NVIDIA CP · 🇺🇸 United States
219.72
-5.26 (-2.34%)
At close: Aug 18, 2026
Description
Hull Moving Average — developed by Alan Hull (2005). Uses weighted moving averages of different periods combined with a square root smoothing step to virtually eliminate lag while maintaining curve smoothness.
This strategy would have returned -17.2% annually with a max drawdown of 168.0% over 1,503 trading days (660 signal cycles).
Performance Ratios
Profit Factor0.99 ★★★★★
Max Drawdown-168.04% ★★★★★
P/L USD-$13.64 ★★★★★
Day profit-$0.01 ★★★★★
Avg Cycle P/L-$0.02 ★★★★★
CAGR-17.16% ★★★★★
Sharpe Ratio-0.12 ★★★★★
Sortino Ratio-0.18 ★★★★★
Calmar Ratio-0.04 ★★★★★
Volatility50.56% ★★★★★
VaR 95-5.26% ★★★★★
VaR 99-7.43% ★★★★★
Win to Loss Ratio47.90% ★★★★★
Profit to Loss Ratio1.08 ★★★★★
Signal Cycles660 ★★★★★
Trading days1,503 ★★★★★
Days Long763 ★★★★★
Days Short741 ★★★★★
Equity Curve
| Date | Hull MA | Buy/Sell | P/L |
|---|---|---|---|
| Aug 18, 2026 | 223.20 | ▲ | |
| Aug 17, 2026 | 226.51 | ▲ | -$5.26 |
| Aug 14, 2026 | 226.37 | ▲ | -$0.21 |
| Aug 13, 2026 | 223.83 | ▼ | $0.08 |
| Aug 12, 2026 | 220.18 | ▼ | -$1.16 |
| Aug 11, 2026 | 219.32 | ▲ | $6.58 |
| Aug 10, 2026 | 222.72 | ▲ | $0.01 |
| Aug 7, 2026 | 224.64 | ▲ | -$6.42 |
| Aug 6, 2026 | 222.02 | ▲ | $4.97 |
| Aug 5, 2026 | 218.19 | ▼ | $0.28 |
| Aug 4, 2026 | 210.94 | ▼ | -$7.32 |
| Aug 3, 2026 | 203.31 | ▼ | -$5.26 |
| Jul 31, 2026 | 195.33 | ▼ | -$5.89 |
| Jul 30, 2026 | 190.33 | ▼ | -$5.75 |
| Jul 29, 2026 | 190.66 | ▲ | $5.02 |
| Jul 28, 2026 | 196.11 | ▼ | $7.04 |
| Jul 27, 2026 | 202.38 | ▲ | $0.53 |
| Jul 24, 2026 | 209.74 | ▲ | -$10.37 |
| Jul 23, 2026 | 211.12 | ▲ | -$1.92 |
| Jul 22, 2026 | 208.44 | ▼ | $3.30 |
| Jul 21, 2026 | 203.33 | ▼ | -$4.77 |
| Jul 20, 2026 | 202.48 | ▼ | -$4.01 |
| Jul 17, 2026 | 206.48 | ▲ | $0.52 |
| Jul 16, 2026 | 211.26 | ▲ | -$4.59 |
| Jul 15, 2026 | 211.96 | ▼ | $5.15 |
| Jul 14, 2026 | 209.76 | ▼ | -$0.71 |
| Jul 13, 2026 | 208.58 | ▲ | $8.27 |
| Jul 10, 2026 | 208.64 | ▼ | $7.38 |
| Jul 9, 2026 | 203.69 | ▲ | $8.17 |
| Jul 8, 2026 | 199.90 | ▼ | $1.38 |
| Jul 7, 2026 | 195.54 | ▼ | -$7.19 |
| Jul 6, 2026 | 195.72 | ▲ | $1.37 |
