NVIDIA CP · 🇺🇸 United States
218.68
+4.20 (+1.96%)
At close: Jun 4, 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 42.9% annually with a max drawdown of 59.0% over 1,504 trading days (5 signal cycles).
Performance Ratios
Profit Factor1.14 ★★★★★
Max Drawdown-58.96% ★★★★★
P/L USD$150.63 ★★★★★
Day profit$0.10 ★★★★★
Avg Cycle P/L$30.13 ★★★★★
CAGR42.91% ★★★★★
Sharpe Ratio0.96 ★★★★★
Sortino Ratio1.46 ★★★★★
Calmar Ratio0.82 ★★★★★
Volatility50.48% ★★★★★
VaR 95-5.04% ★★★★★
VaR 99-7.20% ★★★★★
Win to Loss Ratio53.03% ★★★★★
Profit to Loss Ratio1.01 ★★★★★
Signal Cycles5 ★★★★★
Trading days1,504 ★★★★★
Days Long1,052 ★★★★★
Days Short453 ★★★★★
Equity Curve
| Date | CCI | Signal | Buy/Sell | P/L |
|---|---|---|---|---|
| Jun 4, 2026 | -30.21 | -17.02 | ▲ | |
| Jun 3, 2026 | -41.70 | -13.73 | ▲ | $4.20 |
| Jun 2, 2026 | 62.33 | -6.73 | ▲ | -$8.12 |
| Jun 1, 2026 | 15.37 | -24.00 | ▲ | -$1.47 |
| May 29, 2026 | -98.07 | -33.84 | ▲ | $13.14 |
| May 28, 2026 | -99.24 | -17.79 | ▲ | -$3.06 |
| May 27, 2026 | -117.34 | 2.58 | ▲ | $1.66 |
| May 26, 2026 | -59.94 | 32.56 | ▲ | -$2.26 |
| May 22, 2026 | -14.75 | 55.68 | ▲ | -$0.47 |
| May 21, 2026 | 34.87 | 73.29 | ▲ | -$4.18 |
| May 20, 2026 | 53.82 | 82.90 | ▲ | -$4.01 |
| May 19, 2026 | 45.11 | 90.16 | ▲ | $2.86 |
| May 18, 2026 | 68.18 | 101.43 | ▲ | -$1.65 |
| May 15, 2026 | 105.02 | 109.74 | ▲ | -$3.06 |
| May 14, 2026 | 181.48 | 110.92 | ▲ | -$10.35 |
| May 13, 2026 | 149.97 | 93.29 | ▲ | $9.90 |
| May 12, 2026 | 124.19 | 79.11 | ▲ | $4.99 |
| May 11, 2026 | 137.01 | 67.84 | ▲ | $1.34 |
| May 8, 2026 | 128.87 | 50.55 | ▲ | $4.24 |
| May 7, 2026 | 94.27 | 30.98 | ▲ | $3.75 |
| May 6, 2026 | 22.51 | 15.15 | ▲ | $3.61 |
| May 5, 2026 | -84.21 | 13.31 | ▲ | $11.37 |
| May 4, 2026 | -74.05 | 37.69 | ▲ | -$2.03 |
| May 1, 2026 | -49.35 | 65.63 | ▲ | $0.08 |
| Apr 30, 2026 | 11.97 | 94.37 | ▲ | -$1.16 |
| Apr 29, 2026 | 107.82 | 114.97 | ▲ | -$9.67 |
| Apr 28, 2026 | 138.76 | 116.76 | ▲ | -$3.87 |
| Apr 27, 2026 | 161.79 | 111.26 | ▲ | -$3.48 |
