NVIDIA CP · 🇺🇸 United States
218.68
+4.20 (+1.96%)
At close: Jun 4, 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 -10.5% annually with a max drawdown of 112.1% over 1,504 trading days (356 signal cycles).
Performance Ratios
Profit Factor1.01 ★★★★★
Max Drawdown-112.12% ★★★★★
P/L USD$7.46 ★★★★★
Day profit$0.00 ★★★★★
Avg Cycle P/L$0.02 ★★★★★
CAGR-10.49% ★★★★★
Sharpe Ratio0.04 ★★★★★
Sortino Ratio0.05 ★★★★★
Calmar Ratio0.02 ★★★★★
Volatility50.57% ★★★★★
VaR 95-5.23% ★★★★★
VaR 99-7.40% ★★★★★
Win to Loss Ratio49.30% ★★★★★
Profit to Loss Ratio1.04 ★★★★★
Signal Cycles356 ★★★★★
Trading days1,504 ★★★★★
Days Long745 ★★★★★
Days Short760 ★★★★★
Equity Curve
| Date | Chaikin Vol | Signal | Buy/Sell | P/L |
|---|---|---|---|---|
| Jun 4, 2026 | 12.85 | 2.80 | ▼ | |
| Jun 3, 2026 | 0.72 | -2.23 | ▼ | -$4.20 |
| Jun 2, 2026 | -3.72 | -3.70 | ▲ | -$8.12 |
| Jun 1, 2026 | -3.08 | -3.69 | ▼ | $1.47 |
| May 29, 2026 | -9.74 | -3.99 | ▲ | $13.14 |
| May 28, 2026 | -10.19 | -1.12 | ▲ | -$3.06 |
| May 27, 2026 | -6.30 | 3.42 | ▲ | $1.66 |
| May 26, 2026 | 3.04 | 8.28 | ▲ | -$2.26 |
| May 22, 2026 | 11.25 | 10.90 | ▼ | $0.47 |
| May 21, 2026 | 8.62 | 10.73 | ▲ | -$4.18 |
| May 20, 2026 | 4.78 | 11.78 | ▲ | -$4.01 |
| May 19, 2026 | 20.07 | 15.28 | ▼ | -$2.86 |
| May 18, 2026 | 15.07 | 12.89 | ▼ | $1.65 |
| May 15, 2026 | 3.59 | 11.80 | ▲ | -$3.06 |
| May 14, 2026 | -0.01 | 15.90 | ▲ | -$10.35 |
| May 13, 2026 | 15.90 | 23.85 | ▲ | $9.90 |
| May 12, 2026 | 15.00 | 27.83 | ▲ | $4.99 |
| May 11, 2026 | 10.24 | 34.25 | ▲ | $1.34 |
| May 8, 2026 | 17.98 | 46.25 | ▲ | $4.24 |
| May 7, 2026 | 59.16 | 60.39 | ▲ | $3.75 |
| May 6, 2026 | 75.09 | 61.00 | ▼ | -$3.61 |
| May 5, 2026 | 56.17 | 53.95 | ▼ | -$11.37 |
| May 4, 2026 | 65.31 | 52.84 | ▼ | $2.03 |
| May 1, 2026 | 66.26 | 46.60 | ▼ | -$0.08 |
| Apr 30, 2026 | 56.94 | 36.77 | ▼ | $1.16 |
| Apr 29, 2026 | 31.78 | 26.69 | ▼ | $9.67 |
| Apr 28, 2026 | 36.50 | 24.14 | ▼ | $3.87 |
| Apr 27, 2026 | 42.99 | 17.96 | ▼ | $3.48 |