| Jul 2, 2026 | 197.67 | ▲ | $0.73 |
| Jul 1, 2026 | 198.60 | ▲ | -$2.75 |
| Jun 30, 2026 | 195.79 | ▼ | $2.52 |
| Jun 29, 2026 | 191.97 | ▼ | -$5.17 |
| Jun 26, 2026 | 192.25 | ▼ | -$2.43 |
| Jun 25, 2026 | 195.46 | ▼ | $3.21 |
| Jun 24, 2026 | 199.93 | ▲ | -$3.30 |
| Jun 23, 2026 | 205.17 | ▲ | -$1.04 |
| Jun 22, 2026 | 208.66 | ▲ | -$8.56 |
| Jun 18, 2026 | 207.80 | ▼ | $2.04 |
| Jun 17, 2026 | 208.12 | ▲ | $6.03 |
| Jun 16, 2026 | 210.35 | ▲ | -$2.80 |
| Jun 15, 2026 | 208.22 | ▼ | $4.99 |
| Jun 12, 2026 | 203.13 | ▼ | -$7.27 |
| Jun 11, 2026 | 202.09 | ▼ | -$0.32 |
| Jun 10, 2026 | 202.95 | ▲ | $4.41 |
| Jun 9, 2026 | 205.32 | ▼ | $7.72 |
| Jun 8, 2026 | 206.35 | ▼ | $0.50 |
| Jun 5, 2026 | 211.01 | ▲ | $3.53 |
| Jun 4, 2026 | 218.43 | ▼ | $13.55 |
| Jun 3, 2026 | 221.40 | ▲ | $4.16 |
| Jun 2, 2026 | 222.78 | ▲ | -$8.07 |
| Jun 1, 2026 | 217.05 | ▼ | $1.54 |
| May 29, 2026 | 211.49 | ▲ | $13.22 |
| May 28, 2026 | 211.96 | ▼ | $3.06 |
| May 27, 2026 | 212.01 | ▼ | -$1.59 |
| May 26, 2026 | 214.30 | ▼ | $2.25 |
| May 22, 2026 | 217.25 | ▲ | -$0.47 |
| May 21, 2026 | 219.70 | ▲ | -$4.18 |
| May 20, 2026 | 219.89 | ▼ | $3.96 |
| May 19, 2026 | 221.06 | ▲ | $2.92 |
| May 18, 2026 | 227.11 | ▲ | -$1.76 |
| May 15, 2026 | 232.34 | ▲ | -$2.94 |
| May 14, 2026 | 231.76 | ▼ | $10.41 |
| May 13, 2026 | 225.12 | ▼ | -$9.85 |
| May 12, 2026 | 222.26 | ▲ | $5.04 |
| May 11, 2026 | 219.82 | ▲ | $1.39 |
| May 8, 2026 | 215.31 | ▲ | $4.24 |
| May 7, 2026 | 208.62 | ▼ | -$3.63 |
| May 6, 2026 | 200.61 | ▼ | -$3.72 |
| May 5, 2026 | 194.84 | ▼ | -$11.32 |
| May 4, 2026 | 195.06 | ▼ | $2.03 |
| May 1, 2026 | 198.01 | ▼ | -$0.03 |
| Apr 30, 2026 | 205.79 | ▲ | -$1.07 |
| Apr 29, 2026 | 214.50 | ▲ | -$9.67 |
| Apr 28, 2026 | 216.42 | ▲ | -$3.96 |
| Apr 27, 2026 | 211.65 | ▼ | $3.44 |
| Apr 24, 2026 | 203.81 | ▼ | -$8.39 |
| Apr 23, 2026 | 200.73 | ▲ | $8.57 |
| Apr 22, 2026 | 201.62 | ▼ | $2.86 |
| Apr 21, 2026 | 201.77 | ▲ | $2.67 |
| Apr 20, 2026 | 202.54 | ▲ | -$2.23 |
| Apr 17, 2026 | 201.77 | ▲ | $0.42 |
| Apr 16, 2026 | 200.66 | ▲ | $3.29 |
| Apr 15, 2026 | 198.70 | ▲ | -$0.52 |
| Apr 14, 2026 | 194.32 | ▼ | -$2.35 |
