NVIDIA CP · 🇺🇸 United States
219.72
-5.26 (-2.34%)
At close: Aug 18, 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 35.3% annually with a max drawdown of 60.6% over 1,503 trading days (5 signal cycles).
Performance Ratios
Profit Factor1.13 ★★★★★
Max Drawdown-60.62% ★★★★★
P/L USD$148.09 ★★★★★
Day profit$0.10 ★★★★★
Avg Cycle P/L$29.62 ★★★★★
CAGR35.26% ★★★★★
Sharpe Ratio0.85 ★★★★★
Sortino Ratio1.28 ★★★★★
Calmar Ratio0.71 ★★★★★
Volatility50.49% ★★★★★
VaR 95-5.06% ★★★★★
VaR 99-7.23% ★★★★★
Win to Loss Ratio52.43% ★★★★★
Profit to Loss Ratio1.02 ★★★★★
Signal Cycles5 ★★★★★
Trading days1,503 ★★★★★
Days Long1,051 ★★★★★
Days Short453 ★★★★★
Equity Curve
| Date | CCI | Signal | Buy/Sell | P/L |
|---|---|---|---|---|
| Aug 18, 2026 | 29.89 | 68.94 | ▲ | |
| Aug 17, 2026 | 75.77 | 78.70 | ▲ | -$5.26 |
| Aug 14, 2026 | 82.12 | 79.43 | ▲ | -$0.21 |
| Aug 13, 2026 | 91.17 | 78.76 | ▲ | -$0.08 |
| Aug 12, 2026 | 92.41 | 75.65 | ▲ | $1.16 |
| Aug 11, 2026 | 77.65 | 71.46 | ▲ | $6.58 |
| Aug 10, 2026 | 93.64 | 69.92 | ▲ | $0.01 |
| Aug 7, 2026 | 142.99 | 63.99 | ▲ | -$6.42 |
| Aug 6, 2026 | 145.60 | 44.24 | ▲ | $4.97 |
| Aug 5, 2026 | 177.99 | 18.90 | ▲ | -$0.28 |
| Aug 4, 2026 | 106.90 | -20.87 | ▲ | $7.32 |
| Aug 3, 2026 | 10.96 | -52.82 | ▲ | $5.26 |
| Jul 31, 2026 | -55.67 | -68.76 | ▲ | $5.89 |
| Jul 30, 2026 | -127.73 | -72.03 | ▲ | $5.75 |
| Jul 29, 2026 | -199.66 | -58.11 | ▲ | $5.02 |
| Jul 28, 2026 | -190.68 | -22.72 | ▲ | -$7.04 |
| Jul 27, 2026 | -134.32 | 19.27 | ▲ | $0.53 |
| Jul 24, 2026 | 41.09 | 57.66 | ▲ | -$10.37 |
| Jul 23, 2026 | 60.04 | 61.81 | ▲ | -$1.92 |
| Jul 22, 2026 | 96.24 | 62.25 | ▲ | -$3.30 |
| Jul 21, 2026 | 53.29 | 53.75 | ▲ | $4.77 |
| Jul 20, 2026 | 28.99 | 53.87 | ▲ | $4.01 |
| Jul 17, 2026 | 9.93 | 60.09 | ▲ | $0.52 |
| Jul 16, 2026 | 86.18 | 72.63 | ▲ | -$4.59 |
| Jul 15, 2026 | 136.45 | 69.24 | ▲ | -$5.15 |
| Jul 14, 2026 | 157.16 | 52.44 | ▲ | $0.71 |
| Jul 13, 2026 | 129.96 | 26.26 | ▲ | $8.27 |
| Jul 10, 2026 | 151.06 | 0.34 | ▲ | -$7.38 |