| Apr 24, 2026 | 106.57 | 98.63 | ▲ | $8.37 |
| Apr 23, 2026 | 65.41 | 96.65 | ▲ | $8.63 |
| Apr 22, 2026 | 82.79 | 104.46 | ▲ | -$2.90 |
| Apr 21, 2026 | 90.50 | 109.87 | ▲ | $2.65 |
| Apr 20, 2026 | 105.10 | 114.72 | ▲ | -$2.22 |
| Apr 17, 2026 | 123.84 | 117.12 | ▲ | $0.38 |
| Apr 16, 2026 | 126.36 | 115.44 | ▲ | $3.32 |
| Apr 15, 2026 | 157.34 | 112.71 | ▲ | -$0.51 |
| Apr 14, 2026 | 172.07 | 101.56 | ▲ | $2.41 |
| Apr 13, 2026 | 150.26 | 83.93 | ▲ | $7.15 |
| Apr 10, 2026 | 189.92 | 67.35 | ▲ | $0.68 |
| Apr 9, 2026 | 152.92 | 36.71 | ▲ | $4.71 |
| Apr 8, 2026 | 167.49 | 7.65 | ▲ | $1.83 |
| Apr 7, 2026 | 39.52 | -32.31 | ▲ | $3.99 |
| Apr 6, 2026 | 33.87 | -50.26 | ▲ | $0.46 |
| Apr 2, 2026 | -8.41 | -71.30 | ▲ | $0.29 |
| Apr 1, 2026 | -6.44 | -87.02 | ▲ | $1.60 |
| Mar 31, 2026 | -69.63 | -107.16 | ▲ | $1.35 |
| Mar 30, 2026 | -159.18 | -116.55 | ▲ | $9.26 |
| Mar 27, 2026 | -164.75 | -105.89 | ▲ | -$2.39 |
| Mar 26, 2026 | -133.89 | -91.17 | ▲ | -$3.72 |
| Mar 25, 2026 | -34.64 | -80.49 | ▲ | -$7.39 |
| Mar 24, 2026 | -124.29 | -91.95 | ▲ | $3.44 |
| Mar 23, 2026 | -128.60 | -83.87 | ▲ | -$0.44 |
| Mar 20, 2026 | -208.53 | -72.69 | ▲ | $2.94 |
| Mar 19, 2026 | -136.22 | -38.73 | ▲ | -$5.86 |
| Mar 18, 2026 | -20.08 | -14.36 | ▲ | -$1.79 |
| Mar 17, 2026 | 20.42 | -12.93 | ▲ | -$1.57 |
| Mar 16, 2026 | 26.00 | -21.26 | ▲ | -$1.24 |
| Mar 13, 2026 | -29.21 | -33.08 | ▲ | $2.93 |
| Mar 12, 2026 | -18.00 | -34.05 | ▲ | -$2.85 |
| Mar 11, 2026 | 17.41 | -38.06 | ▲ | -$2.89 |
| Mar 10, 2026 | -7.30 | -51.93 | ▲ | $1.27 |
| Mar 9, 2026 | -65.30 | -63.09 | ▲ | $2.08 |
| Mar 6, 2026 | -90.09 | -62.53 | ▲ | $4.86 |
| Mar 5, 2026 | -62.30 | -55.64 | ▲ | -$5.52 |
| Mar 4, 2026 | -59.32 | -53.98 | ▲ | $0.30 |
| Mar 3, 2026 | -124.45 | -52.64 | ▲ | $2.99 |
| Mar 2, 2026 | -143.29 | -34.69 | ▲ | -$2.43 |
| Feb 27, 2026 | -225.61 | -7.54 | ▲ | $5.29 |
| Feb 26, 2026 | -19.19 | 46.98 | ▲ | -$7.69 |
| Feb 25, 2026 | 141.33 | 63.52 | ▲ | -$10.66 |
| Feb 24, 2026 | 77.86 | 44.06 | ▲ | $2.72 |
