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NVIDIA CP · 🇺🇸 United States
218.68 +4.20 (+1.96%)
At close: Jun 4, 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 -15.9% annually with a max drawdown of 193.5% over 1,504 trading days (665 signal cycles).
Performance Ratios
Profit Factor0.97 ★★★★★
Max Drawdown-193.50% ★★★★★
P/L USD-$31.91 ★★★★★
Day profit-$0.02 ★★★★★
Avg Cycle P/L-$0.05 ★★★★★
CAGR-15.87% ★★★★★
Sharpe Ratio-0.09 ★★★★★
Sortino Ratio-0.13 ★★★★★
Calmar Ratio-0.02 ★★★★★
Volatility50.57% ★★★★
VaR 95-5.26% ★★★★★
VaR 99-7.43% ★★★★
Win to Loss Ratio48.24% ★★★★★
Profit to Loss Ratio1.04 ★★★★★
Signal Cycles665 ★★★★★
Trading days1,504 ★★★★★
Days Long763 ★★★★★
Days Short742 ★★★★★
Equity Curve
DateHull MABuy/SellP/L
Jun 4, 2026 218.41
Jun 3, 2026 221.37 $4.20
Jun 2, 2026 222.76 -$8.12
Jun 1, 2026 217.04 $1.47
May 29, 2026 211.50 $13.14
May 28, 2026 211.93 $3.06
May 27, 2026 211.95 -$1.66
May 26, 2026 214.24 $2.26
May 22, 2026 217.20 -$0.47
May 21, 2026 219.69 -$4.18
May 20, 2026 219.91 $4.01
May 19, 2026 221.08 $2.86
May 18, 2026 227.11 -$1.65
May 15, 2026 232.34 -$3.06
May 14, 2026 231.73 $10.35
May 13, 2026 225.11 -$9.90
May 12, 2026 222.30 $4.99
May 11, 2026 219.86 $1.34
May 8, 2026 215.32 $4.24
May 7, 2026 208.62 -$3.75
May 6, 2026 200.63 -$3.61
May 5, 2026 194.83 -$11.37
May 4, 2026 195.05 $2.03
May 1, 2026 198.03 -$0.08
Apr 30, 2026 205.83 -$1.16
Apr 29, 2026 214.51 -$9.67
Apr 28, 2026 216.40 -$3.87
Apr 27, 2026 211.64 $3.48
Apr 24, 2026 203.78 -$8.37
Apr 23, 2026 200.70 $8.63
Apr 22, 2026 201.61 $2.90
Apr 21, 2026 201.79 $2.65
Apr 20, 2026 202.56 -$2.22
Apr 17, 2026 201.79 $0.38
Apr 16, 2026 200.65 $3.32
Apr 15, 2026 198.66 -$0.51
Apr 14, 2026 194.30 -$2.41
Apr 13, 2026 189.99 $7.15
Apr 10, 2026 187.05 -$0.68
Apr 9, 2026 183.08 -$4.71
Apr 8, 2026 180.43 -$1.83
Apr 7, 2026 179.00 $3.99
Apr 6, 2026 179.13 $0.46
Apr 2, 2026 177.66 $0.29
Apr 1, 2026 173.05 -$1.60
Mar 31, 2026 167.34 -$1.35
Mar 30, 2026 165.12 $9.26
Mar 27, 2026 170.17 -$2.39
Mar 26, 2026 174.89 -$3.72
Mar 25, 2026 176.06 $7.39
Mar 24, 2026 173.36 -$3.44
Mar 23, 2026 173.14 $0.44
Mar 20, 2026 175.16 $2.94
Mar 19, 2026 179.30 -$5.86
Mar 18, 2026 180.94 -$1.79
Mar 17, 2026 181.30 $1.57
Mar 16, 2026 181.25 $1.24
Mar 13, 2026 182.55 $2.93
Mar 12, 2026 185.41 -$2.85
Mar 11, 2026 185.31 $2.89
Mar 10, 2026 182.37 -$1.27
Mar 9, 2026 180.42 -$2.08
Mar 6, 2026 181.02 $4.86
Mar 5, 2026 182.59 $5.52
Mar 4, 2026 180.23 -$0.30
Mar 3, 2026 177.46 -$2.99
Mar 2, 2026 177.58 $2.43
Feb 27, 2026 182.04 $5.29
Feb 26, 2026 191.02 -$7.69
Feb 25, 2026 194.71 $10.66
Feb 24, 2026 192.65 $2.72
Feb 23, 2026 191.07 -$1.25
Feb 20, 2026 189.31 -$1.77
Feb 19, 2026 187.20 -$1.92
Feb 18, 2026 184.69 $0.08
Feb 17, 2026 183.12 -$2.97
Feb 13, 2026 185.41 $2.20
Feb 12, 2026 189.93 -$4.16
Feb 11, 2026 192.45 -$3.11
Feb 10, 2026 191.32 $1.51
Feb 9, 2026 185.16 $1.50
Feb 6, 2026 175.17 -$4.66
Feb 5, 2026 170.48 -$13.51
Feb 4, 2026 175.75 -$2.31
Feb 3, 2026 183.00 -$6.17
Feb 2, 2026 189.20 -$5.23
