NVIDIA CP · 🇺🇸 United States
218.68
+4.20 (+1.96%)
At close: Jun 4, 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 -25.7% annually with a max drawdown of 1,099.8% over 1,504 trading days (231 signal cycles).
Performance Ratios
Profit Factor1.02 ★★★★★
Max Drawdown-1,099.75% ★★★★★
P/L USD$22.65 ★★★★★
Day profit$0.02 ★★★★★
Avg Cycle P/L$0.10 ★★★★★
CAGR-25.70% ★★★★★
Sharpe Ratio-0.33 ★★★★★
Sortino Ratio-0.46 ★★★★★
Calmar Ratio-0.02 ★★★★★
Volatility50.56% ★★★★★
VaR 95-5.31% ★★★★★
VaR 99-7.48% ★★★★★
Win to Loss Ratio50.10% ★★★★★
Profit to Loss Ratio1.02 ★★★★★
Signal Cycles231 ★★★★★
Trading days1,504 ★★★★★
Days Long560 ★★★★★
Days Short945 ★★★★★
Equity Curve
| Date | ATR | Upper | Lower | Buy/Sell | P/L |
|---|---|---|---|---|---|
| Jun 4, 2026 | 8.07 | 234.82 | 202.54 | ▼ | |
| Jun 3, 2026 | 7.87 | 230.22 | 198.73 | ▲ | $4.20 |
| Jun 2, 2026 | 7.84 | 238.27 | 206.91 | ▼ | $8.12 |
| Jun 1, 2026 | 7.60 | 239.26 | 208.87 | ▼ | $1.47 |
| May 29, 2026 | 7.13 | 225.18 | 196.67 | ▲ | $13.14 |
| May 28, 2026 | 7.16 | 228.30 | 199.66 | ▲ | -$3.06 |
| May 27, 2026 | 7.38 | 227.09 | 197.55 | ▲ | $1.66 |
| May 26, 2026 | 7.48 | 229.55 | 199.61 | ▲ | -$2.26 |
| May 22, 2026 | 7.59 | 230.23 | 199.87 | ▲ | -$0.47 |
| May 21, 2026 | 7.69 | 234.62 | 203.85 | ▼ | $4.18 |
| May 20, 2026 | 7.55 | 238.34 | 208.14 | ▼ | $4.01 |
| May 19, 2026 | 7.70 | 235.78 | 204.99 | ▼ | -$2.86 |
| May 18, 2026 | 7.78 | 237.59 | 206.47 | ▼ | $1.65 |
| May 15, 2026 | 7.48 | 240.06 | 210.12 | ▼ | $3.06 |
| May 14, 2026 | 7.18 | 249.79 | 221.08 | ▼ | $10.35 |
| May 13, 2026 | 6.91 | 239.35 | 211.72 | ▼ | -$9.90 |
| May 12, 2026 | 6.90 | 234.35 | 206.75 | ▼ | -$4.99 |
| May 11, 2026 | 6.75 | 232.71 | 205.72 | ▼ | -$1.34 |
| May 8, 2026 | 6.63 | 228.23 | 201.73 | ▼ | -$4.24 |
| May 7, 2026 | 6.65 | 224.53 | 197.93 | ▼ | -$3.75 |
| May 6, 2026 | 6.57 | 220.76 | 194.47 | ▼ | -$3.61 |
| May 5, 2026 | 6.18 | 208.60 | 183.90 | ▲ | $11.37 |
| May 4, 2026 | 6.33 | 210.93 | 185.62 | ▲ | -$2.03 |
| May 1, 2026 | 6.28 | 210.75 | 185.65 | ▲ | $0.08 |
| Apr 30, 2026 | 6.30 | 211.97 | 186.75 | ▲ | -$1.16 |
| Apr 29, 2026 | 5.89 | 220.82 | 197.25 | ▼ | $9.67 |
| Apr 28, 2026 | 5.92 | 224.74 | 201.07 | ▼ | $3.87 |
| Apr 27, 2026 | 5.73 | 227.83 | 204.93 | ▼ | $3.48 |
| Apr 24, 2026 | 5.45 | 218.90 | 197.12 | ▼ | -$8.37 |
