NVIDIA CP · 🇺🇸 United States
214.10
-3.15 (-1.45%)
At close: Oct 16, 2026
Description
Chaikin Volatility — by Marc Chaikin. Measures the rate of change of the EMA of the high-low spread. Rising values indicate increasing volatility, falling values suggest the market is settling down.
This strategy would have returned -13.0% annually with a max drawdown of 149.6% over 1,504 trading days (360 signal cycles).
Performance Ratios
Profit Factor0.98 ★★★★★
Max Drawdown-149.60% ★★★★★
P/L USD-$28.58 ★★★★★
Day profit-$0.02 ★★★★★
Avg Cycle P/L-$0.08 ★★★★★
CAGR-13.00% ★★★★★
Sharpe Ratio-0.02 ★★★★★
Sortino Ratio-0.03 ★★★★★
Calmar Ratio-0.01 ★★★★★
Volatility50.23% ★★★★★
VaR 95-5.21% ★★★★★
VaR 99-7.36% ★★★★★
Win to Loss Ratio48.60% ★★★★★
Profit to Loss Ratio1.03 ★★★★★
Signal Cycles360 ★★★★★
Trading days1,504 ★★★★★
Days Long743 ★★★★★
Days Short762 ★★★★★
Equity Curve
| Date | Chaikin Vol | Signal | Buy/Sell | P/L |
|---|---|---|---|---|
| Oct 16, 2026 | 15.84 | 10.38 | ▼ | |
| Oct 15, 2026 | 13.86 | 7.65 | ▼ | $3.15 |
| Oct 14, 2026 | 9.25 | 4.54 | ▼ | $4.07 |
| Oct 13, 2026 | 1.08 | 2.19 | ▲ | -$7.23 |
| Oct 12, 2026 | 2.46 | 2.74 | ▲ | $2.21 |
| Oct 9, 2026 | 9.76 | 2.89 | ▼ | $2.96 |
| Oct 8, 2026 | 6.17 | -0.55 | ▼ | $1.19 |
| Oct 7, 2026 | -9.01 | -3.91 | ▲ | -$7.00 |
| Oct 6, 2026 | -0.26 | -1.36 | ▼ | $1.72 |
| Oct 5, 2026 | -4.64 | -1.91 | ▲ | $0.35 |
| Oct 2, 2026 | 3.81 | -0.54 | ▼ | -$4.88 |
| Oct 1, 2026 | 7.18 | -2.72 | ▼ | -$3.10 |
| Sep 30, 2026 | 1.52 | -7.67 | ▼ | -$2.53 |
| Sep 29, 2026 | 1.85 | -12.27 | ▼ | -$1.17 |
| Sep 28, 2026 | -11.33 | -19.32 | ▼ | $1.69 |
| Sep 25, 2026 | -18.85 | -23.32 | ▼ | -$3.84 |
| Sep 24, 2026 | -21.30 | -25.56 | ▼ | -$0.48 |
| Sep 23, 2026 | -24.54 | -27.68 | ▼ | $0.98 |
| Sep 22, 2026 | -33.88 | -29.25 | ▲ | -$3.36 |
| Sep 21, 2026 | -25.43 | -26.94 | ▼ | -$1.50 |
| Sep 18, 2026 | -35.59 | -27.70 | ▲ | $5.16 |
| Sep 17, 2026 | -38.87 | -23.75 | ▲ | $2.92 |
| Sep 16, 2026 | -28.40 | -16.19 | ▲ | $5.45 |
| Sep 15, 2026 | -29.93 | -10.08 | ▲ | $1.73 |
