$0.48 |
| Sep 23, 2026 | 6.14 | 237.82 | 213.26 | ▼ | $0.98 |
| Sep 22, 2026 | 6.23 | 241.37 | 216.44 | ▼ | $3.36 |
| Sep 21, 2026 | 6.45 | 240.30 | 214.50 | ▼ | -$1.50 |
| Sep 18, 2026 | 6.41 | 235.06 | 209.42 | ▼ | -$5.16 |
| Sep 17, 2026 | 6.54 | 232.41 | 206.23 | ▼ | -$2.92 |
| Sep 16, 2026 | 6.58 | 227.05 | 200.71 | ▲ | $5.45 |
| Sep 15, 2026 | 6.74 | 225.62 | 198.67 | ▲ | $1.73 |
| Sep 14, 2026 | 7.03 | 225.04 | 196.92 | ▲ | $1.16 |
| Sep 11, 2026 | 6.85 | 232.01 | 204.62 | ▲ | -$7.34 |
| Sep 10, 2026 | 7.08 | 232.54 | 204.24 | ▲ | -$0.07 |
| Sep 9, 2026 | 7.14 | 237.72 | 209.15 | ▼ | $5.05 |
| Sep 8, 2026 | 7.48 | 240.47 | 210.53 | ▼ | $2.06 |
| Sep 4, 2026 | 7.38 | 244.83 | 215.32 | ▼ | $4.58 |
| Sep 3, 2026 | 7.46 | 243.09 | 213.26 | ▼ | -$1.90 |
| Sep 2, 2026 | 7.57 | 239.27 | 209.01 | ▼ | -$4.04 |
| Sep 1, 2026 | 7.34 | 231.84 | 202.50 | ▼ | -$6.97 |
| Aug 31, 2026 | 7.47 | 235.44 | 205.57 | ▼ | $3.33 |
| Aug 28, 2026 | 7.65 | 232.64 | 202.02 | ▼ | -$3.17 |
| Aug 27, 2026 | 7.29 | 242.29 | 213.13 | ▼ | $10.37 |
| Aug 26, 2026 | 6.26 | 221.95 | 196.93 | ▲ | $18.26 |
| Aug 25, 2026 | 6.40 | 225.58 | 199.98 | ▲ | -$3.34 |
| Aug 24, 2026 | 6.41 | 221.05 | 195.41 | ▲ | $4.55 |
| Aug 21, 2026 | 6.26 | 227.03 | 201.98 | ▲ | -$6.28 |
| Aug 20, 2026 | 6.42 | 229.43 | 203.75 | ▲ | -$2.09 |
| Aug 19, 2026 | 6.59 | 230.48 | 204.12 | ▲ | -$0.71 |
| Aug 18, 2026 | 6.63 | 232.78 | 206.27 | ▼ | $2.22 |
| Aug 17, 2026 | 6.65 | 238.09 | 211.50 | ▼ | $5.27 |
| Aug 14, 2026 | 6.92 | 238.78 | 211.09 | ▼ | $0.15 |
| Aug 13, 2026 | 7.23 | 239.54 | 210.62 | ▼ | $0.14 |
| Aug 12, 2026 | 7.52 | 238.90 | 208.84 | ▼ | -$1.21 |
| Aug 11, 2026 | 7.51 | 232.26 | 202.21 | ▼ | -$6.64 |
| Aug 10, 2026 | 7.62 | 232.53 | 202.04 | ▼ | $0.05 |
| Aug 7, 2026 | 7.64 | 239.03 | 208.46 | ▼ | $6.45 |
| Aug 6, 2026 | 7.78 | 234.28 | 203.15 | ▼ | -$5.03 |
| Aug 5, 2026 | 7.87 | 234.74 | 203.26 | ▼ | $0.29 |
| Aug 4, 2026 | 7.68 | 227.04 | 196.31 | ▼ | -$7.33 |