| Apr 13, 2026 | 189.97 | ▲ | $7.20 |
| Apr 10, 2026 | 187.03 | ▼ | -$0.71 |
| Apr 9, 2026 | 183.07 | ▼ | -$4.68 |
| Apr 8, 2026 | 180.43 | ▼ | -$1.82 |
| Apr 7, 2026 | 178.99 | ▲ | $3.97 |
| Apr 6, 2026 | 179.12 | ▲ | $0.50 |
| Apr 2, 2026 | 177.66 | ▲ | $0.22 |
| Apr 1, 2026 | 173.05 | ▼ | -$1.67 |
| Mar 31, 2026 | 167.36 | ▼ | -$1.31 |
| Mar 30, 2026 | 165.12 | ▲ | $9.22 |
| Mar 27, 2026 | 170.14 | ▲ | -$2.31 |
| Mar 26, 2026 | 174.88 | ▲ | -$3.71 |
| Mar 25, 2026 | 176.05 | ▼ | $7.43 |
| Mar 24, 2026 | 173.32 | ▼ | -$3.47 |
| Mar 23, 2026 | 173.09 | ▼ | $0.43 |
| Mar 20, 2026 | 175.13 | ▲ | $2.93 |
| Mar 19, 2026 | 179.29 | ▲ | -$5.85 |
| Mar 18, 2026 | 180.94 | ▲ | -$1.88 |
| Mar 17, 2026 | 181.28 | ▼ | $1.49 |
| Mar 16, 2026 | 181.25 | ▼ | $1.33 |
| Mar 13, 2026 | 182.55 | ▲ | $3.00 |
| Mar 12, 2026 | 185.44 | ▲ | -$2.92 |
| Mar 11, 2026 | 185.32 | ▼ | $2.89 |
| Mar 10, 2026 | 182.38 | ▼ | -$1.31 |
| Mar 9, 2026 | 180.46 | ▼ | -$2.07 |
| Mar 6, 2026 | 181.07 | ▲ | $4.83 |
| Mar 5, 2026 | 182.63 | ▼ | $5.52 |
| Mar 4, 2026 | 180.24 | ▼ | -$0.30 |
| Mar 3, 2026 | 177.44 | ▼ | -$3.03 |
| Mar 2, 2026 | 177.57 | ▼ | $2.42 |
| Feb 27, 2026 | 182.06 | ▲ | $5.28 |
| Feb 26, 2026 | 191.06 | ▲ | -$7.73 |
| Feb 25, 2026 | 194.75 | ▼ | $10.67 |
| Feb 24, 2026 | 192.66 | ▲ | $2.71 |
| Feb 23, 2026 | 191.07 | ▼ | -$1.30 |
| Feb 20, 2026 | 189.34 | ▼ | -$1.78 |
| Feb 19, 2026 | 187.25 | ▼ | -$1.87 |
| Feb 18, 2026 | 184.72 | ▼ | $0.07 |
| Feb 17, 2026 | 183.11 | ▼ | -$3.00 |
| Feb 13, 2026 | 185.38 | ▲ | $2.20 |
| Feb 12, 2026 | 189.88 | ▲ | -$4.12 |
| Feb 11, 2026 | 192.42 | ▲ | -$3.11 |
| Feb 10, 2026 | 191.31 | ▲ | $1.47 |
| Feb 9, 2026 | 185.16 | ▼ | $1.49 |
| Feb 6, 2026 | 175.19 | ▼ | -$4.66 |
| Feb 5, 2026 | 170.51 | ▼ | -$13.48 |
| Feb 4, 2026 | 175.76 | ▲ | -$2.31 |
| Feb 3, 2026 | 183.02 | ▲ | -$6.14 |
| Feb 2, 2026 | 189.22 | ▲ | -$5.23 |
| Jan 30, 2026 | 192.66 | ▲ | -$5.55 |
| Jan 29, 2026 | 192.23 | ▼ | $1.33 |
| Jan 28, 2026 | 190.16 | ▼ | -$0.98 |
| Jan 27, 2026 | 188.47 | ▲ | $3.00 |
| Jan 26, 2026 | 187.59 | ▲ | $2.01 |
| Jan 23, 2026 | 185.68 | ▼ | $1.20 |
| Jan 22, 2026 | 182.02 | ▼ | -$2.83 |