| Sep 14, 2026 | -27.58 | -0.16 | ▲ | $1.16 |
| Sep 11, 2026 | -8.00 | 13.55 | ▲ | -$7.34 |
| Sep 10, 2026 | 13.72 | 24.33 | ▲ | -$0.07 |
| Sep 9, 2026 | 19.00 | 29.63 | ▲ | -$5.05 |
| Sep 8, 2026 | 30.82 | 34.95 | ▲ | -$2.06 |
| Sep 4, 2026 | 40.43 | 37.01 | ▼ | $4.58 |
| Sep 3, 2026 | 44.07 | 35.30 | ▼ | -$1.90 |
| Sep 2, 2026 | 45.71 | 30.92 | ▼ | -$4.04 |
| Sep 1, 2026 | 42.91 | 23.52 | ▼ | -$6.97 |
| Aug 31, 2026 | 38.09 | 13.82 | ▼ | $3.33 |
| Aug 28, 2026 | 34.63 | 1.69 | ▼ | -$3.17 |
| Aug 27, 2026 | 1.84 | -14.78 | ▼ | $10.37 |
| Aug 26, 2026 | -19.36 | -23.09 | ▼ | -$18.26 |
| Aug 25, 2026 | -20.78 | -24.95 | ▼ | $3.34 |
| Aug 24, 2026 | -20.23 | -27.04 | ▼ | -$4.55 |
| Aug 21, 2026 | -28.67 | -30.45 | ▼ | $6.28 |
| Aug 20, 2026 | -32.84 | -31.34 | ▲ | -$2.09 |
| Aug 19, 2026 | -31.94 | -30.58 | ▲ | -$0.71 |
| Aug 18, 2026 | -38.51 | -29.91 | ▲ | -$2.22 |
| Aug 17, 2026 | -39.82 | -25.60 | ▲ | -$5.27 |
| Aug 14, 2026 | -27.14 | -18.50 | ▲ | -$0.15 |
| Aug 13, 2026 | -20.31 | -14.17 | ▲ | -$0.14 |
| Aug 12, 2026 | -17.23 | -11.11 | ▲ | $1.21 |
| Aug 11, 2026 | -14.34 | -8.04 | ▲ | $6.64 |
| Aug 10, 2026 | -16.98 | -4.90 | ▲ | -$0.05 |
| Aug 7, 2026 | -5.02 | 1.14 | ▲ | -$6.45 |
| Aug 6, 2026 | 3.71 | 4.23 | ▲ | $5.03 |
| Aug 5, 2026 | -1.09 | 4.49 | ▲ | -$0.29 |
| Aug 4, 2026 | 10.63 | 7.28 | ▼ | -$7.33 |
| Aug 3, 2026 | 14.29 | 5.61 | ▼ | -$5.24 |
| Jul 31, 2026 | -2.73 | 1.27 | ▲ | $5.88 |
| Jul 30, 2026 | 1.72 | 3.27 | ▲ | $5.75 |
| Jul 29, 2026 | 0.49 | 4.04 | ▲ | $5.03 |
| Jul 28, 2026 | 2.55 | 5.82 | ▲ | -$7.03 |
| Jul 27, 2026 | 11.94 | 7.45 | ▼ | -$0.54 |
| Jul 24, 2026 | -3.26 | 5.20 | ▲ | -$10.37 |
| Jul 23, 2026 | 2.31 | 9.43 | ▲ | -$1.92 |
| Jul 22, 2026 | 4.94 | 12.98 | ▲ | -$3.25 |
| Jul 21, 2026 | 9.37 | 17.01 | ▲ | $4.76 |
| Jul 20, 2026 | 22.26 | 20.83 | ▼ | -$3.96 |
| Jul 17, 2026 | 18.09 | 20.11 | ▲ | $0.51 |
| Jul 16, 2026 | 19.49 | 21.12 | ▲ | -$4.62 |
| Jul 15, 2026 | 28.72 | 21.94 | ▼ | $5.11 |
| Jul 14, 2026 | 25.99 | 18.55 | ▼ | -$0.71 |
