NVIDIA CP · 🇺🇸 United States
214.10
-3.15 (-1.45%)
At close: Oct 16, 2026
Description
Commodity Channel Index — developed by Donald Lambert (1980). Measures how far price deviates from its statistical mean. Originally designed for commodities but works on any asset. Readings above +100 suggest strong uptrend.
This strategy would have returned 33.0% annually with a max drawdown of 61.1% over 1,504 trading days (5 signal cycles).
Performance Ratios
Profit Factor1.11 ★★★★★
Max Drawdown-61.14% ★★★★★
P/L USD$141.57 ★★★★★
Day profit$0.09 ★★★★★
Avg Cycle P/L$28.31 ★★★★★
CAGR32.97% ★★★★★
Sharpe Ratio0.82 ★★★★★
Sortino Ratio1.24 ★★★★★
Calmar Ratio0.67 ★★★★★
Volatility50.16% ★★★★★
VaR 95-5.04% ★★★★★
VaR 99-7.19% ★★★★★
Win to Loss Ratio52.06% ★★★★★
Profit to Loss Ratio1.03 ★★★★★
Signal Cycles5 ★★★★★
Trading days1,504 ★★★★★
Days Long1,052 ★★★★★
Days Short453 ★★★★★
Equity Curve
| Date | CCI | Signal | Buy/Sell | P/L |
|---|---|---|---|---|
| Oct 16, 2026 | -163.98 | -73.06 | ▲ | |
| Oct 15, 2026 | -206.03 | -50.33 | ▲ | -$3.15 |
| Oct 14, 2026 | -142.50 | -11.40 | ▲ | -$4.07 |
| Oct 13, 2026 | -72.52 | 21.38 | ▲ | -$7.23 |
| Oct 12, 2026 | -72.08 | 44.85 | ▲ | $2.21 |
| Oct 9, 2026 | -7.22 | 74.08 | ▲ | -$2.96 |
| Oct 8, 2026 | 25.27 | 94.40 | ▲ | -$1.19 |
| Oct 7, 2026 | 112.18 | 111.69 | ▲ | -$7.00 |
| Oct 6, 2026 | 172.11 | 111.57 | ▲ | -$1.72 |
| Oct 5, 2026 | 158.57 | 96.43 | ▲ | $0.35 |
| Oct 2, 2026 | 135.94 | 80.90 | ▲ | $4.88 |
| Oct 1, 2026 | 86.47 | 67.13 | ▲ | $3.10 |
| Sep 30, 2026 | 88.27 | 62.30 | ▲ | $2.53 |
| Sep 29, 2026 | 94.30 | 55.81 | ▲ | $1.17 |
| Sep 28, 2026 | 120.05 | 46.19 | ▲ | -$1.69 |
| Sep 25, 2026 | 54.77 | 27.72 | ▲ | $3.84 |
| Sep 24, 2026 | 24.65 | 20.96 | ▲ | $0.48 |
| Sep 23, 2026 | 51.96 | 20.04 | ▲ | -$0.98 |
| Sep 22, 2026 | 86.07 | 12.06 | ▲ | -$3.36 |
| Sep 21, 2026 | 66.04 | -6.45 | ▲ | $1.50 |
| Sep 18, 2026 | 7.67 | -24.57 | ▲ | $5.16 |
| Sep 17, 2026 | -24.47 | -32.63 | ▲ | $2.92 |
| Sep 16, 2026 | -89.67 | -34.67 | ▲ | $5.45 |
| Sep 15, 2026 | -107.02 | -20.92 | ▲ | $1.73 |