| Apr 23, 2026 | 4.99 | 209.37 | 189.40 | ▼ | -$8.63 |
| Apr 22, 2026 | 4.87 | 212.02 | 192.55 | ▼ | $2.90 |
| Apr 21, 2026 | 4.97 | 209.58 | 189.69 | ▼ | -$2.65 |
| Apr 20, 2026 | 5.06 | 211.97 | 191.72 | ▼ | $2.22 |
| Apr 17, 2026 | 5.12 | 211.71 | 191.23 | ▼ | -$0.38 |
| Apr 16, 2026 | 5.26 | 208.66 | 187.63 | ▼ | -$3.32 |
| Apr 15, 2026 | 5.35 | 209.36 | 187.96 | ▼ | $0.51 |
| Apr 14, 2026 | 5.41 | 207.06 | 185.44 | ▼ | -$2.41 |
| Apr 13, 2026 | 5.27 | 199.64 | 178.57 | ▼ | -$7.15 |
| Apr 10, 2026 | 5.37 | 199.18 | 177.68 | ▼ | -$0.68 |
| Apr 9, 2026 | 5.32 | 194.36 | 173.08 | ▼ | -$4.71 |
| Apr 8, 2026 | 5.46 | 192.82 | 170.97 | ▼ | -$1.83 |
| Apr 7, 2026 | 5.33 | 188.58 | 167.24 | ▼ | -$3.99 |
| Apr 6, 2026 | 5.40 | 188.24 | 166.66 | ▼ | -$0.46 |
| Apr 2, 2026 | 5.66 | 188.47 | 165.85 | ▼ | -$0.29 |
| Apr 1, 2026 | 5.62 | 186.80 | 164.32 | ▼ | -$1.60 |
| Mar 31, 2026 | 5.82 | 185.86 | 162.57 | ▲ | $1.35 |
| Mar 30, 2026 | 5.55 | 176.05 | 153.87 | ▲ | $9.26 |
| Mar 27, 2026 | 5.58 | 178.50 | 156.19 | ▲ | -$2.39 |
| Mar 26, 2026 | 5.68 | 182.43 | 159.70 | ▲ | -$3.72 |
| Mar 25, 2026 | 5.54 | 189.53 | 167.37 | ▲ | -$7.39 |
| Mar 24, 2026 | 5.50 | 186.02 | 164.00 | ▲ | $3.44 |
| Mar 23, 2026 | 5.75 | 186.96 | 163.94 | ▲ | -$0.44 |
| Mar 20, 2026 | 5.76 | 184.04 | 160.99 | ▲ | $2.94 |
| Mar 19, 2026 | 5.68 | 189.74 | 167.01 | ▲ | -$5.86 |
| Mar 18, 2026 | 5.76 | 191.70 | 168.64 | ▲ | -$1.79 |
| Mar 17, 2026 | 5.98 | 193.69 | 169.79 | ▲ | -$1.57 |
| Mar 16, 2026 | 6.15 | 195.28 | 170.68 | ▲ | -$1.24 |
| Mar 13, 2026 | 5.96 | 191.98 | 168.13 | ▲ | $2.93 |
| Mar 12, 2026 | 5.95 | 194.80 | 171.01 | ▲ | -$2.85 |
| Mar 11, 2026 | 6.08 | 197.94 | 173.64 | ▼ | $2.89 |
| Mar 10, 2026 | 6.30 | 197.12 | 171.93 | ▼ | -$1.27 |
| Mar 9, 2026 | 6.44 | 195.32 | 169.56 | ▲ | $2.08 |
| Mar 6, 2026 | 6.37 | 190.32 | 164.84 | ▲ | $4.86 |
| Mar 5, 2026 | 6.36 | 195.82 | 170.37 | ▲ | -$5.52 |
| Mar 4, 2026 | 6.37 | 195.55 | 170.05 | ▲ | $0.30 |
| Mar 3, 2026 | 6.51 | 192.83 | 166.80 | ▲ | $2.99 |
| Mar 2, 2026 | 6.58 | 195.41 | 169.07 | ▲ | -$2.43 |
| Feb 27, 2026 | 6.41 | 189.78 | 164.13 | ▲ | $5.29 |
| Feb 26, 2026 | 6.25 | 197.15 | 172.14 | ▲ | -$7.69 |
| Feb 25, 2026 | 5.87 | 207.04 | 183.57 | ▼ | $10.66 |
| Feb 24, 2026 | 5.95 | 204.49 | 180.68 | ▼ | -$2.72 |
| Feb 23, 2026 | 5.92 | 203.17 | 179.51 | ▼ | -$1.25 |