| Aug 3, 2026 | 7.78 | 222.00 | 190.86 | ▼ | -$5.24 |
| Jul 31, 2026 | 7.47 | 215.49 | 185.61 | ▲ | $5.88 |
| Jul 30, 2026 | 7.50 | 209.81 | 179.80 | ▲ | $5.75 |
| Jul 29, 2026 | 7.52 | 204.81 | 174.73 | ▲ | $5.03 |
| Jul 28, 2026 | 7.55 | 211.91 | 181.70 | ▲ | -$7.03 |
| Jul 27, 2026 | 7.67 | 211.61 | 180.92 | ▲ | $0.54 |
| Jul 24, 2026 | 7.24 | 221.12 | 192.14 | ▼ | $10.37 |
| Jul 23, 2026 | 7.26 | 223.06 | 194.04 | ▼ | $1.92 |
| Jul 22, 2026 | 7.35 | 226.49 | 197.11 | ▼ | $3.25 |
| Jul 21, 2026 | 7.19 | 221.42 | 192.66 | ▼ | -$4.76 |
| Jul 20, 2026 | 7.33 | 217.74 | 188.42 | ▲ | $3.96 |
| Jul 17, 2026 | 7.47 | 217.52 | 187.62 | ▲ | $0.51 |
| Jul 16, 2026 | 7.32 | 221.83 | 192.54 | ▼ | $4.62 |
| Jul 15, 2026 | 7.37 | 227.03 | 197.55 | ▼ | $5.11 |
| Jul 14, 2026 | 7.34 | 226.26 | 196.90 | ▼ | -$0.71 |
| Jul 13, 2026 | 7.21 | 217.70 | 188.85 | ▼ | -$8.31 |
| Jul 10, 2026 | 7.15 | 225.02 | 196.40 | ▼ | $7.43 |
| Jul 9, 2026 | 7.01 | 216.60 | 188.56 | ▼ | -$8.12 |
| Jul 8, 2026 | 7.12 | 218.15 | 189.68 | ▼ | $1.34 |
| Jul 7, 2026 | 6.89 | 210.47 | 182.91 | ▲ | $7.23 |
| Jul 6, 2026 | 6.86 | 209.02 | 181.59 | ▲ | $1.39 |
| Jul 2, 2026 | 7.11 | 208.86 | 180.40 | ▲ | $0.68 |
| Jul 1, 2026 | 7.07 | 211.52 | 183.24 | ▲ | -$2.75 |
| Jun 30, 2026 | 7.10 | 214.09 | 185.67 | ▲ | -$2.51 |
| Jun 29, 2026 | 7.22 | 209.17 | 180.30 | ▲ | $5.15 |
| Jun 26, 2026 | 7.28 | 206.85 | 177.73 | ▲ | $2.45 |
| Jun 25, 2026 | 7.49 | 210.53 | 180.57 | ▲ | -$3.26 |
| Jun 24, 2026 | 7.40 | 213.61 | 184.00 | ▲ | -$3.25 |
| Jun 23, 2026 | 7.58 | 214.96 | 184.64 | ▲ | -$1.00 |
| Jun 22, 2026 | 7.50 | 223.44 | 193.46 | ▲ | -$8.65 |
| Jun 18, 2026 | 7.59 | 225.60 | 195.25 | ▼ | $1.98 |
| Jun 17, 2026 | 7.65 | 219.71 | 189.09 | ▲ | $6.03 |
| Jun 16, 2026 | 7.77 | 222.74 | 191.66 | ▲ | -$2.80 |
| Jun 15, 2026 | 7.98 | 228.14 | 196.23 | ▼ | $4.98 |
| Jun 12, 2026 | 8.01 | 220.95 | 188.91 | ▲ | $7.25 |
| Jun 11, 2026 | 8.35 | 221.36 | 187.97 | ▲ | $0.27 |
| Jun 10, 2026 | 8.52 | 217.26 | 183.18 | ▲ | $4.44 |