| Sep 14, 2026 | -126.58 | 0.61 | ▲ | $1.16 |
| Sep 11, 2026 | -15.03 | 32.41 | ▲ | -$7.34 |
| Sep 10, 2026 | -18.82 | 44.26 | ▲ | -$0.07 |
| Sep 9, 2026 | 46.30 | 60.04 | ▲ | -$5.05 |
| Sep 8, 2026 | 97.91 | 63.47 | ▲ | -$2.06 |
| Sep 4, 2026 | 168.39 | 54.86 | ▲ | -$4.58 |
| Sep 3, 2026 | 133.80 | 26.48 | ▲ | $1.90 |
| Sep 2, 2026 | 73.36 | -0.35 | ▲ | $4.04 |
| Sep 1, 2026 | -23.56 | -18.78 | ▲ | $6.97 |
| Aug 31, 2026 | -2.02 | -17.58 | ▲ | -$3.33 |
| Aug 28, 2026 | 25.45 | -21.47 | ▲ | $3.17 |
| Aug 27, 2026 | 107.91 | -33.20 | ▲ | -$10.37 |
| Aug 26, 2026 | -134.16 | -68.48 | ▲ | $18.26 |
| Aug 25, 2026 | -134.41 | -52.06 | ▲ | -$3.34 |
| Aug 24, 2026 | -207.58 | -31.47 | ▲ | $4.55 |
| Aug 21, 2026 | -92.95 | 12.56 | ▲ | -$6.28 |
| Aug 20, 2026 | -34.55 | 38.93 | ▲ | -$2.09 |
| Aug 19, 2026 | 10.61 | 57.31 | ▲ | -$0.71 |
| Aug 18, 2026 | 29.76 | 68.98 | ▲ | -$2.22 |
| Aug 17, 2026 | 76.09 | 78.79 | ▲ | -$5.27 |
| Aug 14, 2026 | 82.20 | 79.46 | ▲ | -$0.15 |
| Aug 13, 2026 | 91.40 | 78.78 | ▲ | -$0.14 |
| Aug 12, 2026 | 92.36 | 75.62 | ▲ | $1.21 |
| Aug 11, 2026 | 77.42 | 71.44 | ▲ | $6.64 |
| Aug 10, 2026 | 93.64 | 69.94 | ▲ | -$0.05 |
| Aug 7, 2026 | 143.24 | 64.01 | ▲ | -$6.45 |
| Aug 6, 2026 | 145.71 | 44.21 | ▲ | $5.03 |
| Aug 5, 2026 | 177.98 | 18.83 | ▲ | -$0.29 |
| Aug 4, 2026 | 107.00 | -20.96 | ▲ | $7.33 |
| Aug 3, 2026 | 10.57 | -52.95 | ▲ | $5.24 |
| Jul 31, 2026 | -56.05 | -68.83 | ▲ | $5.88 |
| Jul 30, 2026 | -127.51 | -72.02 | ▲ | $5.75 |
| Jul 29, 2026 | -199.65 | -58.15 | ▲ | $5.03 |
| Jul 28, 2026 | -190.78 | -22.77 | ▲ | -$7.03 |
| Jul 27, 2026 | -134.68 | 19.23 | ▲ | $0.54 |
| Jul 24, 2026 | 41.42 | 57.71 | ▲ | -$10.37 |
| Jul 23, 2026 | 59.95 | 61.78 | ▲ | -$1.92 |
| Jul 22, 2026 | 96.07 | 62.24 | ▲ | -$3.25 |
| Jul 21, 2026 | 52.92 | 53.78 | ▲ | $4.76 |
| Jul 20, 2026 | 29.17 | 53.99 | ▲ | $3.96 |
| Jul 17, 2026 | 10.16 | 60.20 | ▲ | $0.51 |
| Jul 16, 2026 | 86.36 | 72.71 | ▲ | -$4.62 |
| Jul 15, 2026 | 136.93 | 69.30 | ▲ | -$5.11 |
| Jul 14, 2026 | 157.12 | 52.39 | ▲ | $0.71 |