| Jul 13, 2026 | 23.26 | 14.83 | ▼ | -$8.31 |
| Jul 10, 2026 | 15.12 | 10.61 | ▼ | $7.43 |
| Jul 9, 2026 | 18.74 | 8.35 | ▼ | -$8.12 |
| Jul 8, 2026 | 20.38 | 3.16 | ▼ | $1.34 |
| Jul 7, 2026 | -0.06 | -5.45 | ▼ | -$7.23 |
| Jul 6, 2026 | -3.85 | -8.15 | ▼ | -$1.39 |
| Jul 2, 2026 | 0.27 | -10.29 | ▼ | -$0.68 |
| Jul 1, 2026 | -5.24 | -15.58 | ▼ | $2.75 |
| Jun 30, 2026 | -13.27 | -20.75 | ▼ | $2.51 |
| Jun 29, 2026 | -18.35 | -24.48 | ▼ | -$5.15 |
| Jun 26, 2026 | -27.93 | -27.55 | ▲ | $2.45 |
| Jun 25, 2026 | -27.71 | -27.36 | ▲ | -$3.26 |
| Jun 24, 2026 | -36.24 | -27.19 | ▲ | -$3.25 |
| Jun 23, 2026 | -29.05 | -22.66 | ▲ | -$1.00 |
| Jun 22, 2026 | -30.59 | -19.47 | ▲ | -$8.65 |
| Jun 18, 2026 | -28.00 | -13.90 | ▲ | -$1.98 |
| Jun 17, 2026 | -20.14 | -6.85 | ▲ | $6.03 |
| Jun 16, 2026 | -18.82 | -0.21 | ▲ | -$2.80 |
| Jun 15, 2026 | -3.98 | 9.09 | ▲ | -$4.98 |
| Jun 12, 2026 | 11.11 | 15.63 | ▲ | $7.25 |
| Jun 11, 2026 | 24.69 | 17.89 | ▼ | -$0.27 |
| Jun 10, 2026 | 22.23 | 14.49 | ▼ | -$4.44 |
| Jun 9, 2026 | 19.81 | 10.62 | ▼ | $7.77 |
| Jun 8, 2026 | 6.12 | 6.03 | ▼ | $0.39 |
| Jun 5, 2026 | 12.31 | 5.98 | ▼ | -$3.49 |
| Jun 4, 2026 | 12.87 | 2.82 | ▼ | $13.50 |
| Jun 3, 2026 | 0.75 | -2.20 | ▼ | -$4.15 |
| Jun 2, 2026 | -3.65 | -3.68 | ▼ | $8.05 |
| Jun 1, 2026 | -2.96 | -3.69 | ▼ | $1.53 |
| May 29, 2026 | -9.63 | -4.06 | ▲ | $13.18 |
| May 28, 2026 | -10.35 | -1.27 | ▲ | -$3.10 |
| May 27, 2026 | -6.36 | 3.27 | ▲ | $1.60 |
| May 26, 2026 | 2.62 | 8.08 | ▲ | -$2.22 |
| May 22, 2026 | 10.83 | 10.81 | ▼ | $0.52 |
| May 21, 2026 | 8.49 | 10.80 | ▲ | -$4.11 |
| May 20, 2026 | 4.87 | 11.96 | ▲ | -$3.94 |
| May 19, 2026 | 20.21 | 15.50 | ▼ | -$2.79 |
| May 18, 2026 | 15.34 | 13.14 | ▼ | $1.65 |
| May 15, 2026 | 3.92 | 12.05 | ▲ | -$3.04 |
| May 14, 2026 | 0.25 | 16.11 | ▲ | -$10.33 |
| May 13, 2026 | 16.06 | 24.04 | ▲ | $9.84 |
| May 12, 2026 | 15.19 | 28.03 | ▲ | $5.08 |
| May 11, 2026 | 10.80 | 34.45 | ▲ | $1.30 |
| May 8, 2026 | 18.59 | 46.27 | ▲ | $4.28 |