| Feb 20, 2026 | 6.04 | 201.65 | 177.49 | ▼ | -$1.77 |
| Feb 19, 2026 | 6.16 | 199.98 | 175.33 | ▼ | -$1.92 |
| Feb 18, 2026 | 6.43 | 200.59 | 174.88 | ▼ | $0.08 |
| Feb 17, 2026 | 6.51 | 197.79 | 171.75 | ▲ | $2.97 |
| Feb 13, 2026 | 6.40 | 195.36 | 169.77 | ▲ | $2.20 |
| Feb 12, 2026 | 6.44 | 199.60 | 173.86 | ▼ | $4.16 |
| Feb 11, 2026 | 6.39 | 202.62 | 177.07 | ▼ | $3.11 |
| Feb 10, 2026 | 6.52 | 201.36 | 175.30 | ▼ | -$1.51 |
| Feb 9, 2026 | 6.69 | 203.20 | 176.46 | ▼ | $1.50 |
| Feb 6, 2026 | 6.46 | 198.08 | 172.26 | ▼ | -$4.66 |
| Feb 5, 2026 | 5.79 | 183.23 | 160.08 | ▲ | $13.51 |
| Feb 4, 2026 | 5.79 | 185.54 | 162.39 | ▲ | -$2.31 |
| Feb 3, 2026 | 5.59 | 191.31 | 168.96 | ▲ | -$6.17 |
| Feb 2, 2026 | 5.25 | 195.86 | 174.87 | ▲ | -$5.23 |
| Jan 30, 2026 | 5.18 | 201.22 | 180.52 | ▼ | $5.51 |
| Jan 29, 2026 | 5.19 | 202.63 | 181.88 | ▼ | $1.38 |
| Jan 28, 2026 | 5.02 | 201.30 | 181.23 | ▼ | -$0.99 |
| Jan 27, 2026 | 5.10 | 198.48 | 178.07 | ▼ | -$2.99 |
| Jan 26, 2026 | 5.17 | 196.56 | 175.90 | ▼ | -$2.05 |
| Jan 23, 2026 | 5.33 | 198.11 | 176.80 | ▼ | $1.23 |
| Jan 22, 2026 | 5.37 | 195.34 | 173.86 | ▼ | -$2.86 |
| Jan 21, 2026 | 5.57 | 194.25 | 171.99 | ▲ | $1.48 |
| Jan 20, 2026 | 5.44 | 188.75 | 167.00 | ▲ | $5.25 |
| Jan 16, 2026 | 5.19 | 196.37 | 175.61 | ▼ | $8.11 |
| Jan 15, 2026 | 5.26 | 197.32 | 176.30 | ▼ | $0.82 |
| Jan 14, 2026 | 5.15 | 193.20 | 172.59 | ▲ | $3.91 |
| Jan 13, 2026 | 5.17 | 195.89 | 175.23 | ▼ | $2.66 |
| Jan 12, 2026 | 5.20 | 195.10 | 174.28 | ▲ | $0.87 |
| Jan 9, 2026 | 5.29 | 195.19 | 174.03 | ▲ | $0.08 |
| Jan 8, 2026 | 5.49 | 195.77 | 173.82 | ▲ | -$0.18 |
| Jan 7, 2026 | 5.46 | 199.82 | 177.98 | ▼ | $4.10 |
| Jan 6, 2026 | 5.51 | 198.01 | 175.96 | ▼ | -$1.91 |
| Jan 5, 2026 | 5.52 | 198.92 | 176.83 | ▼ | $0.89 |
| Jan 2, 2026 | 5.37 | 199.35 | 177.86 | ▼ | $0.73 |
| Dec 31, 2025 | 5.29 | 196.84 | 175.66 | ▼ | -$2.36 |
| Dec 30, 2025 | 5.38 | 198.10 | 176.56 | ▼ | $1.08 |
| Dec 29, 2025 | 5.64 | 199.30 | 176.73 | ▼ | $0.69 |
| Dec 26, 2025 | 5.72 | 201.76 | 178.89 | ▼ | $2.31 |
| Dec 24, 2025 | 5.79 | 199.94 | 176.77 | ▼ | -$1.97 |
| Dec 23, 2025 | 6.04 | 201.07 | 176.92 | ▼ | $0.64 |
| Dec 22, 2025 | 6.01 | 195.50 | 171.47 | ▼ | -$5.51 |
| Dec 19, 2025 | 6.23 | 193.20 | 168.30 | ▼ | -$2.73 |
