NVIDIA CP · 🇺🇸 United States
218.68
+4.20 (+1.96%)
At close: Jun 4, 2026
Description
Detrended Price Oscillator — removes trend from price to focus on cycles. Shifts the SMA backward to align past price with current, isolating intermediate-term overbought/oversold cycles.
This strategy would have returned -23.6% annually with a max drawdown of 513.8% over 1,504 trading days (351 signal cycles).
Performance Ratios
Profit Factor0.97 ★★★★★
Max Drawdown-513.78% ★★★★★
P/L USD-$29.58 ★★★★★
Day profit-$0.02 ★★★★★
Avg Cycle P/L-$0.08 ★★★★★
CAGR-23.55% ★★★★★
Sharpe Ratio-0.28 ★★★★★
Sortino Ratio-0.41 ★★★★★
Calmar Ratio-0.03 ★★★★★
Volatility50.57% ★★★★★
VaR 95-5.30% ★★★★★
VaR 99-7.47% ★★★★★
Win to Loss Ratio48.97% ★★★★★
Profit to Loss Ratio1.02 ★★★★★
Signal Cycles351 ★★★★★
Trading days1,504 ★★★★★
Days Long738 ★★★★★
Days Short767 ★★★★★
Equity Curve
| Date | DPO | Signal | Buy/Sell | P/L |
|---|---|---|---|---|
| Jun 4, 2026 | 6.5716 | 8.1764 | ▲ | |
| Jun 3, 2026 | 3.4061 | 8.9789 | ▲ | $4.20 |
| Jun 2, 2026 | 12.5314 | 11.7652 | ▼ | $8.12 |
| Jun 1, 2026 | 15.1872 | 11.3821 | ▼ | $1.47 |
| May 29, 2026 | 3.9085 | 9.4796 | ▲ | $13.14 |
| May 28, 2026 | 8.3093 | 12.2651 | ▲ | -$3.06 |
| May 27, 2026 | 7.8652 | 14.2431 | ▲ | $1.66 |
| May 26, 2026 | 11.6296 | 17.4320 | ▲ | -$2.26 |
| May 22, 2026 | 13.4300 | 20.3332 | ▲ | -$0.47 |
| May 21, 2026 | 18.9843 | 23.7848 | ▲ | -$4.18 |
| May 20, 2026 | 24.2783 | 26.1851 | ▲ | -$4.01 |
| May 19, 2026 | 22.3383 | 27.1385 | ▲ | $2.86 |
| May 18, 2026 | 25.0277 | 29.5386 | ▲ | -$1.65 |
| May 15, 2026 | 29.1358 | 31.7941 | ▲ | -$3.06 |
| May 14, 2026 | 40.6717 | 33.1233 | ▼ | $10.35 |
| May 13, 2026 | 32.5156 | 29.3491 | ▼ | -$9.90 |
| May 12, 2026 | 29.9267 | 27.7659 | ▼ | -$4.99 |
| May 11, 2026 | 31.0423 | 26.6855 | ▼ | -$1.34 |
| May 8, 2026 | 28.6527 | 24.5072 | ▼ | -$4.24 |
| May 7, 2026 | 25.9504 | 22.4344 | ▼ | -$3.75 |
| May 6, 2026 | 23.7009 | 20.6764 | ▼ | -$3.61 |
| May 5, 2026 | 13.5418 | 19.1642 | ▲ | $11.37 |
| May 4, 2026 | 17.0395 | 21.9754 | ▲ | -$2.03 |
| May 1, 2026 | 18.1171 | 24.4434 | ▲ | $0.08 |
| Apr 30, 2026 | 20.1750 | 27.6066 | ▲ | -$1.16 |
