NVIDIA CP · 🇺🇸 United States
219.72
-5.26 (-2.34%)
At close: Aug 18, 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 -17.5% annually with a max drawdown of 149.1% over 1,503 trading days (349 signal cycles).
Performance Ratios
Profit Factor0.98 ★★★★★
Max Drawdown-149.11% ★★★★★
P/L USD-$25.65 ★★★★★
Day profit-$0.02 ★★★★★
Avg Cycle P/L-$0.07 ★★★★★
CAGR-17.45% ★★★★★
Sharpe Ratio-0.12 ★★★★★
Sortino Ratio-0.17 ★★★★★
Calmar Ratio-0.04 ★★★★★
Volatility50.56% ★★★★★
VaR 95-5.26% ★★★★★
VaR 99-7.43% ★★★★★
Win to Loss Ratio49.10% ★★★★★
Profit to Loss Ratio1.02 ★★★★★
Signal Cycles349 ★★★★★
Trading days1,503 ★★★★★
Days Long753 ★★★★★
Days Short751 ★★★★★
Equity Curve
| Date | Chaikin Vol | Signal | Buy/Sell | P/L |
|---|---|---|---|---|
| Aug 18, 2026 | -38.36 | -29.84 | ▲ | |
| Aug 17, 2026 | -39.69 | -25.57 | ▲ | -$5.26 |
| Aug 14, 2026 | -26.93 | -18.52 | ▲ | -$0.21 |
| Aug 13, 2026 | -20.28 | -14.31 | ▲ | -$0.08 |
| Aug 12, 2026 | -17.33 | -11.33 | ▲ | $1.16 |
| Aug 11, 2026 | -14.74 | -8.32 | ▲ | $6.58 |
| Aug 10, 2026 | -17.28 | -5.12 | ▲ | $0.01 |
| Aug 7, 2026 | -5.37 | 0.96 | ▲ | -$6.42 |
| Aug 6, 2026 | 3.63 | 4.13 | ▲ | $4.97 |
| Aug 5, 2026 | -1.07 | 4.38 | ▲ | -$0.28 |
| Aug 4, 2026 | 10.50 | 7.11 | ▼ | -$7.32 |
| Aug 3, 2026 | 14.04 | 5.42 | ▼ | -$5.26 |
| Jul 31, 2026 | -2.85 | 1.10 | ▲ | $5.89 |
| Jul 30, 2026 | 1.49 | 3.08 | ▲ | $5.75 |
| Jul 29, 2026 | 0.25 | 3.87 | ▲ | $5.02 |
| Jul 28, 2026 | 2.41 | 5.69 | ▲ | -$7.04 |
| Jul 27, 2026 | 11.86 | 7.32 | ▼ | -$0.53 |
| Jul 24, 2026 | -3.31 | 5.06 | ▲ | -$10.37 |
| Jul 23, 2026 | 2.20 | 9.24 | ▲ | -$1.92 |
| Jul 22, 2026 | 4.95 | 12.76 | ▲ | -$3.30 |
| Jul 21, 2026 | 9.23 | 16.66 | ▲ | $4.77 |
| Jul 20, 2026 | 21.70 | 20.37 | ▼ | -$4.01 |
| Jul 17, 2026 | 17.56 | 19.71 | ▲ | $0.52 |
| Jul 16, 2026 | 18.98 | 20.79 | ▲ | -$4.59 |
| Jul 15, 2026 | 28.22 | 21.69 | ▼ | $5.15 |
| Jul 14, 2026 | 25.84 | 18.43 | ▼ | -$0.71 |
| Jul 13, 2026 | 23.11 | 14.72 | ▼ | -$8.27 |