| Jun 9, 2026 | 8.54 | 225.06 | 190.92 | ▲ | -$7.77 |
| Jun 8, 2026 | 8.27 | 224.92 | 191.84 | ▲ | -$0.39 |
| Jun 5, 2026 | 8.50 | 221.89 | 187.90 | ▲ | $3.49 |
| Jun 4, 2026 | 8.05 | 234.50 | 202.28 | ▼ | $13.50 |
| Jun 3, 2026 | 7.86 | 229.96 | 198.52 | ▲ | $4.15 |
| Jun 2, 2026 | 7.83 | 237.96 | 206.63 | ▼ | $8.05 |
| Jun 1, 2026 | 7.60 | 239.01 | 208.62 | ▼ | $1.53 |
| May 29, 2026 | 7.12 | 224.88 | 196.39 | ▲ | $13.18 |
| May 28, 2026 | 7.15 | 228.04 | 199.43 | ▲ | -$3.10 |
| May 27, 2026 | 7.37 | 226.88 | 197.39 | ▲ | $1.60 |
| May 26, 2026 | 7.48 | 229.30 | 199.40 | ▲ | -$2.22 |
| May 22, 2026 | 7.57 | 230.02 | 199.72 | ▲ | -$0.52 |
| May 21, 2026 | 7.68 | 234.34 | 203.63 | ▼ | $4.11 |
| May 20, 2026 | 7.54 | 238.01 | 207.85 | ▼ | $3.94 |
| May 19, 2026 | 7.69 | 235.51 | 204.77 | ▼ | -$2.79 |
| May 18, 2026 | 7.77 | 237.33 | 206.25 | ▼ | $1.65 |
| May 15, 2026 | 7.48 | 239.80 | 209.88 | ▼ | $3.04 |
| May 14, 2026 | 7.17 | 249.52 | 220.83 | ▼ | $10.33 |
| May 13, 2026 | 6.90 | 239.14 | 211.53 | ▼ | -$9.84 |
| May 12, 2026 | 6.89 | 234.04 | 206.48 | ▼ | -$5.08 |
| May 11, 2026 | 6.75 | 232.46 | 205.47 | ▼ | -$1.30 |
| May 8, 2026 | 6.62 | 227.92 | 201.45 | ▼ | -$4.28 |
| May 7, 2026 | 6.64 | 224.26 | 197.71 | ▼ | -$3.69 |
| May 6, 2026 | 6.56 | 220.49 | 194.26 | ▼ | -$3.61 |
| May 5, 2026 | 6.16 | 208.36 | 183.72 | ▲ | $11.34 |
| May 4, 2026 | 6.31 | 210.62 | 185.40 | ▲ | -$1.97 |
| May 1, 2026 | 6.26 | 210.50 | 185.46 | ▲ | $0.03 |
| Apr 30, 2026 | 6.29 | 211.72 | 186.55 | ▲ | -$1.16 |
| Apr 29, 2026 | 5.89 | 220.56 | 197.02 | ▼ | $9.65 |
| Apr 28, 2026 | 5.91 | 224.48 | 200.83 | ▼ | $3.86 |
| Apr 27, 2026 | 5.72 | 227.58 | 204.70 | ▼ | $3.48 |
| Apr 24, 2026 | 5.44 | 218.64 | 196.90 | ▼ | -$8.36 |
| Apr 23, 2026 | 4.99 | 209.18 | 189.23 | ▼ | -$8.57 |
| Apr 22, 2026 | 4.86 | 211.74 | 192.28 | ▼ | $2.81 |
| Apr 21, 2026 | 4.97 | 209.35 | 189.46 | ▼ | -$2.60 |
| Apr 20, 2026 | 5.07 | 211.72 | 191.44 | ▼ | $2.17 |
| Apr 17, 2026 | 5.13 | 211.50 | 191.00 | ▼ | -$0.33 |