| Apr 29, 2026 | 30.6941 | 31.3224 | ▲ | -$9.67 |
| Apr 28, 2026 | 35.2256 | 31.6366 | ▼ | $3.87 |
| Apr 27, 2026 | 39.1560 | 29.8421 | ▼ | $3.48 |
| Apr 24, 2026 | 31.0631 | 25.1851 | ▼ | -$8.37 |
| Apr 23, 2026 | 22.3336 | 22.2461 | ▼ | -$8.63 |
| Apr 22, 2026 | 25.1002 | 22.2024 | ▼ | $2.90 |
| Apr 21, 2026 | 22.2224 | 20.7535 | ▼ | -$2.65 |
| Apr 20, 2026 | 24.4320 | 20.0191 | ▼ | $2.22 |
| Apr 17, 2026 | 23.7581 | 17.8126 | ▼ | -$0.38 |
| Apr 16, 2026 | 20.0730 | 14.8399 | ▼ | -$3.32 |
| Apr 15, 2026 | 20.3060 | 12.2234 | ▼ | $0.51 |
| Apr 14, 2026 | 17.0339 | 8.1821 | ▼ | -$2.41 |
| Apr 13, 2026 | 9.4074 | 3.7563 | ▼ | -$7.15 |
| Apr 10, 2026 | 8.0511 | 0.9307 | ▼ | -$0.68 |
| Apr 9, 2026 | 2.5024 | -2.6295 | ▼ | -$4.71 |
| Apr 8, 2026 | -0.2045 | -5.1954 | ▼ | -$1.83 |
| Apr 7, 2026 | -4.9868 | -7.6909 | ▼ | -$3.99 |
| Apr 6, 2026 | -6.2967 | -9.0429 | ▼ | -$0.46 |
| Apr 2, 2026 | -7.0514 | -10.4160 | ▼ | -$0.29 |
| Apr 1, 2026 | -9.0267 | -12.0983 | ▼ | -$1.60 |
| Mar 31, 2026 | -10.5252 | -13.6341 | ▼ | -$1.35 |
| Mar 30, 2026 | -19.7605 | -15.1885 | ▲ | $9.26 |
| Mar 27, 2026 | -17.7061 | -12.9025 | ▲ | -$2.39 |
| Mar 26, 2026 | -14.3379 | -10.5008 | ▲ | -$3.72 |
| Mar 25, 2026 | -7.0768 | -8.5822 | ▼ | $7.39 |
| Mar 24, 2026 | -10.7811 | -9.3349 | ▲ | $3.44 |
| Mar 23, 2026 | -10.4754 | -8.6118 | ▲ | -$0.44 |
| Mar 20, 2026 | -13.1183 | -7.6801 | ▲ | $2.94 |
| Mar 19, 2026 | -6.7986 | -4.9610 | ▲ | -$5.86 |
| Mar 18, 2026 | -4.8732 | -4.0422 | ▲ | -$1.79 |
| Mar 17, 2026 | -3.5805 | -3.6267 | ▼ | $1.57 |
| Mar 16, 2026 | -2.7689 | -3.6498 | ▼ | $1.24 |
| Mar 13, 2026 | -6.4589 | -4.0903 | ▲ | $2.93 |
| Mar 12, 2026 | -3.9387 | -2.9060 | ▲ | -$2.85 |
| Mar 11, 2026 | -0.7022 | -2.3897 | ▼ | $2.89 |
| Mar 10, 2026 | -1.6542 | -3.2334 | ▼ | -$1.27 |
| Mar 9, 2026 | -3.5411 | -4.0230 | ▼ | -$2.08 |
| Mar 6, 2026 | -8.1567 | -4.2639 | ▲ | $4.86 |
| Mar 5, 2026 | -2.4102 | -2.3175 | ▲ | -$5.52 |
| Mar 4, 2026 | -2.2123 | -2.2712 | ▼ | -$0.30 |
| Mar 3, 2026 | -5.2612 | -2.3006 | ▲ | $2.99 |
| Mar 2, 2026 | -3.0462 | -0.8203 | ▲ | -$2.43 |
| Feb 27, 2026 | -8.1405 | 0.2926 | ▲ | $5.29 |