| Jul 13, 2026 | 129.74 | 26.21 | ▲ | $8.31 |
| Jul 10, 2026 | 150.89 | 0.32 | ▲ | -$7.43 |
| Jul 9, 2026 | 47.53 | -37.32 | ▲ | $8.12 |
| Jul 8, 2026 | 30.03 | -58.53 | ▲ | -$1.34 |
| Jul 7, 2026 | -59.47 | -80.67 | ▲ | $7.23 |
| Jul 6, 2026 | -63.62 | -85.97 | ▲ | $1.39 |
| Jul 2, 2026 | -70.88 | -91.56 | ▲ | $0.68 |
| Jul 1, 2026 | -66.74 | -96.73 | ▲ | -$2.75 |
| Jun 30, 2026 | -55.39 | -104.23 | ▲ | -$2.51 |
| Jun 29, 2026 | -132.62 | -116.44 | ▲ | $5.15 |
| Jun 26, 2026 | -172.36 | -112.39 | ▲ | $2.45 |
| Jun 25, 2026 | -172.84 | -97.40 | ▲ | -$3.26 |
| Jun 24, 2026 | -146.79 | -78.54 | ▲ | -$3.25 |
| Jun 23, 2026 | -130.21 | -61.47 | ▲ | -$1.00 |
| Jun 22, 2026 | 3.63 | -44.29 | ▲ | -$8.65 |
| Jun 18, 2026 | -14.28 | -56.27 | ▲ | -$1.98 |
| Jun 17, 2026 | -62.85 | -66.76 | ▲ | $6.03 |
| Jun 16, 2026 | -33.51 | -67.74 | ▲ | -$2.80 |
| Jun 15, 2026 | -6.90 | -76.30 | ▲ | -$4.98 |
| Jun 12, 2026 | -82.19 | -93.65 | ▲ | $7.25 |
| Jun 11, 2026 | -120.82 | -96.51 | ▲ | $0.27 |
| Jun 10, 2026 | -153.55 | -90.44 | ▲ | $4.44 |
| Jun 9, 2026 | -129.81 | -74.66 | ▲ | -$7.77 |
| Jun 8, 2026 | -127.46 | -60.87 | ▲ | -$0.39 |
| Jun 5, 2026 | -152.38 | -44.22 | ▲ | $3.49 |
| Jun 4, 2026 | -30.74 | -17.19 | ▲ | -$13.50 |
| Jun 3, 2026 | -41.80 | -13.80 | ▲ | $4.15 |
| Jun 2, 2026 | 61.85 | -6.80 | ▲ | -$8.05 |
| Jun 1, 2026 | 15.43 | -23.96 | ▲ | -$1.53 |
| May 29, 2026 | -98.27 | -33.81 | ▲ | $13.18 |
| May 28, 2026 | -99.30 | -17.69 | ▲ | -$3.10 |
| May 27, 2026 | -116.68 | 2.71 | ▲ | $1.60 |
| May 26, 2026 | -60.08 | 32.56 | ▲ | -$2.22 |
| May 22, 2026 | -14.60 | 55.72 | ▲ | -$0.52 |
| May 21, 2026 | 34.82 | 73.30 | ▲ | -$4.11 |
| May 20, 2026 | 53.72 | 82.91 | ▲ | -$3.94 |
| May 19, 2026 | 45.12 | 90.21 | ▲ | $2.79 |
| May 18, 2026 | 68.31 | 101.48 | ▲ | -$1.65 |
| May 15, 2026 | 104.89 | 109.78 | ▲ | -$3.04 |
| May 14, 2026 | 181.79 | 111.00 | ▲ | -$10.33 |
| May 13, 2026 | 150.07 | 93.30 | ▲ | $9.84 |
| May 12, 2026 | 124.13 | 79.11 | ▲ | $5.08 |
| May 11, 2026 | 137.13 | 67.85 | ▲ | $1.30 |
| May 8, 2026 | 128.72 | 50.53 | ▲ | $4.28 |