| Apr 16, 2026 | 5.26 | 208.45 | 187.40 | ▼ | -$3.32 |
| Apr 15, 2026 | 5.36 | 209.11 | 187.68 | ▼ | $0.47 |
| Apr 14, 2026 | 5.41 | 206.90 | 185.27 | ▼ | -$2.31 |
| Apr 13, 2026 | 5.27 | 199.39 | 178.32 | ▼ | -$7.24 |
| Apr 10, 2026 | 5.37 | 198.96 | 177.47 | ▼ | -$0.63 |
| Apr 9, 2026 | 5.32 | 194.16 | 172.87 | ▼ | -$4.70 |
| Apr 8, 2026 | 5.47 | 192.61 | 170.75 | ▼ | -$1.83 |
| Apr 7, 2026 | 5.34 | 188.34 | 167.00 | ▼ | -$4.01 |
| Apr 6, 2026 | 5.40 | 188.05 | 166.45 | ▼ | -$0.42 |
| Apr 2, 2026 | 5.66 | 188.32 | 165.69 | ▼ | -$0.25 |
| Apr 1, 2026 | 5.62 | 186.57 | 164.09 | ▼ | -$1.67 |
| Mar 31, 2026 | 5.82 | 185.63 | 162.34 | ▲ | $1.35 |
| Mar 30, 2026 | 5.55 | 175.87 | 153.67 | ▲ | $9.22 |
| Mar 27, 2026 | 5.58 | 178.27 | 155.97 | ▲ | -$2.35 |
| Mar 26, 2026 | 5.68 | 182.20 | 159.47 | ▲ | -$3.72 |
| Mar 25, 2026 | 5.54 | 189.38 | 167.21 | ▲ | -$7.46 |
| Mar 24, 2026 | 5.50 | 185.79 | 163.78 | ▲ | $3.51 |
| Mar 23, 2026 | 5.75 | 186.73 | 163.71 | ▲ | -$0.44 |
| Mar 20, 2026 | 5.76 | 183.85 | 160.80 | ▲ | $2.90 |
| Mar 19, 2026 | 5.68 | 189.52 | 166.82 | ▲ | -$5.85 |
| Mar 18, 2026 | 5.76 | 191.52 | 168.49 | ▲ | -$1.83 |
| Mar 17, 2026 | 5.97 | 193.44 | 169.56 | ▲ | -$1.50 |
| Mar 16, 2026 | 6.14 | 195.11 | 170.54 | ▲ | -$1.32 |
| Mar 13, 2026 | 5.95 | 191.72 | 167.91 | ▲ | $3.01 |
| Mar 12, 2026 | 5.94 | 194.58 | 170.83 | ▲ | -$2.89 |
| Mar 11, 2026 | 6.07 | 197.72 | 173.45 | ▼ | $2.88 |
| Mar 10, 2026 | 6.29 | 196.89 | 171.73 | ▼ | -$1.27 |
| Mar 9, 2026 | 6.44 | 195.07 | 169.32 | ▲ | $2.12 |
| Mar 6, 2026 | 6.37 | 190.15 | 164.69 | ▲ | $4.78 |
| Mar 5, 2026 | 6.35 | 195.64 | 170.22 | ▲ | -$5.51 |
| Mar 4, 2026 | 6.37 | 195.38 | 169.89 | ▲ | $0.30 |
| Mar 3, 2026 | 6.50 | 192.62 | 166.60 | ▲ | $3.03 |
| Mar 2, 2026 | 6.57 | 195.22 | 168.92 | ▲ | -$2.46 |
| Feb 27, 2026 | 6.40 | 189.60 | 163.99 | ▲ | $5.28 |
| Feb 26, 2026 | 6.24 | 196.92 | 171.96 | ▲ | -$7.65 |
| Feb 25, 2026 | 5.86 | 206.80 | 183.35 | ▼ | $10.64 |