| Jan 21, 2026 | 180.74 | ▼ | -$1.52 |
| Jan 20, 2026 | 182.64 | ▲ | $5.24 |
| Jan 16, 2026 | 185.96 | ▼ | $8.15 |
| Jan 15, 2026 | 184.89 | ▼ | $0.78 |
| Jan 14, 2026 | 183.98 | ▲ | $3.91 |
| Jan 13, 2026 | 184.44 | ▼ | $2.67 |
| Jan 12, 2026 | 183.99 | ▼ | -$0.83 |
| Jan 9, 2026 | 184.99 | ▲ | $0.07 |
| Jan 8, 2026 | 186.78 | ▲ | -$0.14 |
| Jan 7, 2026 | 188.10 | ▼ | $4.11 |
| Jan 6, 2026 | 187.75 | ▲ | $1.87 |
| Jan 5, 2026 | 187.74 | ▼ | $0.83 |
| Jan 2, 2026 | 186.93 | ▼ | $0.78 |
| Dec 31, 2025 | 186.66 | ▲ | $2.39 |
| Dec 30, 2025 | 188.49 | ▲ | -$1.04 |
| Dec 29, 2025 | 190.43 | ▲ | -$0.73 |
| Dec 26, 2025 | 191.69 | ▲ | -$2.26 |
| Dec 24, 2025 | 190.77 | ▲ | $1.91 |
| Dec 23, 2025 | 187.81 | ▼ | $0.64 |
| Dec 22, 2025 | 181.65 | ▼ | -$5.56 |
| Dec 19, 2025 | 175.87 | ▼ | -$2.65 |
| Dec 18, 2025 | 172.34 | ▼ | -$6.84 |
| Dec 17, 2025 | 173.24 | ▲ | $3.20 |
| Dec 16, 2025 | 174.73 | ▼ | $6.78 |
| Dec 15, 2025 | 174.53 | ▼ | -$1.43 |
| Dec 12, 2025 | 177.73 | ▲ | $1.27 |
| Dec 11, 2025 | 182.63 | ▲ | -$5.87 |
| Dec 10, 2025 | 185.02 | ▲ | -$2.84 |
| Dec 9, 2025 | 185.43 | ▲ | -$1.22 |
| Dec 8, 2025 | 184.39 | ▼ | $0.58 |
| Dec 5, 2025 | 182.70 | ▲ | $3.17 |
| Dec 4, 2025 | 181.86 | ▼ | $0.97 |
| Dec 3, 2025 | 180.53 | ▲ | $3.80 |
| Dec 2, 2025 | 179.79 | ▼ | $1.91 |
| Dec 1, 2025 | 178.07 | ▼ | -$1.58 |
| Nov 28, 2025 | 177.80 | ▲ | $2.92 |
| Nov 26, 2025 | 178.91 | ▼ | $3.25 |
| Nov 25, 2025 | 178.89 | ▲ | $2.39 |
| Nov 24, 2025 | 179.53 | ▼ | $4.73 |
| Nov 21, 2025 | 179.57 | ▲ | $3.67 |
| Nov 20, 2025 | 181.69 | ▲ | -$1.71 |
| Nov 19, 2025 | 182.82 | ▼ | $5.87 |
| Nov 18, 2025 | 183.30 | ▲ | $5.15 |
| Nov 17, 2025 | 186.40 | ▲ | -$5.27 |
| Nov 14, 2025 | 188.06 | ▼ | $3.52 |
| Nov 13, 2025 | 190.79 | ▲ | $3.31 |
| Nov 12, 2025 | 195.19 | ▲ | -$6.93 |
| Nov 11, 2025 | 194.26 | ▲ | $0.63 |
| Nov 10, 2025 | 190.19 | ▼ | $5.92 |
| Nov 7, 2025 | 185.85 | ▼ | -$10.88 |
| Nov 6, 2025 | 190.36 | ▲ | $0.07 |
| Nov 5, 2025 | 197.50 | ▲ | -$7.08 |
| Nov 4, 2025 | 202.47 | ▲ | -$3.47 |
| Nov 3, 2025 | 205.33 | ▼ | $8.23 |
| Oct 31, 2025 | 206.16 | ▲ | $4.43 |
| Oct 30, 2025 | 208.41 | ▲ | -$0.44 |