| Jul 9, 2026 | 47.20 | -37.34 | ▲ | $8.17 |
| Jul 8, 2026 | 30.21 | -58.48 | ▲ | -$1.38 |
| Jul 7, 2026 | -59.32 | -80.65 | ▲ | $7.19 |
| Jul 6, 2026 | -63.19 | -85.98 | ▲ | $1.37 |
| Jul 2, 2026 | -71.15 | -91.68 | ▲ | $0.73 |
| Jul 1, 2026 | -66.93 | -96.81 | ▲ | -$2.75 |
| Jun 30, 2026 | -55.41 | -104.29 | ▲ | -$2.52 |
| Jun 29, 2026 | -132.96 | -116.51 | ▲ | $5.17 |
| Jun 26, 2026 | -172.41 | -112.39 | ▲ | $2.43 |
| Jun 25, 2026 | -172.97 | -97.39 | ▲ | -$3.21 |
| Jun 24, 2026 | -146.81 | -78.50 | ▲ | -$3.30 |
| Jun 23, 2026 | -129.64 | -61.42 | ▲ | -$1.04 |
| Jun 22, 2026 | 3.32 | -44.36 | ▲ | -$8.56 |
| Jun 18, 2026 | -14.27 | -56.28 | ▲ | -$2.04 |
| Jun 17, 2026 | -62.93 | -66.78 | ▲ | $6.03 |
| Jun 16, 2026 | -33.75 | -67.75 | ▲ | -$2.80 |
| Jun 15, 2026 | -6.75 | -76.25 | ▲ | -$4.99 |
| Jun 12, 2026 | -82.34 | -93.62 | ▲ | $7.27 |
| Jun 11, 2026 | -120.65 | -96.44 | ▲ | $0.32 |
| Jun 10, 2026 | -153.43 | -90.39 | ▲ | $4.41 |
| Jun 9, 2026 | -129.86 | -74.62 | ▲ | -$7.72 |
| Jun 8, 2026 | -127.39 | -60.82 | ▲ | -$0.50 |
| Jun 5, 2026 | -152.71 | -44.17 | ▲ | $3.53 |
| Jun 4, 2026 | -30.31 | -17.04 | ▲ | -$13.55 |
| Jun 3, 2026 | -41.66 | -13.72 | ▲ | $4.16 |
| Jun 2, 2026 | 61.99 | -6.74 | ▲ | -$8.07 |
| Jun 1, 2026 | 15.56 | -23.92 | ▲ | -$1.54 |
| May 29, 2026 | -98.12 | -33.79 | ▲ | $13.22 |
| May 28, 2026 | -99.18 | -17.70 | ▲ | -$3.06 |
| May 27, 2026 | -117.01 | 2.66 | ▲ | $1.59 |
| May 26, 2026 | -59.76 | 32.58 | ▲ | -$2.25 |
| May 22, 2026 | -14.82 | 55.67 | ▲ | -$0.47 |
| May 21, 2026 | 34.94 | 73.29 | ▲ | -$4.18 |
| May 20, 2026 | 53.78 | 82.88 | ▲ | -$3.96 |
| May 19, 2026 | 45.11 | 90.16 | ▲ | $2.92 |
| May 18, 2026 | 68.28 | 101.42 | ▲ | -$1.76 |
| May 15, 2026 | 105.01 | 109.70 | ▲ | -$2.94 |
| May 14, 2026 | 181.53 | 110.87 | ▲ | -$10.41 |
| May 13, 2026 | 149.94 | 93.20 | ▲ | $9.85 |
| May 12, 2026 | 124.06 | 79.02 | ▲ | $5.04 |
| May 11, 2026 | 136.67 | 67.76 | ▲ | $1.39 |
| May 8, 2026 | 128.64 | 50.53 | ▲ | $4.24 |
| May 7, 2026 | 94.71 | 31.01 | ▲ | $3.63 |