| May 7, 2026 | 59.19 | 60.11 | ▲ | $3.69 |
| May 6, 2026 | 75.05 | 60.58 | ▼ | -$3.61 |
| May 5, 2026 | 55.92 | 53.34 | ▼ | -$11.34 |
| May 4, 2026 | 63.94 | 52.05 | ▼ | $1.97 |
| May 1, 2026 | 65.05 | 46.11 | ▼ | -$0.03 |
| Apr 30, 2026 | 56.56 | 36.64 | ▼ | $1.16 |
| Apr 29, 2026 | 31.63 | 26.67 | ▼ | $9.65 |
| Apr 28, 2026 | 36.38 | 24.20 | ▼ | $3.86 |
| Apr 27, 2026 | 43.20 | 18.10 | ▼ | $3.48 |
| Apr 24, 2026 | 24.58 | 5.55 | ▼ | -$8.36 |
| Apr 23, 2026 | 3.73 | -3.96 | ▼ | -$8.57 |
| Apr 22, 2026 | -11.30 | -7.81 | ▲ | -$2.81 |
| Apr 21, 2026 | -6.78 | -6.07 | ▲ | $2.60 |
| Apr 20, 2026 | -4.13 | -5.71 | ▼ | $2.17 |
| Apr 17, 2026 | -14.88 | -6.50 | ▲ | $0.33 |
| Apr 16, 2026 | -1.84 | -2.31 | ▼ | -$3.32 |
| Apr 15, 2026 | -8.40 | -2.54 | ▲ | -$0.47 |
| Apr 14, 2026 | 2.81 | 0.39 | ▼ | -$2.31 |
| Apr 13, 2026 | 0.52 | -0.81 | ▼ | -$7.24 |
| Apr 10, 2026 | 0.67 | -1.48 | ▼ | -$0.63 |
| Apr 9, 2026 | -0.55 | -2.55 | ▼ | -$4.70 |
| Apr 8, 2026 | 4.19 | -3.55 | ▼ | -$1.83 |
| Apr 7, 2026 | -7.70 | -7.43 | ▲ | $4.01 |
| Apr 6, 2026 | -12.82 | -7.29 | ▲ | $0.42 |
| Apr 2, 2026 | 4.47 | -4.52 | ▼ | -$0.25 |
| Apr 1, 2026 | -3.68 | -9.02 | ▼ | -$1.67 |
| Mar 31, 2026 | -2.32 | -11.68 | ▼ | -$1.35 |
| Mar 30, 2026 | -18.30 | -16.36 | ▲ | $9.22 |
| Mar 27, 2026 | -14.49 | -15.39 | ▼ | $2.35 |
| Mar 26, 2026 | -8.51 | -15.85 | ▼ | $3.72 |
| Mar 25, 2026 | -18.69 | -19.52 | ▼ | $7.46 |
| Mar 24, 2026 | -25.63 | -19.93 | ▲ | $3.51 |
| Mar 23, 2026 | -21.97 | -17.07 | ▲ | -$0.44 |
| Mar 20, 2026 | -13.99 | -14.63 | ▼ | -$2.90 |
| Mar 19, 2026 | -19.71 | -14.95 | ▲ | -$5.85 |
| Mar 18, 2026 | -16.80 | -12.57 | ▲ | -$1.83 |
| Mar 17, 2026 | -13.72 | -10.45 | ▲ | -$1.50 |
| Mar 16, 2026 | -14.71 | -8.81 | ▲ | -$1.32 |
| Mar 13, 2026 | -14.37 | -5.86 | ▲ | $3.01 |
| Mar 12, 2026 | -17.34 | -1.61 | ▲ | -$2.89 |
| Mar 11, 2026 | 4.46 | 6.26 | ▲ | -$2.88 |
| Mar 10, 2026 | 8.09 | 7.16 | ▼ | -$1.27 |
| Mar 9, 2026 | 18.54 | 6.69 | ▼ | -$2.12 |
| Mar 6, 2026 | 9.43 | 0.77 | ▼ | -$4.78 |
