NVIDIA CP · 🇺🇸 United States
219.72
-5.26 (-2.34%)
At close: Aug 18, 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 -8.9% annually with a max drawdown of 456.8% over 1,503 trading days (212 signal cycles).
Performance Ratios
Profit Factor1.04 ★★★★★
Max Drawdown-456.78% ★★★★★
P/L USD$51.48 ★★★★★
Day profit$0.03 ★★★★★
Avg Cycle P/L$0.24 ★★★★★
CAGR-8.94% ★★★★★
Sharpe Ratio0.07 ★★★★★
Sortino Ratio0.10 ★★★★★
Calmar Ratio0.01 ★★★★★
Volatility50.56% ★★★★★
VaR 95-5.23% ★★★★★
VaR 99-7.39% ★★★★★
Win to Loss Ratio51.16% ★★★★★
Profit to Loss Ratio0.99 ★★★★★
Signal Cycles212 ★★★★★
Trading days1,503 ★★★★★
Days Long663 ★★★★★
Days Short841 ★★★★★
Equity Curve
| Date | KAMA | Buy/Sell | P/L |
|---|---|---|---|
| Aug 18, 2026 | 218.43 | ▼ | |
| Aug 17, 2026 | 218.37 | ▼ | $5.26 |
| Aug 14, 2026 | 217.07 | ▼ | $0.21 |
| Aug 13, 2026 | 214.98 | ▼ | $0.08 |
| Aug 12, 2026 | 211.87 | ▼ | -$1.16 |
| Aug 11, 2026 | 207.86 | ▼ | -$6.58 |
| Aug 10, 2026 | 206.74 | ▼ | -$0.01 |
| Aug 7, 2026 | 205.46 | ▼ | $6.42 |
| Aug 6, 2026 | 204.11 | ▼ | -$4.97 |
| Aug 5, 2026 | 203.57 | ▼ | $0.28 |
| Aug 4, 2026 | 203.22 | ▼ | -$7.32 |
| Aug 3, 2026 | 203.09 | ▼ | -$5.26 |
| Jul 31, 2026 | 203.05 | ▲ | $5.89 |
| Jul 30, 2026 | 203.07 | ▲ | $5.75 |
| Jul 29, 2026 | 203.57 | ▲ | $5.02 |
| Jul 28, 2026 | 205.95 | ▲ | -$7.04 |
| Jul 27, 2026 | 206.92 | ▲ | $0.53 |
| Jul 24, 2026 | 207.20 | ▲ | -$10.37 |
| Jul 23, 2026 | 207.20 | ▼ | $1.92 |
| Jul 22, 2026 | 207.17 | ▼ | $3.30 |
| Jul 21, 2026 | 207.02 | ▼ | -$4.77 |
| Jul 20, 2026 | 207.01 | ▲ | $4.01 |
| Jul 17, 2026 | 207.12 | ▲ | $0.52 |
| Jul 16, 2026 | 207.25 | ▼ | $4.59 |
| Jul 15, 2026 | 207.25 | ▼ | $5.15 |
| Jul 14, 2026 | 206.90 | ▼ | -$0.71 |
| Jul 13, 2026 | 206.44 | ▲ | $8.27 |
| Jul 10, 2026 | 206.61 | ▼ | $7.38 |
| Jul 9, 2026 | 206.09 | ▲ | $8.17 |
| Jul 8, 2026 | 206.16 | ▲ | -$1.38 |
| Jul 7, 2026 | 206.20 | ▲ | $7.19 |
| Jul 6, 2026 | 207.06 | ▲ | $1.37 |
| Jul 2, 2026 | 208.67 | ▲ | $0.73 |
| Jul 1, 2026 | 209.40 | ▲ | -$2.75 |
| Jun 30, 2026 | 210.02 | ▲ | -$2.52 |
| Jun 29, 2026 | 210.69 | ▲ | $5.17 |