| May 6, 2026 | 22.44 | 15.08 | ▲ | $3.72 |
| May 5, 2026 | -84.45 | 13.24 | ▲ | $11.32 |
| May 4, 2026 | -74.28 | 37.66 | ▲ | -$2.03 |
| May 1, 2026 | -49.04 | 65.65 | ▲ | $0.03 |
| Apr 30, 2026 | 11.52 | 94.32 | ▲ | -$1.07 |
| Apr 29, 2026 | 107.92 | 115.02 | ▲ | -$9.67 |
| Apr 28, 2026 | 138.63 | 116.80 | ▲ | -$3.96 |
| Apr 27, 2026 | 161.91 | 111.34 | ▲ | -$3.44 |
| Apr 24, 2026 | 106.51 | 98.70 | ▲ | $8.39 |
| Apr 23, 2026 | 65.72 | 96.75 | ▲ | $8.57 |
| Apr 22, 2026 | 82.88 | 104.51 | ▲ | -$2.86 |
| Apr 21, 2026 | 90.63 | 109.91 | ▲ | $2.67 |
| Apr 20, 2026 | 105.31 | 114.74 | ▲ | -$2.23 |
| Apr 17, 2026 | 123.71 | 117.09 | ▲ | $0.42 |
| Apr 16, 2026 | 126.25 | 115.44 | ▲ | $3.29 |
| Apr 15, 2026 | 157.20 | 112.74 | ▲ | -$0.52 |
| Apr 14, 2026 | 172.30 | 101.62 | ▲ | $2.35 |
| Apr 13, 2026 | 150.30 | 83.95 | ▲ | $7.20 |
| Apr 10, 2026 | 189.58 | 67.36 | ▲ | $0.71 |
| Apr 9, 2026 | 153.34 | 36.81 | ▲ | $4.68 |
| Apr 8, 2026 | 167.29 | 7.68 | ▲ | $1.82 |
| Apr 7, 2026 | 39.35 | -32.23 | ▲ | $3.97 |
| Apr 6, 2026 | 34.06 | -50.12 | ▲ | $0.50 |
| Apr 2, 2026 | -8.19 | -71.16 | ▲ | $0.22 |
| Apr 1, 2026 | -6.53 | -86.91 | ▲ | $1.67 |
| Mar 31, 2026 | -69.57 | -107.00 | ▲ | $1.31 |
| Mar 30, 2026 | -158.70 | -116.36 | ▲ | $9.22 |
| Mar 27, 2026 | -164.70 | -105.78 | ▲ | -$2.31 |
| Mar 26, 2026 | -133.85 | -91.05 | ▲ | -$3.71 |
| Mar 25, 2026 | -34.41 | -80.35 | ▲ | -$7.43 |
| Mar 24, 2026 | -123.77 | -91.83 | ▲ | $3.47 |
| Mar 23, 2026 | -128.37 | -83.84 | ▲ | -$0.43 |
| Mar 20, 2026 | -208.46 | -72.71 | ▲ | $2.93 |
| Mar 19, 2026 | -136.65 | -38.78 | ▲ | -$5.85 |
| Mar 18, 2026 | -19.08 | -14.31 | ▲ | -$1.88 |
| Mar 17, 2026 | 19.49 | -13.12 | ▲ | -$1.49 |
| Mar 16, 2026 | 26.18 | -21.27 | ▲ | -$1.33 |
| Mar 13, 2026 | -29.51 | -33.13 | ▲ | $3.00 |
| Mar 12, 2026 | -17.91 | -34.04 | ▲ | -$2.92 |
| Mar 11, 2026 | 17.31 | -38.07 | ▲ | -$2.89 |
| Mar 10, 2026 | -7.53 | -51.92 | ▲ | $1.31 |
| Mar 9, 2026 | -65.64 | -63.02 | ▲ | $2.07 |
| Mar 6, 2026 | -90.25 | -62.36 | ▲ | $4.83 |