| Apr 24, 2026 | 24.35 | 5.45 | ▼ | -$8.37 |
| Apr 23, 2026 | 3.64 | -4.00 | ▼ | -$8.63 |
| Apr 22, 2026 | -11.26 | -7.82 | ▲ | -$2.90 |
| Apr 21, 2026 | -6.62 | -6.11 | ▲ | $2.65 |
| Apr 20, 2026 | -4.45 | -5.85 | ▼ | $2.22 |
| Apr 17, 2026 | -15.25 | -6.55 | ▲ | $0.38 |
| Apr 16, 2026 | -1.97 | -2.21 | ▼ | -$3.32 |
| Apr 15, 2026 | -8.37 | -2.33 | ▲ | -$0.51 |
| Apr 14, 2026 | 3.10 | 0.69 | ▼ | -$2.41 |
| Apr 13, 2026 | 0.84 | -0.51 | ▼ | -$7.15 |
| Apr 10, 2026 | 1.21 | -1.18 | ▼ | -$0.68 |
| Apr 9, 2026 | -0.16 | -2.38 | ▼ | -$4.71 |
| Apr 8, 2026 | 4.68 | -3.49 | ▼ | -$1.83 |
| Apr 7, 2026 | -7.58 | -7.58 | ▲ | $3.99 |
| Apr 6, 2026 | -12.98 | -7.58 | ▲ | $0.46 |
| Apr 2, 2026 | 4.04 | -4.88 | ▼ | -$0.29 |
| Apr 1, 2026 | -3.86 | -9.33 | ▼ | -$1.60 |
| Mar 31, 2026 | -2.75 | -12.07 | ▼ | -$1.35 |
| Mar 30, 2026 | -18.75 | -16.73 | ▲ | $9.26 |
| Mar 27, 2026 | -14.90 | -15.72 | ▼ | $2.39 |
| Mar 26, 2026 | -8.88 | -16.13 | ▼ | $3.72 |
| Mar 25, 2026 | -19.12 | -19.75 | ▼ | $7.39 |
| Mar 24, 2026 | -26.00 | -20.07 | ▲ | $3.44 |
| Mar 23, 2026 | -22.28 | -17.11 | ▲ | -$0.44 |
| Mar 20, 2026 | -14.21 | -14.53 | ▼ | -$2.94 |
| Mar 19, 2026 | -19.52 | -14.68 | ▲ | -$5.86 |
| Mar 18, 2026 | -16.59 | -12.26 | ▲ | -$1.79 |
| Mar 17, 2026 | -13.37 | -10.10 | ▲ | -$1.57 |
| Mar 16, 2026 | -14.40 | -8.47 | ▲ | -$1.24 |
| Mar 13, 2026 | -13.95 | -5.50 | ▲ | $2.93 |
| Mar 12, 2026 | -17.10 | -1.28 | ▲ | -$2.85 |
| Mar 11, 2026 | 4.88 | 6.63 | ▲ | -$2.89 |
| Mar 10, 2026 | 8.26 | 7.51 | ▼ | -$1.27 |
| Mar 9, 2026 | 19.09 | 7.13 | ▼ | -$2.08 |
| Mar 6, 2026 | 9.98 | 1.16 | ▼ | -$4.86 |
| Mar 5, 2026 | 5.75 | -3.25 | ▼ | $5.52 |
| Mar 4, 2026 | -6.17 | -7.76 | ▼ | -$0.30 |
| Mar 3, 2026 | -10.31 | -8.55 | ▲ | $2.99 |
| Mar 2, 2026 | 0.62 | -7.67 | ▼ | $2.43 |
| Feb 27, 2026 | -8.98 | -11.81 | ▼ | -$5.29 |
| Feb 26, 2026 | -8.23 | -13.23 | ▼ | $7.69 |
| Feb 25, 2026 | -26.89 | -15.73 | ▲ | -$10.66 |