| Jul 10, 2026 | 14.97 | 10.53 | ▼ | $7.38 |
| Jul 9, 2026 | 18.54 | 8.31 | ▼ | -$8.17 |
| Jul 8, 2026 | 20.11 | 3.19 | ▼ | $1.38 |
| Jul 7, 2026 | -0.09 | -5.27 | ▼ | -$7.19 |
| Jul 6, 2026 | -3.44 | -7.86 | ▼ | -$1.37 |
| Jul 2, 2026 | 0.55 | -10.07 | ▼ | -$0.73 |
| Jul 1, 2026 | -4.80 | -15.38 | ▼ | $2.75 |
| Jun 30, 2026 | -12.99 | -20.68 | ▼ | $2.52 |
| Jun 29, 2026 | -18.39 | -24.52 | ▼ | -$5.17 |
| Jun 26, 2026 | -27.95 | -27.59 | ▲ | $2.43 |
| Jun 25, 2026 | -27.76 | -27.41 | ▲ | -$3.21 |
| Jun 24, 2026 | -36.36 | -27.23 | ▲ | -$3.30 |
| Jun 23, 2026 | -29.09 | -22.66 | ▲ | -$1.04 |
| Jun 22, 2026 | -30.71 | -19.45 | ▲ | -$8.56 |
| Jun 18, 2026 | -28.10 | -13.82 | ▲ | -$2.04 |
| Jun 17, 2026 | -20.15 | -6.67 | ▲ | $6.03 |
| Jun 16, 2026 | -18.74 | 0.07 | ▲ | -$2.80 |
| Jun 15, 2026 | -3.74 | 9.47 | ▲ | -$4.99 |
| Jun 12, 2026 | 11.64 | 16.07 | ▲ | $7.27 |
| Jun 11, 2026 | 25.27 | 18.29 | ▼ | -$0.32 |
| Jun 10, 2026 | 22.55 | 14.80 | ▼ | -$4.41 |
| Jun 9, 2026 | 20.37 | 10.92 | ▼ | $7.72 |
| Jun 8, 2026 | 6.41 | 6.19 | ▼ | $0.50 |
| Jun 5, 2026 | 12.51 | 6.09 | ▼ | -$3.53 |
| Jun 4, 2026 | 13.03 | 2.87 | ▼ | $13.55 |
| Jun 3, 2026 | 0.92 | -2.21 | ▼ | -$4.16 |
| Jun 2, 2026 | -3.84 | -3.78 | ▲ | -$8.07 |
| Jun 1, 2026 | -3.05 | -3.74 | ▼ | $1.54 |
| May 29, 2026 | -9.77 | -4.09 | ▲ | $13.22 |
| May 28, 2026 | -10.52 | -1.25 | ▲ | -$3.06 |
| May 27, 2026 | -6.30 | 3.39 | ▲ | $1.59 |
| May 26, 2026 | 2.85 | 8.24 | ▲ | -$2.25 |
| May 22, 2026 | 10.96 | 10.93 | ▼ | $0.47 |
| May 21, 2026 | 8.63 | 10.91 | ▲ | -$4.18 |
| May 20, 2026 | 4.94 | 12.05 | ▲ | -$3.96 |
| May 19, 2026 | 20.13 | 15.60 | ▼ | -$2.92 |
| May 18, 2026 | 15.43 | 13.34 | ▼ | $1.76 |
| May 15, 2026 | 4.13 | 12.29 | ▲ | -$2.94 |
| May 14, 2026 | 0.55 | 16.37 | ▲ | -$10.41 |
| May 13, 2026 | 16.51 | 24.28 | ▲ | $9.85 |
| May 12, 2026 | 15.38 | 28.16 | ▲ | $5.04 |
| May 11, 2026 | 10.49 | 34.56 | ▲ | $1.39 |
| May 8, 2026 | 18.66 | 46.59 | ▲ | $4.24 |
| May 7, 2026 | 59.53 | 60.56 | ▲ | $3.63 |