| Dec 18, 2025 | 6.14 | 186.19 | 161.63 | ▲ | $6.84 |
| Dec 17, 2025 | 6.21 | 183.13 | 158.29 | ▲ | $3.20 |
| Dec 16, 2025 | 6.12 | 189.72 | 165.26 | ▲ | -$6.78 |
| Dec 15, 2025 | 6.31 | 188.71 | 163.47 | ▲ | $1.40 |
| Dec 12, 2025 | 6.54 | 187.90 | 161.75 | ▲ | $1.27 |
| Dec 11, 2025 | 6.41 | 193.55 | 167.90 | ▲ | -$5.90 |
| Dec 10, 2025 | 6.35 | 196.24 | 170.83 | ▼ | $2.81 |
| Dec 9, 2025 | 6.58 | 197.89 | 171.56 | ▼ | $1.19 |
| Dec 8, 2025 | 6.90 | 199.15 | 171.54 | ▼ | $0.61 |
| Dec 5, 2025 | 7.00 | 196.21 | 168.20 | ▲ | $3.14 |
| Dec 4, 2025 | 7.25 | 197.64 | 168.63 | ▼ | $0.93 |
| Dec 3, 2025 | 7.43 | 194.21 | 164.48 | ▲ | $3.79 |
| Dec 2, 2025 | 7.74 | 196.73 | 165.76 | ▲ | -$1.90 |
| Dec 1, 2025 | 7.90 | 195.52 | 163.91 | ▲ | $1.53 |
| Nov 28, 2025 | 8.00 | 192.80 | 160.80 | ▲ | $2.92 |
| Nov 26, 2025 | 8.32 | 196.70 | 163.40 | ▲ | -$3.25 |
| Nov 25, 2025 | 8.57 | 194.73 | 160.43 | ▲ | $2.47 |
| Nov 24, 2025 | 8.23 | 198.80 | 165.88 | ▲ | -$4.76 |
| Nov 21, 2025 | 8.32 | 195.32 | 162.02 | ▲ | $3.67 |
| Nov 20, 2025 | 8.07 | 196.57 | 164.28 | ▲ | -$1.76 |
| Nov 19, 2025 | 7.46 | 201.21 | 171.39 | ▲ | -$5.88 |
| Nov 18, 2025 | 7.53 | 196.22 | 166.09 | ▲ | $5.15 |
| Nov 17, 2025 | 7.58 | 201.54 | 171.22 | ▲ | -$5.22 |
| Nov 14, 2025 | 7.71 | 205.37 | 174.52 | ▲ | -$3.57 |
| Nov 13, 2025 | 7.51 | 201.62 | 171.60 | ▲ | $3.34 |
| Nov 12, 2025 | 7.31 | 208.21 | 178.95 | ▲ | -$6.97 |
| Nov 11, 2025 | 7.52 | 207.92 | 177.85 | ▲ | $0.69 |
| Nov 10, 2025 | 7.50 | 213.82 | 183.83 | ▼ | $5.94 |
| Nov 7, 2025 | 7.17 | 202.22 | 173.56 | ▲ | $10.94 |
| Nov 6, 2025 | 7.00 | 201.81 | 173.82 | ▲ | $0.07 |
| Nov 5, 2025 | 6.67 | 208.31 | 181.65 | ▼ | $7.17 |
| Nov 4, 2025 | 6.55 | 211.55 | 185.35 | ▼ | $3.47 |
| Nov 3, 2025 | 6.37 | 219.33 | 193.87 | ▼ | $8.15 |
| Oct 31, 2025 | 6.18 | 214.61 | 189.89 | ▼ | -$4.35 |
| Oct 30, 2025 | 6.20 | 215.05 | 190.25 | ▼ | $0.40 |
| Oct 29, 2025 | 6.24 | 219.25 | 194.27 | ▼ | $4.11 |
| Oct 28, 2025 | 5.87 | 212.54 | 189.06 | ▼ | -$5.96 |
| Oct 27, 2025 | 5.43 | 202.13 | 180.41 | ▼ | -$9.52 |
| Oct 24, 2025 | 5.41 | 196.86 | 175.23 | ▼ | -$5.23 |
| Oct 23, 2025 | 5.41 | 192.74 | 171.09 | ▲ | $4.13 |
| Oct 22, 2025 | 5.58 | 191.23 | 168.92 | ▲ | $1.84 |
| Oct 21, 2025 | 5.50 | 191.89 | 169.91 | ▲ | -$0.83 |
| Oct 20, 2025 | 5.69 | 193.80 | 171.06 | ▲ | -$1.53 |