Jan 30, 2026 192.64 -$5.51
Jan 29, 2026 192.24 $1.38
Jan 28, 2026 190.15 -$0.99
Jan 27, 2026 188.45 $2.99
Jan 26, 2026 187.57 $2.05
Jan 23, 2026 185.66 $1.23
Jan 22, 2026 182.01 -$2.86
Jan 21, 2026 180.73 -$1.48
Jan 20, 2026 182.62 $5.25
Jan 16, 2026 185.95 $8.11
Jan 15, 2026 184.90 $0.82
Jan 14, 2026 183.98 $3.91
Jan 13, 2026 184.42 $2.66
Jan 12, 2026 183.96 -$0.87
Jan 9, 2026 184.98 $0.08
Jan 8, 2026 186.76 -$0.18
Jan 7, 2026 188.07 $4.10
Jan 6, 2026 187.71 $1.91
Jan 5, 2026 187.72 $0.89
Jan 2, 2026 186.91 $0.73
Dec 31, 2025 186.68 $2.36
Dec 30, 2025 188.52 -$1.08
Dec 29, 2025 190.45 -$0.69
Dec 26, 2025 191.72 -$2.31
Dec 24, 2025 190.79 $1.97
Dec 23, 2025 187.83 $0.64
Dec 22, 2025 181.66 -$5.51
Dec 19, 2025 175.83 -$2.73
Dec 18, 2025 172.29 -$6.84
Dec 17, 2025 173.20 $3.20
Dec 16, 2025 174.71 $6.78
Dec 15, 2025 174.53 -$1.40
Dec 12, 2025 177.75 $1.27
Dec 11, 2025 182.63 -$5.90
Dec 10, 2025 185.00 -$2.81
Dec 9, 2025 185.42 -$1.19
Dec 8, 2025 184.41 $0.61
Dec 5, 2025 182.71 $3.14
Dec 4, 2025 181.85 $0.93
Dec 3, 2025 180.54 $3.79
Dec 2, 2025 179.82 $1.90
Dec 1, 2025 178.13 -$1.53
Nov 28, 2025 177.83 $2.92
Nov 26, 2025 178.91 $3.25
Nov 25, 2025 178.86 $2.47
Nov 24, 2025 179.53 $4.76
Nov 21, 2025 179.59 $3.67
Nov 20, 2025 181.74 -$1.76
Nov 19, 2025 182.85 $5.88
Nov 18, 2025 183.32 $5.15
Nov 17, 2025 186.42 -$5.22
Nov 14, 2025 188.10 $3.57
Nov 13, 2025 190.82 $3.34
Nov 12, 2025 195.21 -$6.97
Nov 11, 2025 194.25 $0.69
Nov 10, 2025 190.15 $5.94
Nov 7, 2025 185.81 -$10.94
Nov 6, 2025 190.36 $0.07
Nov 5, 2025 197.53 -$7.17
Nov 4, 2025 202.47 -$3.47
Nov 3, 2025 205.32 $8.15
Oct 31, 2025 206.17 $4.35
Oct 30, 2025 208.42 -$0.40
Oct 29, 2025 205.80 $4.11
Oct 28, 2025 197.05 -$5.96
Oct 27, 2025 188.68 -$9.52
Oct 24, 2025 183.37 -$5.23
Oct 23, 2025 180.62 -$4.13
Oct 22, 2025 180.79 $1.84
Oct 21, 2025 182.27 -$0.83
Oct 20, 2025 182.60 -$1.53
Oct 17, 2025 180.91 $0.58
Oct 16, 2025 178.89 -$1.41
Oct 15, 2025 179.50 -$1.98
Oct 14, 2025 182.87 -$0.20
Oct 13, 2025 186.88 $8.25
Oct 10, 2025 188.52 $5.16
Oct 9, 2025 189.92 $9.40
Oct 8, 2025 186.14 -$3.41
Oct 7, 2025 185.19 $4.10
Oct 6, 2025 187.34 -$0.49
Oct 3, 2025 189.41 -$2.12
Oct 2, 2025 189.66 -$1.23
Oct 1, 2025 187.65 $1.61
Sep 30, 2025 183.91 -$0.70
Sep 29, 2025 179.28 -$4.73
Sep 26, 2025 176.91 -$3.64
Sep 25, 2025 177.28 -$0.50
Sep 24, 2025 179.61 $0.73
Sep 23, 2025 181.72 -$1.46
Sep 22, 2025 180.06 $5.17
Sep 19, 2025 174.61 -$6.90
Sep 18, 2025 172.28 -$0.42
Sep 17, 2025 172.68 $5.95
Sep 16, 2025 176.83 -$4.58
Sep 15, 2025 178.97 -$2.83
Sep 12, 2025 179.32 -$0.07
Sep 11, 2025 177.53 $0.61
Sep 10, 2025 173.18 $0.15
Sep 9, 2025 168.29 -$6.57
Sep 8, 2025 167.27 -$2.45
Sep 5, 2025 168.04 $1.32
Sep 4, 2025 168.82 $4.68
Sep 3, 2025 168.78 -$1.08
Sep 2, 2025 172.14 -$0.16
Aug 29, 2025 177.62 -$3.43
Aug 28, 2025 181.72 -$5.94
Aug 27, 2025 182.41 -$1.47
Aug 26, 2025 180.99 $0.12
Aug 25, 2025 177.98 -$1.95
Aug 22, 2025 175.00 -$1.82
Aug 21, 2025 173.63 -$2.98
Aug 20, 2025 175.36 -$0.38
Aug 19, 2025 178.34 -$0.28