| May 6, 2026 | 75.31 | 61.07 | ▼ | -$3.72 |
| May 5, 2026 | 56.54 | 53.95 | ▼ | -$11.32 |
| May 4, 2026 | 65.02 | 52.66 | ▼ | $2.03 |
| May 1, 2026 | 66.00 | 46.48 | ▼ | -$0.03 |
| Apr 30, 2026 | 57.08 | 36.72 | ▼ | $1.07 |
| Apr 29, 2026 | 31.79 | 26.53 | ▼ | $9.67 |
| Apr 28, 2026 | 36.25 | 23.91 | ▼ | $3.96 |
| Apr 27, 2026 | 43.00 | 17.73 | ▼ | $3.44 |
| Apr 24, 2026 | 24.01 | 5.10 | ▼ | -$8.39 |
| Apr 23, 2026 | 3.33 | -4.35 | ▼ | -$8.57 |
| Apr 22, 2026 | -11.54 | -8.19 | ▲ | -$2.86 |
| Apr 21, 2026 | -7.09 | -6.51 | ▲ | $2.67 |
| Apr 20, 2026 | -4.58 | -6.22 | ▼ | $2.23 |
| Apr 17, 2026 | -15.67 | -7.05 | ▲ | $0.42 |
| Apr 16, 2026 | -2.69 | -2.74 | ▼ | -$3.29 |
| Apr 15, 2026 | -8.97 | -2.77 | ▲ | -$0.52 |
| Apr 14, 2026 | 2.51 | 0.33 | ▼ | -$2.35 |
| Apr 13, 2026 | 0.34 | -0.76 | ▼ | -$7.20 |
| Apr 10, 2026 | 1.05 | -1.30 | ▼ | -$0.71 |
| Apr 9, 2026 | -0.49 | -2.48 | ▼ | -$4.68 |
| Apr 8, 2026 | 4.29 | -3.47 | ▼ | -$1.82 |
| Apr 7, 2026 | -7.68 | -7.35 | ▲ | $3.97 |
| Apr 6, 2026 | -12.90 | -7.18 | ▲ | $0.50 |
| Apr 2, 2026 | 4.46 | -4.32 | ▼ | -$0.22 |
| Apr 1, 2026 | -3.37 | -8.72 | ▼ | -$1.67 |
| Mar 31, 2026 | -1.99 | -11.39 | ▼ | -$1.31 |
| Mar 30, 2026 | -17.92 | -16.09 | ▲ | $9.22 |
| Mar 27, 2026 | -14.00 | -15.17 | ▼ | $2.31 |
| Mar 26, 2026 | -8.40 | -15.76 | ▼ | $3.71 |
| Mar 25, 2026 | -18.54 | -19.44 | ▼ | $7.43 |
| Mar 24, 2026 | -25.53 | -19.88 | ▲ | $3.47 |
| Mar 23, 2026 | -21.95 | -17.06 | ▲ | -$0.43 |
| Mar 20, 2026 | -14.10 | -14.62 | ▼ | -$2.93 |
| Mar 19, 2026 | -19.54 | -14.87 | ▲ | -$5.85 |
| Mar 18, 2026 | -16.71 | -12.54 | ▲ | -$1.88 |
| Mar 17, 2026 | -13.69 | -10.46 | ▲ | -$1.49 |
| Mar 16, 2026 | -14.75 | -8.84 | ▲ | -$1.33 |
| Mar 13, 2026 | -14.53 | -5.89 | ▲ | $3.00 |
| Mar 12, 2026 | -17.49 | -1.56 | ▲ | -$2.92 |
| Mar 11, 2026 | 4.57 | 6.40 | ▲ | -$2.89 |
| Mar 10, 2026 | 8.07 | 7.31 | ▼ | -$1.31 |
| Mar 9, 2026 | 18.79 | 6.93 | ▼ | -$2.07 |
| Mar 6, 2026 | 9.90 | 1.00 | ▼ | -$4.83 |