| Oct 17, 2025 | 5.86 | 194.73 | 171.29 | ▲ | -$0.58 |
| Oct 16, 2025 | 5.98 | 193.56 | 169.64 | ▲ | $1.41 |
| Oct 15, 2025 | 6.17 | 191.95 | 167.29 | ▲ | $1.98 |
| Oct 14, 2025 | 6.06 | 191.93 | 167.70 | ▲ | -$0.20 |
| Oct 13, 2025 | 5.86 | 199.78 | 176.34 | ▼ | $8.25 |
| Oct 10, 2025 | 5.77 | 194.45 | 171.35 | ▲ | $5.16 |
| Oct 9, 2025 | 5.17 | 202.65 | 181.96 | ▼ | $9.40 |
| Oct 8, 2025 | 5.10 | 199.09 | 178.69 | ▼ | -$3.41 |
| Oct 7, 2025 | 5.14 | 195.07 | 174.51 | ▼ | -$4.10 |
| Oct 6, 2025 | 5.14 | 195.57 | 174.99 | ▼ | $0.49 |
| Oct 3, 2025 | 5.21 | 197.83 | 176.98 | ▼ | $2.12 |
| Oct 2, 2025 | 5.23 | 199.09 | 178.18 | ▼ | $1.23 |
| Oct 1, 2025 | 5.34 | 197.70 | 176.34 | ▼ | -$1.61 |
| Sep 30, 2025 | 5.43 | 197.18 | 175.47 | ▼ | -$0.70 |
| Sep 29, 2025 | 5.40 | 192.38 | 170.80 | ▼ | -$4.73 |
| Sep 26, 2025 | 5.36 | 188.67 | 167.23 | ▼ | -$3.64 |
| Sep 25, 2025 | 5.40 | 188.25 | 166.64 | ▼ | -$0.50 |
| Sep 24, 2025 | 5.27 | 187.26 | 166.18 | ▼ | -$0.73 |
| Sep 23, 2025 | 5.33 | 188.85 | 167.51 | ▼ | $1.46 |
| Sep 22, 2025 | 5.18 | 193.71 | 173.00 | ▼ | $5.17 |
| Sep 19, 2025 | 4.82 | 186.10 | 166.82 | ▼ | -$6.90 |
| Sep 18, 2025 | 4.96 | 185.97 | 166.11 | ▼ | -$0.42 |
| Sep 17, 2025 | 4.82 | 179.74 | 160.44 | ▲ | $5.95 |
| Sep 16, 2025 | 4.70 | 184.07 | 165.27 | ▲ | -$4.58 |
| Sep 15, 2025 | 4.80 | 187.11 | 167.90 | ▼ | $2.83 |
| Sep 12, 2025 | 4.84 | 187.25 | 167.90 | ▼ | $0.07 |
| Sep 11, 2025 | 5.04 | 187.05 | 166.88 | ▼ | -$0.61 |
| Sep 10, 2025 | 5.14 | 187.40 | 166.84 | ▼ | $0.15 |
| Sep 9, 2025 | 4.88 | 180.31 | 160.79 | ▲ | $6.57 |
| Sep 8, 2025 | 4.93 | 177.96 | 158.24 | ▲ | $2.45 |
| Sep 5, 2025 | 5.00 | 176.78 | 156.77 | ▲ | $1.32 |
| Sep 4, 2025 | 4.80 | 181.06 | 161.85 | ▲ | -$4.68 |
| Sep 3, 2025 | 4.98 | 180.33 | 160.41 | ▲ | $1.08 |
| Sep 2, 2025 | 5.09 | 180.72 | 160.35 | ▲ | -$0.16 |
| Aug 29, 2025 | 4.95 | 183.87 | 164.07 | ▲ | -$3.43 |
| Aug 28, 2025 | 4.79 | 189.50 | 170.33 | ▼ | $5.94 |
| Aug 27, 2025 | 4.54 | 190.47 | 172.30 | ▼ | $1.47 |
| Aug 26, 2025 | 4.63 | 190.76 | 172.24 | ▼ | $0.12 |
| Aug 25, 2025 | 4.72 | 188.98 | 170.12 | ▼ | -$1.95 |
| Aug 22, 2025 | 4.67 | 187.07 | 168.40 | ▲ | $1.82 |
| Aug 21, 2025 | 4.46 | 183.68 | 165.84 | ▲ | $2.98 |
| Aug 20, 2025 | 4.56 | 184.27 | 166.01 | ▲ | -$0.38 |
| Aug 19, 2025 | 4.36 | 184.14 | 166.71 | ▲ | -$0.28 |