| Feb 24, 2026 | -28.89 | -10.15 | ▲ | $2.72 |
| Feb 23, 2026 | -27.38 | -0.78 | ▲ | $1.25 |
| Feb 20, 2026 | -9.93 | 12.52 | ▲ | $1.77 |
| Feb 19, 2026 | -7.07 | 23.74 | ▲ | $1.92 |
| Feb 18, 2026 | 10.28 | 39.14 | ▲ | -$0.08 |
| Feb 17, 2026 | 45.73 | 53.57 | ▲ | $2.97 |
| Feb 13, 2026 | 45.08 | 57.50 | ▲ | $2.20 |
| Feb 12, 2026 | 52.06 | 63.71 | ▲ | -$4.16 |
| Feb 11, 2026 | 77.59 | 69.53 | ▼ | $3.11 |
| Feb 10, 2026 | 77.51 | 65.50 | ▼ | -$1.51 |
| Feb 9, 2026 | 96.60 | 59.50 | ▼ | $1.50 |
| Feb 6, 2026 | 76.53 | 40.95 | ▼ | -$4.66 |
| Feb 5, 2026 | 37.91 | 23.16 | ▼ | -$13.51 |
| Feb 4, 2026 | 25.14 | 15.79 | ▼ | $2.31 |
| Feb 3, 2026 | 30.40 | 11.11 | ▼ | $6.17 |
| Feb 2, 2026 | 10.50 | 1.47 | ▼ | $5.23 |
| Jan 30, 2026 | 7.53 | -3.04 | ▼ | $5.51 |
| Jan 29, 2026 | 0.62 | -8.33 | ▼ | $1.38 |
| Jan 28, 2026 | -18.07 | -12.80 | ▲ | $0.99 |
| Jan 27, 2026 | -11.54 | -10.17 | ▲ | $2.99 |
| Jan 26, 2026 | -14.84 | -9.48 | ▲ | $2.05 |
| Jan 23, 2026 | -18.35 | -6.79 | ▲ | -$1.23 |
| Jan 22, 2026 | -8.89 | -1.02 | ▲ | $2.86 |
| Jan 21, 2026 | 1.41 | 2.92 | ▲ | $1.48 |
| Jan 20, 2026 | -5.91 | 3.68 | ▲ | $5.25 |
| Jan 16, 2026 | 6.82 | 8.47 | ▲ | -$8.11 |
| Jan 15, 2026 | 10.21 | 9.29 | ▼ | $0.82 |
| Jan 14, 2026 | 16.88 | 8.83 | ▼ | -$3.91 |
| Jan 13, 2026 | 10.22 | 4.81 | ▼ | $2.66 |
| Jan 12, 2026 | 2.58 | 2.11 | ▼ | -$0.87 |
| Jan 9, 2026 | 6.53 | 1.87 | ▼ | -$0.08 |
| Jan 8, 2026 | 5.42 | -0.46 | ▼ | $0.18 |
| Jan 7, 2026 | 10.17 | -3.40 | ▼ | $4.10 |
| Jan 6, 2026 | -2.78 | -10.19 | ▼ | -$1.91 |
| Jan 5, 2026 | -4.41 | -13.89 | ▼ | $0.89 |
| Jan 2, 2026 | -19.53 | -18.64 | ▲ | -$0.73 |
| Dec 31, 2025 | -19.23 | -18.19 | ▲ | $2.36 |
| Dec 30, 2025 | -24.65 | -17.67 | ▲ | -$1.08 |
| Dec 29, 2025 | -22.71 | -14.18 | ▲ | -$0.69 |
| Dec 26, 2025 | -6.11 | -9.92 | ▼ | $2.31 |
| Dec 24, 2025 | -7.44 | -11.82 | ▼ | -$1.97 |
| Dec 23, 2025 | -3.69 | -14.01 | ▼ | $0.64 |
| Dec 22, 2025 | -20.63 | -19.18 | ▲ | $5.51 |
| Dec 19, 2025 | -9.67 | -18.45 | ▼ | -$2.73 |