| Feb 26, 2026 | -0.2343 | 4.5091 | ▲ | -$7.69 |
| Feb 25, 2026 | 10.6047 | 6.8808 | ▼ | $10.66 |
| Feb 24, 2026 | 8.1485 | 5.0188 | ▼ | -$2.72 |
| Feb 23, 2026 | 6.9190 | 3.4540 | ▼ | -$1.25 |
| Feb 20, 2026 | 4.2869 | 1.7215 | ▼ | -$1.77 |
| Feb 19, 2026 | 1.7189 | 0.4389 | ▼ | -$1.92 |
| Feb 18, 2026 | 1.4128 | -0.2011 | ▼ | $0.08 |
| Feb 17, 2026 | -1.7142 | -1.0081 | ▲ | $2.97 |
| Feb 13, 2026 | -3.6852 | -0.6551 | ▲ | $2.20 |
| Feb 12, 2026 | 0.7241 | 0.8600 | ▲ | -$4.16 |
| Feb 11, 2026 | 4.0006 | 0.9279 | ▼ | $3.11 |
| Feb 10, 2026 | 2.3843 | -0.6085 | ▼ | -$1.51 |
| Feb 9, 2026 | 3.7781 | -2.1049 | ▼ | $1.50 |
| Feb 6, 2026 | -0.9617 | -5.0464 | ▼ | -$4.66 |
| Feb 5, 2026 | -14.4160 | -7.0887 | ▲ | $13.51 |
| Feb 4, 2026 | -11.9904 | -3.4251 | ▲ | -$2.31 |
| Feb 3, 2026 | -5.6222 | 0.8576 | ▲ | -$6.17 |
| Feb 2, 2026 | 0.3698 | 4.0975 | ▲ | -$5.23 |
| Jan 30, 2026 | 6.3437 | 5.9613 | ▼ | $5.51 |
| Jan 29, 2026 | 8.0689 | 5.7701 | ▼ | $1.38 |
| Jan 28, 2026 | 7.6157 | 4.6208 | ▼ | -$0.99 |
| Jan 27, 2026 | 4.8251 | 3.1234 | ▼ | -$2.99 |
| Jan 26, 2026 | 2.8311 | 2.2725 | ▼ | -$2.05 |
| Jan 23, 2026 | 4.0645 | 1.9933 | ▼ | $1.23 |
| Jan 22, 2026 | 1.3853 | 0.9577 | ▼ | -$2.86 |
| Jan 21, 2026 | 0.1463 | 0.7439 | ▲ | $1.48 |
| Jan 20, 2026 | -4.8647 | 1.0427 | ▲ | $5.25 |
| Jan 16, 2026 | 3.7102 | 3.9965 | ▲ | -$8.11 |
| Jan 15, 2026 | 4.7814 | 4.1397 | ▼ | $0.82 |
| Jan 14, 2026 | 1.2490 | 3.8188 | ▲ | $3.91 |
| Jan 13, 2026 | 4.4750 | 5.1037 | ▲ | -$2.66 |
| Jan 12, 2026 | 4.1207 | 5.4181 | ▲ | $0.87 |
| Jan 9, 2026 | 4.5812 | 6.0668 | ▲ | $0.08 |
| Jan 8, 2026 | 5.0959 | 6.8096 | ▲ | -$0.18 |
| Jan 7, 2026 | 9.4398 | 7.6664 | ▼ | $4.10 |
| Jan 6, 2026 | 7.5411 | 6.7797 | ▼ | -$1.91 |
| Jan 5, 2026 | 7.8124 | 6.3990 | ▼ | $0.89 |
| Jan 2, 2026 | 8.0191 | 5.6923 | ▼ | $0.73 |
| Dec 31, 2025 | 5.2196 | 4.5290 | ▼ | -$2.36 |
| Dec 30, 2025 | 5.6058 | 4.1836 | ▼ | $1.08 |
| Dec 29, 2025 | 5.7037 | 3.4725 | ▼ | $0.69 |
| Dec 26, 2025 | 7.3690 | 2.3569 | ▼ | $2.31 |
| Dec 24, 2025 | 4.9304 | -0.1491 | ▼ | -$1.97 |
| Dec 23, 2025 | 4.8675 | -2.6888 | ▼ | $0.64 |
| Dec 22, 2025 | -0.7677 | -6.4670 | ▼ | -$5.51 |