| Jun 26, 2026 | 211.44 | ▲ | $2.43 |
| Jun 25, 2026 | 212.72 | ▲ | -$3.21 |
| Jun 24, 2026 | 213.04 | ▲ | -$3.30 |
| Jun 23, 2026 | 213.54 | ▲ | -$1.04 |
| Jun 22, 2026 | 213.99 | ▲ | -$8.56 |
| Jun 18, 2026 | 214.07 | ▲ | -$2.04 |
| Jun 17, 2026 | 214.16 | ▲ | $6.03 |
| Jun 16, 2026 | 214.50 | ▲ | -$2.80 |
| Jun 15, 2026 | 214.90 | ▲ | -$4.99 |
| Jun 12, 2026 | 215.00 | ▲ | $7.27 |
| Jun 11, 2026 | 215.16 | ▲ | $0.32 |
| Jun 10, 2026 | 215.42 | ▲ | $4.41 |
| Jun 9, 2026 | 215.98 | ▲ | -$7.72 |
| Jun 8, 2026 | 216.14 | ▲ | -$0.50 |
| Jun 5, 2026 | 216.29 | ▲ | $3.53 |
| Jun 4, 2026 | 216.90 | ▼ | $13.55 |
| Jun 3, 2026 | 216.87 | ▲ | $4.16 |
| Jun 2, 2026 | 216.92 | ▼ | $8.07 |
| Jun 1, 2026 | 216.89 | ▼ | $1.54 |
| May 29, 2026 | 216.85 | ▲ | $13.22 |
| May 28, 2026 | 218.88 | ▲ | -$3.06 |
| May 27, 2026 | 219.17 | ▲ | $1.59 |
| May 26, 2026 | 219.39 | ▲ | -$2.25 |
| May 22, 2026 | 219.47 | ▲ | -$0.47 |
| May 21, 2026 | 219.49 | ▲ | -$4.18 |
| May 20, 2026 | 219.50 | ▼ | $3.96 |
| May 19, 2026 | 219.20 | ▼ | -$2.92 |
| May 18, 2026 | 219.06 | ▼ | $1.76 |
| May 15, 2026 | 218.70 | ▼ | $2.94 |
| May 14, 2026 | 217.65 | ▼ | $10.41 |
| May 13, 2026 | 208.71 | ▼ | -$9.85 |
| May 12, 2026 | 207.02 | ▼ | -$5.04 |
| May 11, 2026 | 206.58 | ▼ | -$1.39 |
| May 8, 2026 | 206.45 | ▼ | -$4.24 |
| May 7, 2026 | 206.25 | ▼ | -$3.63 |
| May 6, 2026 | 206.03 | ▼ | -$3.72 |
| May 5, 2026 | 206.01 | ▲ | $11.32 |
| May 4, 2026 | 206.13 | ▲ | -$2.03 |
| May 1, 2026 | 206.24 | ▲ | $0.03 |
| Apr 30, 2026 | 206.33 | ▲ | -$1.07 |
| Apr 29, 2026 | 206.38 | ▼ | $9.67 |
| Apr 28, 2026 | 206.23 | ▼ | $3.96 |
| Apr 27, 2026 | 205.27 | ▼ | $3.44 |
| Apr 24, 2026 | 201.73 | ▼ | -$8.39 |
| Apr 23, 2026 | 200.16 | ▲ | $8.57 |
| Apr 22, 2026 | 200.31 | ▼ | $2.86 |
| Apr 21, 2026 | 199.50 | ▼ | -$2.67 |
| Apr 20, 2026 | 199.45 | ▼ | $2.23 |
| Apr 17, 2026 | 197.76 | ▼ | -$0.42 |
| Apr 16, 2026 | 195.19 | ▼ | -$3.29 |
| Apr 15, 2026 | 193.14 | ▼ | $0.52 |
| Apr 14, 2026 | 188.72 | ▼ | -$2.35 |
| Apr 13, 2026 | 182.66 | ▼ | -$7.20 |
| Apr 10, 2026 | 179.69 | ▼ | -$0.71 |
| Apr 9, 2026 | 177.82 | ▼ | -$4.68 |