| Mar 5, 2026 | 5.48 | -3.44 | ▼ | $5.52 |
| Mar 4, 2026 | -6.22 | -7.90 | ▼ | -$0.30 |
| Mar 3, 2026 | -10.50 | -8.74 | ▲ | $3.03 |
| Mar 2, 2026 | 0.37 | -7.87 | ▼ | $2.42 |
| Feb 27, 2026 | -9.29 | -11.99 | ▼ | -$5.28 |
| Feb 26, 2026 | -8.37 | -13.34 | ▼ | $7.73 |
| Feb 25, 2026 | -26.96 | -15.82 | ▲ | -$10.67 |
| Feb 24, 2026 | -29.00 | -10.25 | ▲ | $2.71 |
| Feb 23, 2026 | -27.38 | -0.87 | ▲ | $1.30 |
| Feb 20, 2026 | -10.12 | 12.38 | ▲ | $1.78 |
| Feb 19, 2026 | -7.11 | 23.64 | ▲ | $1.87 |
| Feb 18, 2026 | 10.07 | 39.01 | ▲ | -$0.07 |
| Feb 17, 2026 | 45.57 | 53.48 | ▲ | $3.00 |
| Feb 13, 2026 | 44.99 | 57.44 | ▲ | $2.20 |
| Feb 12, 2026 | 52.18 | 63.66 | ▲ | -$4.12 |
| Feb 11, 2026 | 77.51 | 69.40 | ▼ | $3.11 |
| Feb 10, 2026 | 77.24 | 65.35 | ▼ | -$1.47 |
| Feb 9, 2026 | 96.29 | 59.40 | ▼ | $1.49 |
| Feb 6, 2026 | 76.69 | 40.96 | ▼ | -$4.66 |
| Feb 5, 2026 | 37.73 | 23.10 | ▼ | -$13.48 |
| Feb 4, 2026 | 24.96 | 15.78 | ▼ | $2.31 |
| Feb 3, 2026 | 30.45 | 11.19 | ▼ | $6.14 |
| Feb 2, 2026 | 10.76 | 1.57 | ▼ | $5.23 |
| Jan 30, 2026 | 7.57 | -3.03 | ▼ | $5.55 |
| Jan 29, 2026 | 0.45 | -8.33 | ▼ | $1.33 |
| Jan 28, 2026 | -18.23 | -12.72 | ▲ | $0.98 |
| Jan 27, 2026 | -11.34 | -9.96 | ▲ | $3.00 |
| Jan 26, 2026 | -14.46 | -9.27 | ▲ | $2.01 |
| Jan 23, 2026 | -18.25 | -6.68 | ▲ | -$1.20 |
| Jan 22, 2026 | -8.78 | -0.89 | ▲ | $2.83 |
| Jan 21, 2026 | 1.46 | 3.05 | ▲ | $1.52 |
| Jan 20, 2026 | -5.87 | 3.85 | ▲ | $5.24 |
| Jan 16, 2026 | 6.72 | 8.71 | ▲ | -$8.15 |
| Jan 15, 2026 | 10.68 | 9.70 | ▼ | $0.78 |
| Jan 14, 2026 | 17.41 | 9.21 | ▼ | -$3.91 |
| Jan 13, 2026 | 11.00 | 5.11 | ▼ | $2.67 |
| Jan 12, 2026 | 2.86 | 2.16 | ▼ | -$0.83 |
| Jan 9, 2026 | 6.42 | 1.82 | ▼ | -$0.07 |
| Jan 8, 2026 | 5.18 | -0.48 | ▼ | $0.14 |
| Jan 7, 2026 | 10.38 | -3.31 | ▼ | $4.11 |
| Jan 6, 2026 | -2.51 | -10.16 | ▼ | -$1.87 |
| Jan 5, 2026 | -4.46 | -13.99 | ▼ | $0.83 |
| Jan 2, 2026 | -19.50 | -18.75 | ▲ | -$0.78 |