| Dec 19, 2025 | -3.7822 | -9.3167 | ▼ | -$2.73 |
| Dec 18, 2025 | -11.2154 | -12.0839 | ▼ | -$6.84 |
| Dec 17, 2025 | -15.3737 | -12.5182 | ▲ | $3.20 |
| Dec 16, 2025 | -9.8593 | -11.0904 | ▼ | $6.78 |
| Dec 15, 2025 | -12.3851 | -11.7059 | ▲ | $1.40 |
| Dec 12, 2025 | -14.9449 | -11.3663 | ▲ | $1.27 |
| Dec 11, 2025 | -10.3803 | -9.5771 | ▲ | -$5.90 |
| Dec 10, 2025 | -8.7312 | -9.1755 | ▼ | $2.81 |
| Dec 9, 2025 | -7.9838 | -9.3976 | ▼ | $1.19 |
| Dec 8, 2025 | -7.7376 | -10.1045 | ▼ | $0.61 |
| Dec 5, 2025 | -10.9509 | -11.2880 | ▼ | -$3.14 |
| Dec 4, 2025 | -9.7086 | -11.4565 | ▼ | $0.93 |
| Dec 3, 2025 | -13.4849 | -12.3304 | ▲ | $3.79 |
| Dec 2, 2025 | -11.3886 | -11.7532 | ▼ | $1.90 |
| Dec 1, 2025 | -12.5727 | -11.9355 | ▲ | $1.53 |
| Nov 28, 2025 | -15.2394 | -11.6170 | ▲ | $2.92 |
| Nov 26, 2025 | -11.2895 | -9.8058 | ▲ | -$3.25 |
| Nov 25, 2025 | -13.1050 | -9.0639 | ▲ | $2.47 |
| Nov 24, 2025 | -7.8068 | -7.0434 | ▲ | -$4.76 |
| Nov 21, 2025 | -11.2287 | -6.6616 | ▲ | $3.67 |
| Nov 20, 2025 | -9.6964 | -4.3781 | ▲ | -$1.76 |
| Nov 19, 2025 | -3.5139 | -1.7190 | ▲ | -$5.88 |
| Nov 18, 2025 | -7.9788 | -0.8216 | ▲ | $5.15 |
| Nov 17, 2025 | -1.6900 | 2.7570 | ▲ | -$5.22 |
| Nov 14, 2025 | 2.6191 | 4.9806 | ▲ | -$3.57 |
| Nov 13, 2025 | -0.0190 | 6.1613 | ▲ | $3.34 |
| Nov 12, 2025 | 7.9388 | 9.2515 | ▲ | -$6.97 |
| Nov 11, 2025 | 7.9704 | 9.9078 | ▲ | $0.69 |
| Nov 10, 2025 | 14.3945 | 10.8766 | ▼ | $5.94 |
| Nov 7, 2025 | 3.8603 | 9.1176 | ▲ | $10.94 |
| Nov 6, 2025 | 4.0094 | 11.7463 | ▲ | $0.07 |
| Nov 5, 2025 | 11.3441 | 15.6148 | ▲ | -$7.17 |
| Nov 4, 2025 | 14.9521 | 17.7501 | ▲ | -$3.47 |
| Nov 3, 2025 | 23.0520 | 19.1492 | ▼ | $8.15 |
| Oct 31, 2025 | 19.0305 | 17.1978 | ▼ | -$4.35 |
| Oct 30, 2025 | 19.7115 | 16.2814 | ▼ | $0.40 |
| Oct 29, 2025 | 24.2941 | 14.5664 | ▼ | $4.11 |
| Oct 28, 2025 | 18.5904 | 9.7025 | ▼ | -$5.96 |
| Oct 27, 2025 | 9.5953 | 5.2586 | ▼ | -$9.52 |
| Oct 24, 2025 | 4.6317 | 3.0902 | ▼ | -$5.23 |
| Oct 23, 2025 | 1.2668 | 2.3195 | ▲ | $4.13 |
| Oct 22, 2025 | 0.0204 | 2.8459 | ▲ | $1.84 |
| Oct 21, 2025 | 1.5586 | 4.2587 | ▲ | -$0.83 |