| Apr 8, 2026 | 177.66 | ▼ | -$1.82 |
| Apr 7, 2026 | 177.51 | ▼ | -$3.97 |
| Apr 6, 2026 | 177.50 | ▲ | $0.50 |
| Apr 2, 2026 | 177.50 | ▲ | $0.22 |
| Apr 1, 2026 | 177.51 | ▲ | $1.67 |
| Mar 31, 2026 | 177.54 | ▲ | $1.31 |
| Mar 30, 2026 | 177.66 | ▲ | $9.22 |
| Mar 27, 2026 | 180.32 | ▲ | -$2.31 |
| Mar 26, 2026 | 181.67 | ▲ | -$3.71 |
| Mar 25, 2026 | 182.71 | ▲ | -$7.43 |
| Mar 24, 2026 | 182.96 | ▲ | $3.47 |
| Mar 23, 2026 | 183.77 | ▲ | -$0.43 |
| Mar 20, 2026 | 184.24 | ▲ | $2.93 |
| Mar 19, 2026 | 184.61 | ▲ | -$5.85 |
| Mar 18, 2026 | 184.80 | ▲ | -$1.88 |
| Mar 17, 2026 | 184.88 | ▲ | -$1.49 |
| Mar 16, 2026 | 184.91 | ▲ | -$1.33 |
| Mar 13, 2026 | 184.93 | ▲ | $3.00 |
| Mar 12, 2026 | 185.00 | ▲ | -$2.92 |
| Mar 11, 2026 | 185.02 | ▼ | $2.89 |
| Mar 10, 2026 | 184.99 | ▲ | $1.31 |
| Mar 9, 2026 | 185.01 | ▲ | $2.07 |
| Mar 6, 2026 | 185.10 | ▲ | $4.83 |
| Mar 5, 2026 | 185.56 | ▲ | -$5.52 |
| Mar 4, 2026 | 185.61 | ▲ | $0.30 |
| Mar 3, 2026 | 185.67 | ▲ | $3.03 |
| Mar 2, 2026 | 185.79 | ▲ | -$2.42 |
| Feb 27, 2026 | 185.81 | ▲ | $5.28 |
| Feb 26, 2026 | 186.30 | ▲ | -$7.73 |
| Feb 25, 2026 | 186.35 | ▼ | $10.67 |
| Feb 24, 2026 | 185.70 | ▼ | -$2.71 |
| Feb 23, 2026 | 185.54 | ▼ | -$1.30 |
| Feb 20, 2026 | 185.24 | ▼ | -$1.78 |
| Feb 19, 2026 | 184.57 | ▼ | -$1.87 |
| Feb 18, 2026 | 184.27 | ▼ | $0.07 |
| Feb 17, 2026 | 184.16 | ▼ | -$3.00 |
| Feb 13, 2026 | 184.16 | ▲ | $2.20 |
| Feb 12, 2026 | 184.21 | ▼ | $4.12 |
| Feb 11, 2026 | 184.16 | ▼ | $3.11 |
| Feb 10, 2026 | 184.12 | ▼ | -$1.47 |
| Feb 9, 2026 | 184.10 | ▼ | $1.49 |
| Feb 6, 2026 | 184.03 | ▼ | -$4.66 |
| Feb 5, 2026 | 184.01 | ▲ | $13.48 |
| Feb 4, 2026 | 185.42 | ▲ | -$2.31 |
| Feb 3, 2026 | 186.17 | ▲ | -$6.14 |
| Feb 2, 2026 | 186.25 | ▲ | -$5.23 |
| Jan 30, 2026 | 186.25 | ▼ | $5.55 |
| Jan 29, 2026 | 186.13 | ▼ | $1.33 |
| Jan 28, 2026 | 185.71 | ▼ | -$0.98 |
| Jan 27, 2026 | 185.53 | ▼ | -$3.00 |
| Jan 26, 2026 | 185.48 | ▼ | -$2.01 |
| Jan 23, 2026 | 185.47 | ▼ | $1.20 |
| Jan 22, 2026 | 185.44 | ▲ | $2.83 |
| Jan 21, 2026 | 185.46 | ▲ | $1.52 |