| Mar 5, 2026 | 5.13 | -3.57 | ▼ | $5.51 |
| Mar 4, 2026 | -6.38 | -7.92 | ▼ | -$0.30 |
| Mar 3, 2026 | -10.40 | -8.68 | ▲ | $3.03 |
| Mar 2, 2026 | 0.37 | -7.82 | ▼ | $2.46 |
| Feb 27, 2026 | -9.27 | -11.92 | ▼ | -$5.28 |
| Feb 26, 2026 | -8.47 | -13.24 | ▼ | $7.65 |
| Feb 25, 2026 | -26.95 | -15.63 | ▲ | -$10.64 |
| Feb 24, 2026 | -28.99 | -9.97 | ▲ | $2.66 |
| Feb 23, 2026 | -27.19 | -0.46 | ▲ | $1.30 |
| Feb 20, 2026 | -9.82 | 12.91 | ▲ | $1.77 |
| Feb 19, 2026 | -6.65 | 24.27 | ▲ | $1.91 |
| Feb 18, 2026 | 10.71 | 39.73 | ▲ | -$0.08 |
| Feb 17, 2026 | 46.25 | 54.24 | ▲ | $3.00 |
| Feb 13, 2026 | 46.02 | 58.23 | ▲ | $2.13 |
| Feb 12, 2026 | 53.00 | 64.34 | ▲ | -$4.12 |
| Feb 11, 2026 | 78.57 | 70.00 | ▼ | $3.07 |
| Feb 10, 2026 | 78.03 | 65.72 | ▼ | -$1.51 |
| Feb 9, 2026 | 96.54 | 59.57 | ▼ | $1.54 |
| Feb 6, 2026 | 76.41 | 41.08 | ▼ | -$4.66 |
| Feb 5, 2026 | 38.11 | 23.42 | ▼ | -$13.46 |
| Feb 4, 2026 | 25.39 | 16.07 | ▼ | $2.26 |
| Feb 3, 2026 | 31.05 | 11.41 | ▼ | $6.18 |
| Feb 2, 2026 | 10.88 | 1.59 | ▼ | $5.26 |
| Jan 30, 2026 | 7.53 | -3.05 | ▼ | $5.47 |
| Jan 29, 2026 | 0.32 | -8.34 | ▼ | $1.37 |
| Jan 28, 2026 | -18.11 | -12.66 | ▲ | $0.98 |
| Jan 27, 2026 | -11.32 | -9.94 | ▲ | $2.96 |
| Jan 26, 2026 | -14.38 | -9.25 | ▲ | $2.04 |
| Jan 23, 2026 | -17.97 | -6.68 | ▲ | -$1.16 |
| Jan 22, 2026 | -8.82 | -1.03 | ▲ | $2.82 |
| Jan 21, 2026 | 1.30 | 2.86 | ▲ | $1.47 |
| Jan 20, 2026 | -6.32 | 3.64 | ▲ | $5.28 |
| Jan 16, 2026 | 6.60 | 8.62 | ▲ | -$8.14 |
| Jan 15, 2026 | 10.49 | 9.63 | ▼ | $0.86 |
| Jan 14, 2026 | 17.62 | 9.20 | ▼ | -$3.94 |
| Jan 13, 2026 | 10.59 | 5.00 | ▼ | $2.70 |
| Jan 12, 2026 | 2.78 | 2.20 | ▼ | -$0.91 |
| Jan 9, 2026 | 6.52 | 1.91 | ▼ | -$0.03 |
| Jan 8, 2026 | 5.39 | -0.40 | ▼ | $0.13 |
| Jan 7, 2026 | 10.49 | -3.29 | ▼ | $4.07 |
| Jan 6, 2026 | -2.48 | -10.18 | ▼ | -$1.82 |
| Jan 5, 2026 | -4.35 | -14.03 | ▼ | $0.87 |
| Jan 2, 2026 | -19.54 | -18.87 | ▲ | -$0.69 |
| Dec 31, 2025 | -19.64 | -18.53 | ▲ | $2.29 |