| Oct 20, 2025 | 3.9477 | 5.6088 | ▲ | -$1.53 |
| Oct 17, 2025 | 5.5541 | 6.4393 | ▲ | -$0.58 |
| Oct 16, 2025 | 5.0052 | 6.8819 | ▲ | $1.41 |
| Oct 15, 2025 | 3.8577 | 7.8202 | ▲ | $1.98 |
| Oct 14, 2025 | 4.8441 | 9.8015 | ▲ | -$0.20 |
| Oct 13, 2025 | 13.4704 | 12.2802 | ▼ | $8.25 |
| Oct 10, 2025 | 8.2142 | 11.6852 | ▲ | $5.16 |
| Oct 9, 2025 | 17.4204 | 13.4207 | ▼ | $9.40 |
| Oct 8, 2025 | 13.7665 | 11.4208 | ▼ | -$3.41 |
| Oct 7, 2025 | 9.5961 | 10.2480 | ▲ | $4.10 |
| Oct 6, 2025 | 10.3689 | 10.5740 | ▲ | -$0.49 |
| Oct 3, 2025 | 12.5778 | 10.6765 | ▼ | $2.12 |
| Oct 2, 2025 | 13.8517 | 9.7258 | ▼ | $1.23 |
| Oct 1, 2025 | 11.9710 | 7.6629 | ▼ | -$1.61 |
| Sep 30, 2025 | 10.9209 | 5.5089 | ▼ | -$0.70 |
| Sep 29, 2025 | 6.0543 | 2.8028 | ▼ | -$4.73 |
| Sep 26, 2025 | 2.1980 | 1.1771 | ▼ | -$3.64 |
| Sep 25, 2025 | 1.4809 | 0.6666 | ▼ | -$0.50 |
| Sep 24, 2025 | 0.4638 | 0.2595 | ▼ | -$0.73 |
| Sep 23, 2025 | 1.3601 | 0.1574 | ▼ | $1.46 |
| Sep 22, 2025 | 5.8130 | -0.4440 | ▼ | $5.17 |
| Sep 19, 2025 | -1.7690 | -3.5725 | ▼ | -$6.90 |
| Sep 18, 2025 | -2.5766 | -4.4743 | ▼ | -$0.42 |
| Sep 17, 2025 | -8.9094 | -5.4231 | ▲ | $5.95 |
| Sep 16, 2025 | -4.7889 | -3.6799 | ▲ | -$4.58 |
| Sep 15, 2025 | -1.9332 | -3.1254 | ▼ | $2.83 |
| Sep 12, 2025 | -1.7454 | -3.7215 | ▼ | $0.07 |
| Sep 11, 2025 | -2.2390 | -4.7096 | ▼ | -$0.61 |
| Sep 10, 2025 | -1.7749 | -5.9449 | ▼ | $0.15 |
| Sep 9, 2025 | -8.1961 | -8.0299 | ▲ | $6.57 |
| Sep 8, 2025 | -10.4190 | -7.9467 | ▲ | $2.45 |
| Sep 5, 2025 | -11.6813 | -6.7106 | ▲ | $1.32 |
| Sep 4, 2025 | -6.7749 | -4.2253 | ▲ | -$4.68 |
| Sep 3, 2025 | -7.4251 | -2.9505 | ▲ | $1.08 |
| Sep 2, 2025 | -6.7302 | -0.7132 | ▲ | -$0.16 |
| Aug 29, 2025 | -2.8985 | 2.2952 | ▲ | -$3.43 |
| Aug 28, 2025 | 3.4973 | 4.8921 | ▲ | -$5.94 |
| Aug 27, 2025 | 5.4795 | 5.5894 | ▲ | -$1.47 |
| Aug 26, 2025 | 6.2190 | 5.6444 | ▼ | $0.12 |
| Aug 25, 2025 | 5.1676 | 5.3571 | ▲ | $1.95 |
| Aug 22, 2025 | 4.2410 | 5.4518 | ▲ | $1.82 |
| Aug 21, 2025 | 2.0959 | 6.0572 | ▲ | $2.98 |
| Aug 20, 2025 | 3.3024 | 8.0378 | ▲ | -$0.38 |
| Aug 19, 2025 | 4.4937 | 10.4054 | ▲ | -$0.28 |