| Mar 5, 2026 | -61.85 | -55.39 | ▲ | -$5.52 |
| Mar 4, 2026 | -58.72 | -53.78 | ▲ | $0.30 |
| Mar 3, 2026 | -124.51 | -52.54 | ▲ | $3.03 |
| Mar 2, 2026 | -143.41 | -34.54 | ▲ | -$2.42 |
| Feb 27, 2026 | -225.78 | -7.33 | ▲ | $5.28 |
| Feb 26, 2026 | -18.33 | 47.29 | ▲ | -$7.73 |
| Feb 25, 2026 | 141.59 | 63.69 | ▲ | -$10.67 |
| Feb 24, 2026 | 78.41 | 44.22 | ▲ | $2.71 |
| Feb 23, 2026 | 92.21 | 35.67 | ▲ | $1.30 |
| Feb 20, 2026 | 57.74 | 21.53 | ▲ | $1.78 |
| Feb 19, 2026 | 31.84 | 12.48 | ▲ | $1.87 |
| Feb 18, 2026 | 41.86 | 7.64 | ▲ | -$0.07 |
| Feb 17, 2026 | -25.09 | -0.92 | ▲ | $3.00 |
| Feb 13, 2026 | -27.01 | 5.12 | ▲ | $2.20 |
| Feb 12, 2026 | 40.55 | 13.16 | ▲ | -$4.12 |
| Feb 11, 2026 | 65.65 | 6.31 | ▲ | -$3.11 |
| Feb 10, 2026 | 59.54 | -8.53 | ▲ | $1.47 |
| Feb 9, 2026 | 59.47 | -25.55 | ▲ | -$1.49 |
| Feb 6, 2026 | -29.62 | -46.80 | ▲ | $4.66 |
| Feb 5, 2026 | -164.07 | -51.10 | ▲ | $13.48 |
| Feb 4, 2026 | -188.17 | -22.85 | ▲ | -$2.31 |
| Feb 3, 2026 | -118.07 | 18.48 | ▲ | -$6.14 |
| Feb 2, 2026 | 4.32 | 52.61 | ▲ | -$5.23 |
| Jan 30, 2026 | 123.48 | 64.69 | ▲ | -$5.55 |
| Jan 29, 2026 | 120.59 | 49.99 | ▲ | -$1.33 |
| Jan 28, 2026 | 165.11 | 32.34 | ▲ | $0.98 |
| Jan 27, 2026 | 79.26 | -0.85 | ▲ | $3.00 |
| Jan 26, 2026 | 48.65 | -20.88 | ▲ | $2.01 |
| Jan 23, 2026 | 65.90 | -38.26 | ▲ | -$1.20 |
| Jan 22, 2026 | -27.89 | -64.31 | ▲ | $2.83 |
| Jan 21, 2026 | -104.79 | -73.41 | ▲ | $1.52 |
| Jan 20, 2026 | -217.87 | -65.57 | ▲ | $5.24 |
| Jan 16, 2026 | 17.35 | -27.49 | ▲ | -$8.15 |
| Jan 15, 2026 | 12.07 | -38.70 | ▲ | -$0.78 |
| Jan 14, 2026 | -174.73 | -51.39 | ▲ | $3.91 |
| Jan 13, 2026 | -94.44 | -20.56 | ▲ | -$2.67 |
| Jan 12, 2026 | -105.78 | -2.09 | ▲ | $0.83 |
| Jan 9, 2026 | -70.34 | 23.84 | ▲ | $0.07 |
| Jan 8, 2026 | -5.55 | 47.38 | ▲ | -$0.14 |
| Jan 7, 2026 | 53.17 | 60.62 | ▲ | -$4.11 |
| Jan 6, 2026 | 54.57 | 62.48 | ▲ | $1.87 |
| Jan 5, 2026 | 67.47 | 64.46 | ▲ | -$0.83 |
| Jan 2, 2026 | 84.64 | 63.70 | ▲ | -$0.78 |