| Feb 23, 2026 | 92.29 | 35.61 | ▲ | $1.25 |
| Feb 20, 2026 | 57.46 | 21.44 | ▲ | $1.77 |
| Feb 19, 2026 | 31.68 | 12.44 | ▲ | $1.92 |
| Feb 18, 2026 | 41.46 | 7.63 | ▲ | -$0.08 |
| Feb 17, 2026 | -25.07 | -0.83 | ▲ | $2.97 |
| Feb 13, 2026 | -27.00 | 5.23 | ▲ | $2.20 |
| Feb 12, 2026 | 40.58 | 13.29 | ▲ | -$4.16 |
| Feb 11, 2026 | 66.15 | 6.47 | ▲ | -$3.11 |
| Feb 10, 2026 | 59.45 | -8.45 | ▲ | $1.51 |
| Feb 9, 2026 | 59.78 | -25.43 | ▲ | -$1.50 |
| Feb 6, 2026 | -29.54 | -46.73 | ▲ | $4.66 |
| Feb 5, 2026 | -164.05 | -51.03 | ▲ | $13.51 |
| Feb 4, 2026 | -187.66 | -22.77 | ▲ | -$2.31 |
| Feb 3, 2026 | -117.95 | 18.45 | ▲ | -$6.17 |
| Feb 2, 2026 | 4.48 | 52.55 | ▲ | -$5.23 |
| Jan 30, 2026 | 122.81 | 64.57 | ▲ | -$5.51 |
| Jan 29, 2026 | 120.67 | 50.01 | ▲ | -$1.38 |
| Jan 28, 2026 | 165.55 | 32.35 | ▲ | $0.99 |
| Jan 27, 2026 | 79.27 | -0.95 | ▲ | $2.99 |
| Jan 26, 2026 | 47.95 | -21.00 | ▲ | $2.05 |
| Jan 23, 2026 | 66.24 | -38.24 | ▲ | -$1.23 |
| Jan 22, 2026 | -28.04 | -64.36 | ▲ | $2.86 |
| Jan 21, 2026 | -105.14 | -73.44 | ▲ | $1.48 |
| Jan 20, 2026 | -218.49 | -65.52 | ▲ | $5.25 |
| Jan 16, 2026 | 17.97 | -27.28 | ▲ | -$8.11 |
| Jan 15, 2026 | 12.52 | -38.59 | ▲ | -$0.82 |
| Jan 14, 2026 | -174.38 | -51.37 | ▲ | $3.91 |
| Jan 13, 2026 | -94.50 | -20.61 | ▲ | -$2.66 |
| Jan 12, 2026 | -105.71 | -2.14 | ▲ | $0.87 |
| Jan 9, 2026 | -70.35 | 23.75 | ▲ | $0.08 |
| Jan 8, 2026 | -5.59 | 47.27 | ▲ | -$0.18 |
| Jan 7, 2026 | 53.01 | 60.49 | ▲ | -$4.10 |
| Jan 6, 2026 | 54.05 | 62.36 | ▲ | $1.91 |
| Jan 5, 2026 | 67.40 | 64.43 | ▲ | -$0.89 |
| Jan 2, 2026 | 84.41 | 63.69 | ▲ | -$0.73 |
| Dec 31, 2025 | 71.22 | 58.51 | ▲ | $2.36 |
| Dec 30, 2025 | 78.71 | 55.33 | ▲ | -$1.08 |
| Dec 29, 2025 | 83.04 | 49.48 | ▲ | -$0.69 |
| Dec 26, 2025 | 127.58 | 41.09 | ▲ | -$2.31 |
| Dec 24, 2025 | 115.42 | 19.47 | ▲ | $1.97 |
| Dec 23, 2025 | 118.59 | -4.51 | ▲ | -$0.64 |
| Dec 22, 2025 | 69.45 | -35.29 | ▲ | $5.51 |
| Dec 19, 2025 | -6.46 | -61.48 | ▲ | $2.73 |
