NVIDIA CP · 🇺🇸 United States
218.68
+4.20 (+1.96%)
At close: Jun 4, 2026
Description
Kaufman Adaptive Moving Average — created by Perry Kaufman (1998). Automatically adjusts its smoothing speed based on market noise: fast in trending markets, slow in choppy ones. Uses an efficiency ratio to measure trend strength.
This strategy would have returned -14.7% annually with a max drawdown of 489.0% over 1,504 trading days (214 signal cycles).
Performance Ratios
Profit Factor1.01 ★★★★★
Max Drawdown-488.95% ★★★★★
P/L USD$11.20 ★★★★★
Day profit$0.01 ★★★★★
Avg Cycle P/L$0.05 ★★★★★
CAGR-14.72% ★★★★★
Sharpe Ratio-0.06 ★★★★★
Sortino Ratio-0.09 ★★★★★
Calmar Ratio-0.01 ★★★★★
Volatility50.57% ★★★★★
VaR 95-5.25% ★★★★★
VaR 99-7.42% ★★★★★
Win to Loss Ratio50.63% ★★★★★
Profit to Loss Ratio0.98 ★★★★★
Signal Cycles214 ★★★★★
Trading days1,504 ★★★★★
Days Long628 ★★★★★
Days Short877 ★★★★★
Equity Curve
| Date | KAMA | Buy/Sell | P/L |
|---|---|---|---|
| Jun 4, 2026 | 216.87 | ▼ | |
| Jun 3, 2026 | 216.84 | ▲ | $4.20 |
| Jun 2, 2026 | 216.90 | ▼ | $8.12 |
| Jun 1, 2026 | 216.86 | ▼ | $1.47 |
| May 29, 2026 | 216.82 | ▲ | $13.14 |
| May 28, 2026 | 218.83 | ▲ | -$3.06 |
| May 27, 2026 | 219.12 | ▲ | $1.66 |
| May 26, 2026 | 219.34 | ▲ | -$2.26 |
| May 22, 2026 | 219.42 | ▲ | -$0.47 |
| May 21, 2026 | 219.44 | ▲ | -$4.18 |
| May 20, 2026 | 219.45 | ▼ | $4.01 |
| May 19, 2026 | 219.15 | ▼ | -$2.86 |
| May 18, 2026 | 218.99 | ▼ | $1.65 |
| May 15, 2026 | 218.63 | ▼ | $3.06 |
| May 14, 2026 | 217.55 | ▼ | $10.35 |
| May 13, 2026 | 208.67 | ▼ | -$9.90 |
| May 12, 2026 | 207.00 | ▼ | -$4.99 |
| May 11, 2026 | 206.57 | ▼ | -$1.34 |
| May 8, 2026 | 206.43 | ▼ | -$4.24 |
| May 7, 2026 | 206.22 | ▼ | -$3.75 |
| May 6, 2026 | 206.01 | ▼ | -$3.61 |
| May 5, 2026 | 205.99 | ▲ | $11.37 |
| May 4, 2026 | 206.11 | ▲ | -$2.03 |
| May 1, 2026 | 206.22 | ▲ | $0.08 |
| Apr 30, 2026 | 206.31 | ▲ | -$1.16 |
| Apr 29, 2026 | 206.36 | ▼ | $9.67 |
| Apr 28, 2026 | 206.20 | ▼ | $3.87 |
| Apr 27, 2026 | 205.25 | ▼ | $3.48 |
| Apr 24, 2026 | 201.72 | ▼ | -$8.37 |
| Apr 23, 2026 | 200.15 | ▲ | $8.63 |
| Apr 22, 2026 | 200.31 | ▼ | $2.90 |
| Apr 21, 2026 | 199.51 | ▼ | -$2.65 |