| Dec 31, 2025 | -19.55 | -18.38 | ▲ | $2.39 |
| Dec 30, 2025 | -24.68 | -17.79 | ▲ | -$1.04 |
| Dec 29, 2025 | -22.91 | -14.35 | ▲ | -$0.73 |
| Dec 26, 2025 | -6.37 | -10.07 | ▼ | $2.26 |
| Dec 24, 2025 | -7.77 | -11.92 | ▼ | -$1.91 |
| Dec 23, 2025 | -3.68 | -14.00 | ▼ | $0.64 |
| Dec 22, 2025 | -20.58 | -19.16 | ▲ | $5.56 |
| Dec 19, 2025 | -9.60 | -18.44 | ▼ | -$2.65 |
| Dec 18, 2025 | -16.39 | -22.87 | ▼ | -$6.84 |
| Dec 17, 2025 | -18.52 | -26.11 | ▼ | -$3.20 |
| Dec 16, 2025 | -29.00 | -29.90 | ▼ | $6.78 |
| Dec 15, 2025 | -27.66 | -30.35 | ▼ | -$1.43 |
| Dec 12, 2025 | -23.01 | -31.70 | ▼ | -$1.27 |
| Dec 11, 2025 | -40.28 | -36.05 | ▲ | -$5.87 |
| Dec 10, 2025 | -45.35 | -33.93 | ▲ | -$2.84 |
| Dec 9, 2025 | -42.00 | -28.21 | ▲ | -$1.22 |
| Dec 8, 2025 | -37.84 | -21.32 | ▲ | -$0.58 |
| Dec 5, 2025 | -33.31 | -13.06 | ▲ | $3.17 |
| Dec 4, 2025 | -8.32 | -2.93 | ▲ | -$0.97 |
| Dec 3, 2025 | -7.90 | -0.24 | ▲ | $3.80 |
| Dec 2, 2025 | -3.32 | 3.60 | ▲ | -$1.91 |
| Dec 1, 2025 | -6.76 | 7.05 | ▲ | $1.58 |
| Nov 28, 2025 | 3.69 | 13.96 | ▲ | $2.92 |
| Nov 26, 2025 | 21.52 | 19.09 | ▼ | $3.25 |
| Nov 25, 2025 | 25.45 | 17.88 | ▼ | -$2.39 |
| Nov 24, 2025 | 15.14 | 14.09 | ▼ | $4.73 |
| Nov 21, 2025 | 15.11 | 13.57 | ▼ | -$3.67 |
| Nov 20, 2025 | 12.48 | 12.80 | ▲ | -$1.71 |
| Nov 19, 2025 | -0.01 | 12.96 | ▲ | -$5.87 |
| Nov 18, 2025 | 12.18 | 19.45 | ▲ | $5.15 |
| Nov 17, 2025 | 18.45 | 23.08 | ▲ | -$5.27 |
| Nov 14, 2025 | 26.82 | 25.40 | ▼ | $3.52 |
| Nov 13, 2025 | 15.40 | 24.69 | ▲ | $3.31 |
| Nov 12, 2025 | 7.34 | 29.34 | ▲ | -$6.93 |
| Nov 11, 2025 | 19.85 | 40.34 | ▲ | $0.63 |
| Nov 10, 2025 | 67.59 | 50.58 | ▼ | $5.92 |
| Nov 7, 2025 | 66.99 | 42.07 | ▼ | -$10.88 |
| Nov 6, 2025 | 53.82 | 29.61 | ▼ | -$0.07 |
| Nov 5, 2025 | 26.00 | 17.51 | ▼ | $7.08 |
| Nov 4, 2025 | 26.50 | 13.26 | ▼ | $3.47 |
| Nov 3, 2025 | 16.29 | 6.64 | ▼ | $8.23 |
| Oct 31, 2025 | 8.56 | 1.81 | ▼ | -$4.43 |
| Oct 30, 2025 | 3.82 | -1.57 | ▼ | $0.44 |