| Dec 18, 2025 | -16.50 | -22.85 | ▼ | -$6.84 |
| Dec 17, 2025 | -18.47 | -26.02 | ▼ | -$3.20 |
| Dec 16, 2025 | -28.88 | -29.79 | ▼ | $6.78 |
| Dec 15, 2025 | -27.58 | -30.24 | ▼ | -$1.40 |
| Dec 12, 2025 | -22.83 | -31.58 | ▼ | -$1.27 |
| Dec 11, 2025 | -40.20 | -35.95 | ▲ | -$5.90 |
| Dec 10, 2025 | -45.42 | -33.82 | ▲ | -$2.81 |
| Dec 9, 2025 | -41.90 | -28.02 | ▲ | -$1.19 |
| Dec 8, 2025 | -37.59 | -21.09 | ▲ | -$0.61 |
| Dec 5, 2025 | -33.10 | -12.83 | ▲ | $3.14 |
| Dec 4, 2025 | -7.93 | -2.70 | ▲ | -$0.93 |
| Dec 3, 2025 | -7.67 | -0.09 | ▲ | $3.79 |
| Dec 2, 2025 | -3.12 | 3.70 | ▲ | -$1.90 |
| Dec 1, 2025 | -6.58 | 7.12 | ▲ | $1.53 |
| Nov 28, 2025 | 3.93 | 13.97 | ▲ | $2.92 |
| Nov 26, 2025 | 21.78 | 18.98 | ▼ | $3.25 |
| Nov 25, 2025 | 25.43 | 17.59 | ▼ | -$2.47 |
| Nov 24, 2025 | 14.65 | 13.67 | ▼ | $4.76 |
| Nov 21, 2025 | 14.71 | 13.17 | ▼ | -$3.67 |
| Nov 20, 2025 | 12.09 | 12.41 | ▲ | -$1.76 |
| Nov 19, 2025 | -0.32 | 12.57 | ▲ | -$5.88 |
| Nov 18, 2025 | 11.72 | 19.01 | ▲ | $5.15 |
| Nov 17, 2025 | 17.95 | 22.66 | ▲ | -$5.22 |
| Nov 14, 2025 | 26.37 | 25.01 | ▼ | $3.57 |
| Nov 13, 2025 | 14.83 | 24.33 | ▲ | $3.34 |
| Nov 12, 2025 | 7.05 | 29.08 | ▲ | -$6.97 |
| Nov 11, 2025 | 19.63 | 40.10 | ▲ | $0.69 |
| Nov 10, 2025 | 67.24 | 50.33 | ▼ | $5.94 |
| Nov 7, 2025 | 66.71 | 41.88 | ▼ | -$10.94 |
| Nov 6, 2025 | 53.58 | 29.47 | ▼ | -$0.07 |
| Nov 5, 2025 | 25.65 | 17.41 | ▼ | $7.17 |
| Nov 4, 2025 | 26.29 | 13.29 | ▼ | $3.47 |
| Nov 3, 2025 | 16.33 | 6.79 | ▼ | $8.15 |
| Oct 31, 2025 | 8.80 | 2.03 | ▼ | -$4.35 |
| Oct 30, 2025 | 3.93 | -1.36 | ▼ | $0.40 |
| Oct 29, 2025 | -0.20 | -4.01 | ▼ | $4.11 |
| Oct 28, 2025 | 0.55 | -5.92 | ▼ | -$5.96 |
| Oct 27, 2025 | -23.15 | -9.15 | ▲ | $9.52 |
| Oct 24, 2025 | -24.62 | -2.14 | ▲ | $5.23 |
| Oct 23, 2025 | 7.64 | 9.10 | ▲ | $4.13 |
| Oct 22, 2025 | 14.19 | 9.83 | ▼ | -$1.84 |
| Oct 21, 2025 | -0.69 | 7.64 | ▲ | -$0.83 |
| Oct 20, 2025 | 9.07 | 11.81 | ▲ | -$1.53 |