| Dec 31, 2025 | 71.21 | 58.47 | ▲ | $2.39 |
| Dec 30, 2025 | 78.83 | 55.28 | ▲ | -$1.04 |
| Dec 29, 2025 | 82.95 | 49.40 | ▲ | -$0.73 |
| Dec 26, 2025 | 127.20 | 41.01 | ▲ | -$2.26 |
| Dec 24, 2025 | 115.15 | 19.46 | ▲ | $1.91 |
| Dec 23, 2025 | 118.33 | -4.46 | ▲ | -$0.64 |
| Dec 22, 2025 | 69.55 | -35.16 | ▲ | $5.56 |
| Dec 19, 2025 | -6.59 | -61.34 | ▲ | $2.65 |
| Dec 18, 2025 | -114.88 | -75.03 | ▲ | $6.84 |
| Dec 17, 2025 | -164.25 | -65.07 | ▲ | $3.20 |
| Dec 16, 2025 | -93.55 | -40.27 | ▲ | -$6.78 |
| Dec 15, 2025 | -97.72 | -26.95 | ▲ | $1.43 |
| Dec 12, 2025 | -91.23 | -9.26 | ▲ | $1.27 |
| Dec 11, 2025 | -36.54 | 11.23 | ▲ | -$5.87 |
| Dec 10, 2025 | 64.82 | 23.18 | ▲ | -$2.84 |
| Dec 9, 2025 | 80.40 | 12.76 | ▲ | -$1.22 |
| Dec 8, 2025 | 109.73 | -4.14 | ▲ | -$0.58 |
| Dec 5, 2025 | 34.26 | -32.61 | ▲ | $3.17 |
| Dec 4, 2025 | 21.95 | -49.33 | ▲ | -$0.97 |
| Dec 3, 2025 | -33.04 | -67.15 | ▲ | $3.80 |
| Dec 2, 2025 | -9.29 | -75.67 | ▲ | -$1.91 |
| Dec 1, 2025 | -80.96 | -92.27 | ▲ | $1.58 |
| Nov 28, 2025 | -97.76 | -95.10 | ▲ | $2.92 |
| Nov 26, 2025 | -76.32 | -94.43 | ▲ | -$3.25 |
| Nov 25, 2025 | -165.04 | -98.96 | ▲ | $2.39 |
| Nov 24, 2025 | -101.55 | -82.44 | ▲ | -$4.73 |
| Nov 21, 2025 | -134.62 | -77.66 | ▲ | $3.67 |
| Nov 20, 2025 | -67.20 | -63.42 | ▲ | -$1.71 |
| Nov 19, 2025 | -73.60 | -62.47 | ▲ | -$5.87 |
| Nov 18, 2025 | -121.62 | -59.69 | ▲ | $5.15 |
| Nov 17, 2025 | -91.16 | -44.21 | ▲ | -$5.27 |
| Nov 14, 2025 | -102.52 | -32.47 | ▲ | -$3.52 |
| Nov 13, 2025 | -108.68 | -14.96 | ▲ | $3.31 |
| Nov 12, 2025 | -36.45 | 8.47 | ▲ | -$6.93 |
| Nov 11, 2025 | -26.31 | 19.70 | ▲ | $0.63 |
| Nov 10, 2025 | 20.42 | 31.20 | ▲ | -$5.92 |
| Nov 7, 2025 | -66.10 | 33.90 | ▲ | $10.88 |
| Nov 6, 2025 | -22.96 | 58.90 | ▲ | $0.07 |
| Nov 5, 2025 | 30.08 | 79.36 | ▲ | -$7.08 |
| Nov 4, 2025 | 53.97 | 91.68 | ▲ | -$3.47 |
| Nov 3, 2025 | 116.90 | 101.11 | ▲ | -$8.23 |
| Oct 31, 2025 | 117.75 | 97.16 | ▲ | $4.43 |
| Oct 30, 2025 | 146.09 | 92.01 | ▲ | -$0.44 |