| Jan 20, 2026 | 185.52 | ▲ | $5.24 |
| Jan 16, 2026 | 186.40 | ▲ | -$8.15 |
| Jan 15, 2026 | 186.41 | ▼ | $0.78 |
| Jan 14, 2026 | 186.41 | ▲ | $3.91 |
| Jan 13, 2026 | 186.63 | ▲ | -$2.67 |
| Jan 12, 2026 | 186.67 | ▲ | $0.83 |
| Jan 9, 2026 | 186.86 | ▲ | $0.07 |
| Jan 8, 2026 | 186.95 | ▲ | -$0.14 |
| Jan 7, 2026 | 187.06 | ▼ | $4.11 |
| Jan 6, 2026 | 186.94 | ▼ | -$1.87 |
| Jan 5, 2026 | 186.93 | ▼ | $0.83 |
| Jan 2, 2026 | 186.75 | ▼ | $0.78 |
| Dec 31, 2025 | 186.24 | ▼ | -$2.39 |
| Dec 30, 2025 | 186.24 | ▼ | $1.04 |
| Dec 29, 2025 | 186.15 | ▼ | $0.73 |
| Dec 26, 2025 | 185.96 | ▼ | $2.26 |
| Dec 24, 2025 | 185.73 | ▼ | -$1.91 |
| Dec 23, 2025 | 185.67 | ▼ | $0.64 |
| Dec 22, 2025 | 185.61 | ▲ | $5.56 |
| Dec 19, 2025 | 185.64 | ▲ | $2.65 |
| Dec 18, 2025 | 185.68 | ▲ | $6.84 |
| Dec 17, 2025 | 186.58 | ▲ | $3.20 |
| Dec 16, 2025 | 187.63 | ▲ | -$6.78 |
| Dec 15, 2025 | 187.90 | ▲ | $1.43 |
| Dec 12, 2025 | 188.20 | ▲ | $1.27 |
| Dec 11, 2025 | 188.37 | ▲ | -$5.87 |
| Dec 10, 2025 | 188.42 | ▲ | -$2.84 |
| Dec 9, 2025 | 188.69 | ▲ | -$1.22 |
| Dec 8, 2025 | 188.75 | ▲ | -$0.58 |
| Dec 5, 2025 | 188.90 | ▲ | $3.17 |
| Dec 4, 2025 | 188.97 | ▲ | -$0.97 |
| Dec 3, 2025 | 189.06 | ▲ | $3.80 |
| Dec 2, 2025 | 189.16 | ▲ | -$1.91 |
| Dec 1, 2025 | 189.34 | ▲ | $1.58 |
| Nov 28, 2025 | 189.85 | ▲ | $2.92 |
| Nov 26, 2025 | 190.50 | ▲ | -$3.25 |
| Nov 25, 2025 | 191.23 | ▲ | $2.39 |
| Nov 24, 2025 | 192.48 | ▲ | -$4.73 |
| Nov 21, 2025 | 193.49 | ▲ | $3.67 |
| Nov 20, 2025 | 193.97 | ▲ | -$1.71 |
| Nov 19, 2025 | 194.33 | ▲ | -$5.87 |
| Nov 18, 2025 | 194.57 | ▲ | $5.15 |
| Nov 17, 2025 | 195.77 | ▲ | -$5.27 |
| Nov 14, 2025 | 196.75 | ▲ | -$3.52 |
| Nov 13, 2025 | 197.07 | ▲ | $3.31 |
| Nov 12, 2025 | 197.86 | ▲ | -$6.93 |
| Nov 11, 2025 | 198.13 | ▲ | $0.63 |
| Nov 10, 2025 | 198.26 | ▼ | $5.92 |
| Nov 7, 2025 | 198.25 | ▲ | $10.88 |
| Nov 6, 2025 | 198.33 | ▲ | $0.07 |
| Nov 5, 2025 | 198.52 | ▲ | -$7.08 |
| Nov 4, 2025 | 198.77 | ▲ | -$3.47 |
| Nov 3, 2025 | 198.80 | ▼ | $8.23 |
| Oct 31, 2025 | 196.82 | ▼ | -$4.43 |
| Oct 30, 2025 | 195.78 | ▼ | $0.44 |