| Oct 17, 2025 | 12.94 | 13.17 | ▲ | -$0.58 |
| Oct 16, 2025 | 19.27 | 13.29 | ▼ | -$1.41 |
| Oct 15, 2025 | 19.28 | 10.30 | ▼ | -$1.98 |
| Oct 14, 2025 | 8.27 | 5.81 | ▼ | $0.20 |
| Oct 13, 2025 | 13.73 | 4.58 | ▼ | $8.25 |
| Oct 10, 2025 | 13.77 | 0.00 | ▼ | -$5.16 |
| Oct 9, 2025 | -19.64 | -6.88 | ▲ | -$9.40 |
| Oct 8, 2025 | -13.00 | -0.50 | ▲ | $3.41 |
| Oct 7, 2025 | -9.77 | 5.74 | ▲ | $4.10 |
| Oct 6, 2025 | -7.14 | 13.50 | ▲ | -$0.49 |
| Oct 3, 2025 | 23.57 | 23.82 | ▲ | -$2.12 |
| Oct 2, 2025 | 16.02 | 23.94 | ▲ | -$1.23 |
| Oct 1, 2025 | 26.52 | 27.90 | ▲ | $1.61 |
| Sep 30, 2025 | 37.18 | 28.59 | ▼ | -$0.70 |
| Sep 29, 2025 | 28.11 | 24.29 | ▼ | -$4.73 |
| Sep 26, 2025 | 38.95 | 22.38 | ▼ | -$3.64 |
| Sep 25, 2025 | 29.11 | 14.10 | ▼ | -$0.50 |
| Sep 24, 2025 | 17.48 | 6.60 | ▼ | -$0.73 |
| Sep 23, 2025 | 18.05 | 1.16 | ▼ | $1.46 |
| Sep 22, 2025 | 11.73 | -7.28 | ▼ | $5.17 |
| Sep 19, 2025 | -16.44 | -16.79 | ▼ | -$6.90 |
| Sep 18, 2025 | -10.20 | -16.96 | ▼ | -$0.42 |
| Sep 17, 2025 | -19.07 | -20.35 | ▼ | -$5.95 |
| Sep 16, 2025 | -27.22 | -20.99 | ▲ | -$4.58 |
| Sep 15, 2025 | -24.63 | -17.87 | ▲ | -$2.83 |
| Sep 12, 2025 | -27.01 | -14.49 | ▲ | -$0.07 |
| Sep 11, 2025 | -8.95 | -8.23 | ▲ | $0.61 |
| Sep 10, 2025 | -12.23 | -7.87 | ▲ | -$0.15 |
| Sep 9, 2025 | -15.44 | -5.69 | ▲ | $6.57 |
| Sep 8, 2025 | -14.27 | -0.82 | ▲ | $2.45 |
| Sep 5, 2025 | -1.37 | 5.91 | ▲ | $1.32 |
| Sep 4, 2025 | -10.00 | 9.54 | ▲ | -$4.68 |
| Sep 3, 2025 | 10.31 | 19.31 | ▲ | $1.08 |
| Sep 2, 2025 | 34.92 | 23.81 | ▼ | $0.16 |
| Aug 29, 2025 | 24.48 | 18.26 | ▼ | $3.43 |
| Aug 28, 2025 | 23.71 | 15.15 | ▼ | $5.94 |
| Aug 27, 2025 | 5.19 | 10.87 | ▲ | -$1.47 |
| Aug 26, 2025 | 13.03 | 13.71 | ▲ | -$0.12 |
| Aug 25, 2025 | 24.73 | 14.06 | ▼ | -$1.95 |
| Aug 22, 2025 | 20.29 | 8.72 | ▼ | -$1.82 |
| Aug 21, 2025 | 1.49 | 2.94 | ▲ | $2.98 |
| Aug 20, 2025 | 11.46 | 3.66 | ▼ | $0.38 |
| Aug 19, 2025 | -3.90 | -0.24 | ▲ | -$0.28 |