| Apr 20, 2026 | 199.45 | ▼ | $2.22 |
| Apr 17, 2026 | 197.77 | ▼ | -$0.38 |
| Apr 16, 2026 | 195.17 | ▼ | -$3.32 |
| Apr 15, 2026 | 193.11 | ▼ | $0.51 |
| Apr 14, 2026 | 188.67 | ▼ | -$2.41 |
| Apr 13, 2026 | 182.60 | ▼ | -$7.15 |
| Apr 10, 2026 | 179.65 | ▼ | -$0.68 |
| Apr 9, 2026 | 177.79 | ▼ | -$4.71 |
| Apr 8, 2026 | 177.63 | ▼ | -$1.83 |
| Apr 7, 2026 | 177.47 | ▼ | -$3.99 |
| Apr 6, 2026 | 177.47 | ▲ | $0.46 |
| Apr 2, 2026 | 177.47 | ▲ | $0.29 |
| Apr 1, 2026 | 177.47 | ▲ | $1.60 |
| Mar 31, 2026 | 177.51 | ▲ | $1.35 |
| Mar 30, 2026 | 177.62 | ▲ | $9.26 |
| Mar 27, 2026 | 180.28 | ▲ | -$2.39 |
| Mar 26, 2026 | 181.65 | ▲ | -$3.72 |
| Mar 25, 2026 | 182.69 | ▲ | -$7.39 |
| Mar 24, 2026 | 182.93 | ▲ | $3.44 |
| Mar 23, 2026 | 183.75 | ▲ | -$0.44 |
| Mar 20, 2026 | 184.21 | ▲ | $2.94 |
| Mar 19, 2026 | 184.59 | ▲ | -$5.86 |
| Mar 18, 2026 | 184.77 | ▲ | -$1.79 |
| Mar 17, 2026 | 184.84 | ▲ | -$1.57 |
| Mar 16, 2026 | 184.88 | ▲ | -$1.24 |
| Mar 13, 2026 | 184.89 | ▲ | $2.93 |
| Mar 12, 2026 | 184.97 | ▲ | -$2.85 |
| Mar 11, 2026 | 184.99 | ▼ | $2.89 |
| Mar 10, 2026 | 184.96 | ▲ | $1.27 |
| Mar 9, 2026 | 184.97 | ▲ | $2.08 |
| Mar 6, 2026 | 185.06 | ▲ | $4.86 |
| Mar 5, 2026 | 185.53 | ▲ | -$5.52 |
| Mar 4, 2026 | 185.58 | ▲ | $0.30 |
| Mar 3, 2026 | 185.64 | ▲ | $2.99 |
| Mar 2, 2026 | 185.76 | ▲ | -$2.43 |
| Feb 27, 2026 | 185.78 | ▲ | $5.29 |
| Feb 26, 2026 | 186.28 | ▲ | -$7.69 |
| Feb 25, 2026 | 186.32 | ▼ | $10.66 |
| Feb 24, 2026 | 185.68 | ▼ | -$2.72 |
| Feb 23, 2026 | 185.53 | ▼ | -$1.25 |
| Feb 20, 2026 | 185.24 | ▼ | -$1.77 |
| Feb 19, 2026 | 184.56 | ▼ | -$1.92 |
| Feb 18, 2026 | 184.27 | ▼ | $0.08 |
| Feb 17, 2026 | 184.16 | ▼ | -$2.97 |
| Feb 13, 2026 | 184.16 | ▲ | $2.20 |
| Feb 12, 2026 | 184.21 | ▼ | $4.16 |
| Feb 11, 2026 | 184.16 | ▼ | $3.11 |
| Feb 10, 2026 | 184.11 | ▼ | -$1.51 |
| Feb 9, 2026 | 184.10 | ▼ | $1.50 |
| Feb 6, 2026 | 184.02 | ▼ | -$4.66 |
| Feb 5, 2026 | 184.01 | ▲ | $13.51 |
| Feb 4, 2026 | 185.40 | ▲ | -$2.31 |
| Feb 3, 2026 | 186.16 | ▲ | -$6.17 |
| Feb 2, 2026 | 186.24 | ▲ | -$5.23 |
| Jan 30, 2026 | 186.24 | ▼ | $5.51 |
| Jan 29, 2026 | 186.13 | ▼ | $1.38 |