| May 7, 2026 | 94.11 | 30.98 | ▲ | $3.69 |
| May 6, 2026 | 22.81 | 15.20 | ▲ | $3.61 |
| May 5, 2026 | -84.23 | 13.30 | ▲ | $11.34 |
| May 4, 2026 | -74.26 | 37.68 | ▲ | -$1.97 |
| May 1, 2026 | -49.31 | 65.66 | ▲ | $0.03 |
| Apr 30, 2026 | 11.86 | 94.40 | ▲ | -$1.16 |
| Apr 29, 2026 | 108.10 | 115.04 | ▲ | -$9.65 |
| Apr 28, 2026 | 138.72 | 116.77 | ▲ | -$3.86 |
| Apr 27, 2026 | 161.76 | 111.29 | ▲ | -$3.48 |
| Apr 24, 2026 | 106.61 | 98.67 | ▲ | $8.36 |
| Apr 23, 2026 | 65.70 | 96.68 | ▲ | $8.57 |
| Apr 22, 2026 | 82.66 | 104.43 | ▲ | -$2.81 |
| Apr 21, 2026 | 90.59 | 109.87 | ▲ | $2.60 |
| Apr 20, 2026 | 105.25 | 114.69 | ▲ | -$2.17 |
| Apr 17, 2026 | 123.95 | 117.05 | ▲ | $0.33 |
| Apr 16, 2026 | 126.19 | 115.33 | ▲ | $3.32 |
| Apr 15, 2026 | 157.14 | 112.62 | ▲ | -$0.47 |
| Apr 14, 2026 | 172.11 | 101.48 | ▲ | $2.31 |
| Apr 13, 2026 | 149.77 | 83.83 | ▲ | $7.24 |
| Apr 10, 2026 | 189.65 | 67.34 | ▲ | $0.63 |
| Apr 9, 2026 | 153.40 | 36.77 | ▲ | $4.70 |
| Apr 8, 2026 | 167.35 | 7.61 | ▲ | $1.83 |
| Apr 7, 2026 | 39.22 | -32.32 | ▲ | $4.01 |
| Apr 6, 2026 | 34.18 | -50.21 | ▲ | $0.42 |
| Apr 2, 2026 | -8.17 | -71.31 | ▲ | $0.25 |
| Apr 1, 2026 | -6.71 | -87.09 | ▲ | $1.67 |
| Mar 31, 2026 | -69.78 | -107.19 | ▲ | $1.35 |
| Mar 30, 2026 | -159.08 | -116.54 | ▲ | $9.22 |
| Mar 27, 2026 | -165.13 | -105.91 | ▲ | -$2.35 |
| Mar 26, 2026 | -133.97 | -91.10 | ▲ | -$3.72 |
| Mar 25, 2026 | -34.28 | -80.38 | ▲ | -$7.46 |
| Mar 24, 2026 | -123.83 | -91.91 | ▲ | $3.51 |
| Mar 23, 2026 | -128.76 | -83.93 | ▲ | -$0.44 |
| Mar 20, 2026 | -208.21 | -72.72 | ▲ | $2.90 |
| Mar 19, 2026 | -136.19 | -38.85 | ▲ | -$5.85 |
| Mar 18, 2026 | -19.66 | -14.51 | ▲ | -$1.83 |
| Mar 17, 2026 | 19.24 | -13.22 | ▲ | -$1.50 |
| Mar 16, 2026 | 26.32 | -21.34 | ▲ | -$1.32 |
| Mar 13, 2026 | -29.75 | -33.25 | ▲ | $3.01 |
| Mar 12, 2026 | -18.22 | -34.13 | ▲ | -$2.89 |
| Mar 11, 2026 | 17.55 | -38.11 | ▲ | -$2.88 |
| Mar 10, 2026 | -7.57 | -52.02 | ▲ | $1.27 |
| Mar 9, 2026 | -65.78 | -63.13 | ▲ | $2.12 |
| Mar 6, 2026 | -90.23 | -62.47 | ▲ | $4.78 |