| Feb 24, 2026 | 5.95 | 204.32 | 180.53 | ▼ | -$2.66 |
| Feb 23, 2026 | 5.92 | 202.96 | 179.28 | ▼ | -$1.30 |
| Feb 20, 2026 | 6.04 | 201.43 | 177.27 | ▼ | -$1.77 |
| Feb 19, 2026 | 6.17 | 199.77 | 175.10 | ▼ | -$1.91 |
| Feb 18, 2026 | 6.43 | 200.38 | 174.66 | ▼ | $0.08 |
| Feb 17, 2026 | 6.51 | 197.54 | 171.51 | ▲ | $3.00 |
| Feb 13, 2026 | 6.40 | 195.19 | 169.61 | ▲ | $2.13 |
| Feb 12, 2026 | 6.43 | 199.39 | 173.65 | ▼ | $4.12 |
| Feb 11, 2026 | 6.38 | 202.35 | 176.83 | ▼ | $3.07 |
| Feb 10, 2026 | 6.51 | 201.09 | 175.07 | ▼ | -$1.51 |
| Feb 9, 2026 | 6.67 | 202.97 | 176.28 | ▼ | $1.54 |
| Feb 6, 2026 | 6.44 | 197.84 | 172.08 | ▼ | -$4.66 |
| Feb 5, 2026 | 5.78 | 183.05 | 159.95 | ▲ | $13.46 |
| Feb 4, 2026 | 5.77 | 185.31 | 162.22 | ▲ | -$2.26 |
| Feb 3, 2026 | 5.57 | 191.08 | 168.81 | ▲ | -$6.18 |
| Feb 2, 2026 | 5.23 | 195.66 | 174.74 | ▲ | -$5.26 |
| Jan 30, 2026 | 5.15 | 200.98 | 180.36 | ▼ | $5.47 |
| Jan 29, 2026 | 5.17 | 202.37 | 181.70 | ▼ | $1.37 |
| Jan 28, 2026 | 5.00 | 201.05 | 181.06 | ▼ | -$0.98 |
| Jan 27, 2026 | 5.09 | 198.28 | 177.92 | ▼ | -$2.96 |
| Jan 26, 2026 | 5.15 | 196.37 | 175.75 | ▼ | -$2.04 |
| Jan 23, 2026 | 5.31 | 197.84 | 176.59 | ▼ | $1.16 |
| Jan 22, 2026 | 5.35 | 195.10 | 173.68 | ▼ | -$2.82 |
| Jan 21, 2026 | 5.55 | 194.02 | 171.82 | ▲ | $1.47 |
| Jan 20, 2026 | 5.41 | 188.46 | 166.81 | ▲ | $5.28 |
| Jan 16, 2026 | 5.17 | 196.12 | 175.44 | ▼ | $8.14 |
| Jan 15, 2026 | 5.24 | 197.11 | 176.16 | ▼ | $0.86 |
| Jan 14, 2026 | 5.14 | 192.97 | 172.42 | ▲ | $3.94 |
| Jan 13, 2026 | 5.15 | 195.68 | 175.10 | ▼ | $2.70 |
| Jan 12, 2026 | 5.18 | 194.85 | 174.12 | ▲ | $0.91 |
| Jan 9, 2026 | 5.27 | 194.99 | 173.92 | ▲ | $0.03 |
| Jan 8, 2026 | 5.47 | 195.52 | 173.65 | ▲ | -$0.13 |
| Jan 7, 2026 | 5.44 | 199.53 | 177.77 | ▼ | $4.07 |
| Jan 6, 2026 | 5.49 | 197.81 | 175.85 | ▼ | -$1.82 |
| Jan 5, 2026 | 5.50 | 198.71 | 176.69 | ▼ | $0.87 |
| Jan 2, 2026 | 5.35 | 199.09 | 177.68 | ▼ | $0.69 |
| Dec 31, 2025 | 5.27 | 196.63 | 175.55 | ▼ | -$2.29 |