| Jan 28, 2026 | 185.71 | ▼ | -$0.99 |
| Jan 27, 2026 | 185.53 | ▼ | -$2.99 |
| Jan 26, 2026 | 185.48 | ▼ | -$2.05 |
| Jan 23, 2026 | 185.47 | ▼ | $1.23 |
| Jan 22, 2026 | 185.44 | ▲ | $2.86 |
| Jan 21, 2026 | 185.46 | ▲ | $1.48 |
| Jan 20, 2026 | 185.51 | ▲ | $5.25 |
| Jan 16, 2026 | 186.39 | ▲ | -$8.11 |
| Jan 15, 2026 | 186.40 | ▼ | $0.82 |
| Jan 14, 2026 | 186.39 | ▲ | $3.91 |
| Jan 13, 2026 | 186.61 | ▲ | -$2.66 |
| Jan 12, 2026 | 186.65 | ▲ | $0.87 |
| Jan 9, 2026 | 186.84 | ▲ | $0.08 |
| Jan 8, 2026 | 186.94 | ▲ | -$0.18 |
| Jan 7, 2026 | 187.05 | ▼ | $4.10 |
| Jan 6, 2026 | 186.93 | ▼ | -$1.91 |
| Jan 5, 2026 | 186.92 | ▼ | $0.89 |
| Jan 2, 2026 | 186.74 | ▼ | $0.73 |
| Dec 31, 2025 | 186.24 | ▼ | -$2.36 |
| Dec 30, 2025 | 186.24 | ▼ | $1.08 |
| Dec 29, 2025 | 186.15 | ▼ | $0.69 |
| Dec 26, 2025 | 185.96 | ▼ | $2.31 |
| Dec 24, 2025 | 185.73 | ▼ | -$1.97 |
| Dec 23, 2025 | 185.67 | ▼ | $0.64 |
| Dec 22, 2025 | 185.61 | ▲ | $5.51 |
| Dec 19, 2025 | 185.63 | ▲ | $2.73 |
| Dec 18, 2025 | 185.67 | ▲ | $6.84 |
| Dec 17, 2025 | 186.59 | ▲ | $3.20 |
| Dec 16, 2025 | 187.66 | ▲ | -$6.78 |
| Dec 15, 2025 | 187.94 | ▲ | $1.40 |
| Dec 12, 2025 | 188.24 | ▲ | $1.27 |
| Dec 11, 2025 | 188.42 | ▲ | -$5.90 |
| Dec 10, 2025 | 188.47 | ▲ | -$2.81 |
| Dec 9, 2025 | 188.74 | ▲ | -$1.19 |
| Dec 8, 2025 | 188.80 | ▲ | -$0.61 |
| Dec 5, 2025 | 188.96 | ▲ | $3.14 |
| Dec 4, 2025 | 189.03 | ▲ | -$0.93 |
| Dec 3, 2025 | 189.13 | ▲ | $3.79 |
| Dec 2, 2025 | 189.22 | ▲ | -$1.90 |
| Dec 1, 2025 | 189.40 | ▲ | $1.53 |
| Nov 28, 2025 | 189.91 | ▲ | $2.92 |
| Nov 26, 2025 | 190.55 | ▲ | -$3.25 |
| Nov 25, 2025 | 191.28 | ▲ | $2.47 |
| Nov 24, 2025 | 192.53 | ▲ | -$4.76 |
| Nov 21, 2025 | 193.54 | ▲ | $3.67 |
| Nov 20, 2025 | 194.02 | ▲ | -$1.76 |
| Nov 19, 2025 | 194.37 | ▲ | -$5.88 |
| Nov 18, 2025 | 194.61 | ▲ | $5.15 |
| Nov 17, 2025 | 195.79 | ▲ | -$5.22 |
| Nov 14, 2025 | 196.77 | ▲ | -$3.57 |
| Nov 13, 2025 | 197.08 | ▲ | $3.34 |
| Nov 12, 2025 | 197.87 | ▲ | -$6.97 |
| Nov 11, 2025 | 198.13 | ▲ | $0.69 |
| Nov 10, 2025 | 198.27 | ▼ | $5.94 |
| Nov 7, 2025 | 198.26 | ▲ | $10.94 |
| Nov 6, 2025 | 198.34 | ▲ | $0.07 |