| Mar 5, 2026 | -62.26 | -55.54 | ▲ | -$5.51 |
| Mar 4, 2026 | -58.88 | -53.85 | ▲ | $0.30 |
| Mar 3, 2026 | -124.86 | -52.60 | ▲ | $3.03 |
| Mar 2, 2026 | -143.22 | -34.53 | ▲ | -$2.46 |
| Feb 27, 2026 | -225.21 | -7.36 | ▲ | $5.28 |
| Feb 26, 2026 | -18.80 | 47.10 | ▲ | -$7.65 |
| Feb 25, 2026 | 141.39 | 63.58 | ▲ | -$10.64 |
| Feb 24, 2026 | 78.12 | 44.13 | ▲ | $2.66 |
| Feb 23, 2026 | 92.23 | 35.63 | ▲ | $1.30 |
| Feb 20, 2026 | 57.60 | 21.48 | ▲ | $1.77 |
| Feb 19, 2026 | 31.50 | 12.45 | ▲ | $1.91 |
| Feb 18, 2026 | 41.68 | 7.68 | ▲ | -$0.08 |
| Feb 17, 2026 | -25.12 | -0.82 | ▲ | $3.00 |
| Feb 13, 2026 | -26.72 | 5.26 | ▲ | $2.13 |
| Feb 12, 2026 | 40.67 | 13.25 | ▲ | -$4.12 |
| Feb 11, 2026 | 66.05 | 6.40 | ▲ | -$3.07 |
| Feb 10, 2026 | 59.57 | -8.51 | ▲ | $1.51 |
| Feb 9, 2026 | 59.54 | -25.53 | ▲ | -$1.54 |
| Feb 6, 2026 | -29.91 | -46.80 | ▲ | $4.66 |
| Feb 5, 2026 | -163.84 | -51.03 | ▲ | $13.46 |
| Feb 4, 2026 | -188.12 | -22.83 | ▲ | -$2.26 |
| Feb 3, 2026 | -117.89 | 18.50 | ▲ | -$6.18 |
| Feb 2, 2026 | 5.27 | 52.59 | ▲ | -$5.26 |
| Jan 30, 2026 | 122.72 | 64.43 | ▲ | -$5.47 |
| Jan 29, 2026 | 120.27 | 49.85 | ▲ | -$1.37 |
| Jan 28, 2026 | 165.55 | 32.25 | ▲ | $0.98 |
| Jan 27, 2026 | 79.30 | -1.07 | ▲ | $2.96 |
| Jan 26, 2026 | 48.16 | -21.17 | ▲ | $2.04 |
| Jan 23, 2026 | 65.45 | -38.50 | ▲ | -$1.16 |
| Jan 22, 2026 | -28.77 | -64.49 | ▲ | $2.82 |
| Jan 21, 2026 | -104.81 | -73.41 | ▲ | $1.47 |
| Jan 20, 2026 | -218.58 | -65.56 | ▲ | $5.28 |
| Jan 16, 2026 | 17.19 | -27.31 | ▲ | -$8.14 |
| Jan 15, 2026 | 12.65 | -38.43 | ▲ | -$0.86 |
| Jan 14, 2026 | -174.78 | -51.20 | ▲ | $3.94 |
| Jan 13, 2026 | -93.62 | -20.31 | ▲ | -$2.70 |
| Jan 12, 2026 | -105.78 | -1.98 | ▲ | $0.91 |
| Jan 9, 2026 | -69.56 | 23.97 | ▲ | $0.03 |
| Jan 8, 2026 | -5.67 | 47.35 | ▲ | -$0.13 |
| Jan 7, 2026 | 52.79 | 60.61 | ▲ | -$4.07 |
| Jan 6, 2026 | 54.63 | 62.56 | ▲ | $1.82 |
| Jan 5, 2026 | 67.52 | 64.54 | ▲ | -$0.87 |
| Jan 2, 2026 | 84.55 | 63.79 | ▲ | -$0.69 |
| Dec 31, 2025 | 71.68 | 58.61 | ▲ | $2.29 |