| Dec 18, 2025 | -115.12 | -75.23 | ▲ | $6.84 |
| Dec 17, 2025 | -164.89 | -65.26 | ▲ | $3.20 |
| Dec 16, 2025 | -93.75 | -40.35 | ▲ | -$6.78 |
| Dec 15, 2025 | -97.89 | -27.00 | ▲ | $1.40 |
| Dec 12, 2025 | -91.07 | -9.27 | ▲ | $1.27 |
| Dec 11, 2025 | -35.91 | 11.18 | ▲ | -$5.90 |
| Dec 10, 2025 | 64.33 | 22.95 | ▲ | -$2.81 |
| Dec 9, 2025 | 80.25 | 12.60 | ▲ | -$1.19 |
| Dec 8, 2025 | 109.36 | -4.31 | ▲ | -$0.61 |
| Dec 5, 2025 | 34.01 | -32.73 | ▲ | $3.14 |
| Dec 4, 2025 | 21.99 | -49.41 | ▲ | -$0.93 |
| Dec 3, 2025 | -33.56 | -67.26 | ▲ | $3.79 |
| Dec 2, 2025 | -9.43 | -75.68 | ▲ | -$1.90 |
| Dec 1, 2025 | -80.54 | -92.25 | ▲ | $1.53 |
| Nov 28, 2025 | -97.92 | -95.17 | ▲ | $2.92 |
| Nov 26, 2025 | -76.24 | -94.49 | ▲ | -$3.25 |
| Nov 25, 2025 | -165.55 | -99.05 | ▲ | $2.47 |
| Nov 24, 2025 | -101.66 | -82.42 | ▲ | -$4.76 |
| Nov 21, 2025 | -134.74 | -77.61 | ▲ | $3.67 |
| Nov 20, 2025 | -67.02 | -63.33 | ▲ | -$1.76 |
| Nov 19, 2025 | -73.63 | -62.41 | ▲ | -$5.88 |
| Nov 18, 2025 | -121.27 | -59.60 | ▲ | $5.15 |
| Nov 17, 2025 | -91.16 | -44.18 | ▲ | -$5.22 |
| Nov 14, 2025 | -102.36 | -32.44 | ▲ | -$3.57 |
| Nov 13, 2025 | -108.76 | -14.96 | ▲ | $3.34 |
| Nov 12, 2025 | -36.36 | 8.49 | ▲ | -$6.97 |
| Nov 11, 2025 | -26.34 | 19.70 | ▲ | $0.69 |
| Nov 10, 2025 | 20.56 | 31.21 | ▲ | -$5.94 |
| Nov 7, 2025 | -66.06 | 33.88 | ▲ | $10.94 |
| Nov 6, 2025 | -23.07 | 58.86 | ▲ | $0.07 |
| Nov 5, 2025 | 30.26 | 79.35 | ▲ | -$7.17 |
| Nov 4, 2025 | 54.06 | 91.62 | ▲ | -$3.47 |
| Nov 3, 2025 | 116.68 | 101.01 | ▲ | -$8.15 |
| Oct 31, 2025 | 117.75 | 97.09 | ▲ | $4.35 |
| Oct 30, 2025 | 145.85 | 91.93 | ▲ | -$0.40 |
| Oct 29, 2025 | 250.91 | 78.45 | ▲ | -$4.11 |
| Oct 28, 2025 | 201.82 | 35.33 | ▲ | $5.96 |
| Oct 27, 2025 | 112.25 | -6.29 | ▲ | $9.52 |
| Oct 24, 2025 | 30.08 | -35.92 | ▲ | $5.23 |
| Oct 23, 2025 | -56.19 | -52.42 | ▲ | $4.13 |
| Oct 22, 2025 | -95.25 | -51.48 | ▲ | $1.84 |
| Oct 21, 2025 | -89.13 | -40.54 | ▲ | -$0.83 |
| Oct 20, 2025 | -60.44 | -28.39 | ▲ | -$1.53 |