| Nov 5, 2025 | 198.52 | ▲ | -$7.17 |
| Nov 4, 2025 | 198.77 | ▲ | -$3.47 |
| Nov 3, 2025 | 198.80 | ▼ | $8.15 |
| Oct 31, 2025 | 196.84 | ▼ | -$4.35 |
| Oct 30, 2025 | 195.78 | ▼ | $0.40 |
| Oct 29, 2025 | 194.27 | ▼ | $4.11 |
| Oct 28, 2025 | 188.57 | ▼ | -$5.96 |
| Oct 27, 2025 | 183.83 | ▼ | -$9.52 |
| Oct 24, 2025 | 183.69 | ▼ | -$5.23 |
| Oct 23, 2025 | 183.64 | ▲ | $4.13 |
| Oct 22, 2025 | 183.77 | ▲ | $1.84 |
| Oct 21, 2025 | 183.97 | ▲ | -$0.83 |
| Oct 20, 2025 | 184.02 | ▲ | -$1.53 |
| Oct 17, 2025 | 184.04 | ▲ | -$0.58 |
| Oct 16, 2025 | 184.06 | ▲ | $1.41 |
| Oct 15, 2025 | 184.15 | ▲ | $1.98 |
| Oct 14, 2025 | 184.31 | ▲ | -$0.20 |
| Oct 13, 2025 | 184.45 | ▼ | $8.25 |
| Oct 10, 2025 | 184.33 | ▲ | $5.16 |
| Oct 9, 2025 | 184.36 | ▼ | $9.40 |
| Oct 8, 2025 | 182.22 | ▼ | -$3.41 |
| Oct 7, 2025 | 180.67 | ▼ | -$4.10 |
| Oct 6, 2025 | 180.28 | ▼ | $0.49 |
| Oct 3, 2025 | 180.21 | ▼ | $2.12 |
| Oct 2, 2025 | 179.43 | ▼ | $1.23 |
| Oct 1, 2025 | 178.08 | ▼ | -$1.61 |
| Sep 30, 2025 | 176.36 | ▼ | -$0.70 |
| Sep 29, 2025 | 175.57 | ▼ | -$4.73 |
| Sep 26, 2025 | 175.45 | ▼ | -$3.64 |
| Sep 25, 2025 | 175.43 | ▼ | -$0.50 |
| Sep 24, 2025 | 175.42 | ▼ | -$0.73 |
| Sep 23, 2025 | 175.42 | ▼ | $1.46 |
| Sep 22, 2025 | 175.30 | ▼ | $5.17 |
| Sep 19, 2025 | 174.06 | ▼ | -$6.90 |
| Sep 18, 2025 | 173.82 | ▼ | -$0.42 |
| Sep 17, 2025 | 173.76 | ▲ | $5.95 |
| Sep 16, 2025 | 173.78 | ▼ | $4.58 |
| Sep 15, 2025 | 173.75 | ▼ | $2.83 |
| Sep 12, 2025 | 173.64 | ▼ | $0.07 |
| Sep 11, 2025 | 173.59 | ▼ | -$0.61 |
| Sep 10, 2025 | 173.49 | ▼ | $0.15 |
| Sep 9, 2025 | 173.40 | ▲ | $6.57 |
| Sep 8, 2025 | 173.69 | ▲ | $2.45 |
| Sep 5, 2025 | 174.36 | ▲ | $1.32 |
| Sep 4, 2025 | 174.95 | ▲ | -$4.68 |
| Sep 3, 2025 | 175.07 | ▲ | $1.08 |
| Sep 2, 2025 | 175.33 | ▲ | -$0.16 |
| Aug 29, 2025 | 175.94 | ▲ | -$3.43 |
| Aug 28, 2025 | 176.05 | ▼ | $5.94 |
| Aug 27, 2025 | 175.99 | ▼ | $1.47 |
| Aug 26, 2025 | 175.97 | ▼ | $0.12 |
| Aug 25, 2025 | 175.90 | ▼ | -$1.95 |
| Aug 22, 2025 | 175.83 | ▼ | -$1.82 |
| Aug 21, 2025 | 175.72 | ▲ | $2.98 |
| Aug 20, 2025 | 175.80 | ▲ | -$0.38 |
| Aug 19, 2025 | 175.83 | ▲ | -$0.28 |