| Oct 17, 2025 | -88.20 | -20.38 | ▲ | -$0.58 |
| Oct 16, 2025 | -105.00 | -3.42 | ▲ | $1.41 |
| Oct 15, 2025 | -108.27 | 21.97 | ▲ | $1.98 |
| Oct 14, 2025 | -76.62 | 54.53 | ▲ | -$0.20 |
| Oct 13, 2025 | 55.08 | 87.32 | ▲ | -$8.25 |
| Oct 10, 2025 | 41.15 | 95.38 | ▲ | $5.16 |
| Oct 9, 2025 | 141.09 | 108.94 | ▲ | -$9.40 |
| Oct 8, 2025 | 90.82 | 100.90 | ▲ | $3.41 |
| Oct 7, 2025 | 66.59 | 103.42 | ▲ | $4.10 |
| Oct 6, 2025 | 67.79 | 112.63 | ▲ | -$0.49 |
| Oct 3, 2025 | 115.49 | 123.84 | ▲ | -$2.12 |
| Oct 2, 2025 | 170.72 | 125.92 | ▲ | -$1.23 |
| Oct 1, 2025 | 174.96 | 114.72 | ▲ | $1.61 |
| Sep 30, 2025 | 215.09 | 99.66 | ▲ | $0.70 |
| Sep 29, 2025 | 193.19 | 70.81 | ▲ | $4.73 |
| Sep 26, 2025 | 39.42 | 40.21 | ▲ | $3.64 |
| Sep 25, 2025 | 30.72 | 40.41 | ▲ | $0.50 |
| Sep 24, 2025 | 44.38 | 42.83 | ▲ | $0.73 |
| Sep 23, 2025 | 78.57 | 42.44 | ▲ | -$1.46 |
| Sep 22, 2025 | 121.56 | 33.40 | ▲ | -$5.17 |
| Sep 19, 2025 | 63.74 | 11.36 | ▲ | $6.90 |
| Sep 18, 2025 | 44.55 | -1.73 | ▲ | $0.42 |
| Sep 17, 2025 | -49.02 | -13.30 | ▲ | $5.95 |
| Sep 16, 2025 | 22.48 | -4.37 | ▲ | -$4.58 |
| Sep 15, 2025 | 37.19 | -11.08 | ▲ | -$2.83 |
| Sep 12, 2025 | 41.77 | -23.15 | ▲ | -$0.07 |
| Sep 11, 2025 | 50.06 | -39.38 | ▲ | $0.61 |
| Sep 10, 2025 | 45.61 | -61.73 | ▲ | -$0.15 |
| Sep 9, 2025 | -75.01 | -88.57 | ▲ | $6.57 |
| Sep 8, 2025 | -98.44 | -91.96 | ▲ | $2.45 |
| Sep 5, 2025 | -151.96 | -90.34 | ▲ | $1.32 |
| Sep 4, 2025 | -105.26 | -74.94 | ▲ | -$4.68 |
| Sep 3, 2025 | -132.16 | -67.36 | ▲ | $1.08 |
| Sep 2, 2025 | -175.79 | -51.16 | ▲ | -$0.16 |
| Aug 29, 2025 | -102.35 | -20.00 | ▲ | -$3.43 |
| Aug 28, 2025 | 22.66 | 0.59 | ▲ | -$5.94 |
| Aug 27, 2025 | 39.31 | -4.93 | ▲ | -$1.47 |
| Aug 26, 2025 | 36.34 | -15.99 | ▲ | -$0.12 |
| Aug 25, 2025 | -2.94 | -29.07 | ▲ | $1.95 |
| Aug 22, 2025 | -94.11 | -35.60 | ▲ | $1.82 |
| Aug 21, 2025 | -126.28 | -20.98 | ▲ | $2.98 |
| Aug 20, 2025 | -167.66 | 5.35 | ▲ | -$0.38 |
| Aug 19, 2025 | -67.97 | 48.60 | ▲ | -$0.28 |