NVIDIA CP · 🇺🇸 United States
214.10
-3.15 (-1.45%)
At close: Oct 16, 2026
Description
Mass Index — by Donald Dorsey (1992). Identifies trend reversals by measuring the narrowing and widening of the high-low range. A "reversal bulge" occurs when the index rises above 27 then drops below 26.5.
This strategy would have returned -23.7% annually with a max drawdown of 407.2% over 1,504 trading days (4 signal cycles).
Performance Ratios
Profit Factor0.94 ★★★★★
Max Drawdown-407.21% ★★★★★
P/L USD-$85.22 ★★★★★
Day profit-$0.06 ★★★★★
Avg Cycle P/L-$21.30 ★★★★★
CAGR-23.66% ★★★★★
Sharpe Ratio-0.28 ★★★★★
Sortino Ratio-0.39 ★★★★★
Calmar Ratio-0.03 ★★★★★
Volatility50.22% ★★★★★
VaR 95-5.26% ★★★★★
VaR 99-7.41% ★★★★★
Win to Loss Ratio48.74% ★★★★★
Profit to Loss Ratio0.99 ★★★★★
Signal Cycles4 ★★★★★
Trading days1,504 ★★★★★
Days Long359 ★★★★★
Days Short1,146 ★★★★★
Equity Curve
| Date | Mass Index | Buy/Sell | P/L |
|---|---|---|---|
| Oct 16, 2026 | 24.16 | ▼ | |
| Oct 15, 2026 | 23.96 | ▼ | $3.15 |
| Oct 14, 2026 | 23.78 | ▼ | $4.07 |
| Oct 13, 2026 | 23.66 | ▼ | $7.23 |
| Oct 12, 2026 | 23.69 | ▼ | -$2.21 |
| Oct 9, 2026 | 23.71 | ▼ | $2.96 |
| Oct 8, 2026 | 23.74 | ▼ | $1.19 |
| Oct 7, 2026 | 23.83 | ▼ | $7.00 |
| Oct 6, 2026 | 23.98 | ▼ | $1.72 |
| Oct 5, 2026 | 24.14 | ▼ | -$0.35 |
| Oct 2, 2026 | 24.42 | ▼ | -$4.88 |
| Oct 1, 2026 | 24.56 | ▼ | -$3.10 |
| Sep 30, 2026 | 24.55 | ▼ | -$2.53 |
| Sep 29, 2026 | 24.55 | ▼ | -$1.17 |
| Sep 28, 2026 | 24.55 | ▼ | $1.69 |
| Sep 25, 2026 | 24.46 | ▼ | -$3.84 |
| Sep 24, 2026 | 24.41 | ▼ | -$0.48 |
| Sep 23, 2026 | 24.33 | ▼ | $0.98 |
| Sep 22, 2026 | 24.15 | ▼ | $3.36 |
| Sep 21, 2026 | 24.00 | ▼ | -$1.50 |
| Sep 18, 2026 | 23.85 | ▼ | -$5.16 |
| Sep 17, 2026 | 23.85 | ▼ | -$2.92 |
| Sep 16, 2026 | 23.96 | ▼ | -$5.45 |
| Sep 15, 2026 | 24.06 | ▼ | -$1.73 |
| Sep 14, 2026 | 24.19 | ▼ | -$1.16 |
| Sep 11, 2026 | 24.24 | ▼ | $7.34 |
| Sep 10, 2026 | 24.32 | ▼ | $0.07 |
| Sep 9, 2026 | 24.38 | ▼ | $5.05 |
| Sep 8, 2026 | 24.41 | ▼ | $2.06 |
| Sep 4, 2026 | 24.43 | ▼ | $4.58 |
| Sep 3, 2026 | 24.40 | ▼ | -$1.90 |
| Sep 2, 2026 | 24.31 | ▼ | -$4.04 |
| Sep 1, 2026 | 24.21 | ▼ | -$6.97 |
| Aug 31, 2026 | 24.19 | ▼ | $3.33 |
| Aug 28, 2026 | 24.17 | ▼ | -$3.17 |
| Aug 27, 2026 | 23.88 | ▼ | $10.37 |
| Aug 26, 2026 | 23.73 | ▼ | -$18.26 |
| Aug 25, 2026 | 23.77 | ▼ | $3.34 |
| Aug 24, 2026 | 23.71 | ▼ | -$4.55 |
| Aug 21, 2026 | 23.68 | ▼ | $6.28 |
| Aug 20, 2026 | 23.85 | ▼ | $2.09 |
| Aug 19, 2026 | 23.99 | ▼ | $0.71 |
| Aug 18, 2026 | 24.22 | ▼ | $2.22 |
| Aug 17, 2026 | 24.56 | ▼ | $5.27 |
| Aug 14, 2026 | 24.86 | ▼ | $0.15 |
| Aug 13, 2026 | 25.15 | ▼ | $0.14 |
| Aug 12, 2026 | 25.34 | ▼ | -$1.21 |
| Aug 11, 2026 | 25.53 | ▼ | -$6.64 |
| Aug 10, 2026 | 25.60 | ▼ | $0.05 |
| Aug 7, 2026 | 25.61 | ▼ | $6.45 |
| Aug 6, 2026 | 25.75 | ▼ | -$5.03 |
| Aug 5, 2026 | 25.78 | ▼ | $0.29 |
| Aug 4, 2026 | 25.79 | ▼ | -$7.33 |
| Aug 3, 2026 | 25.77 | ▼ | -$5.24 |
| Jul 31, 2026 | 25.62 | ▼ | -$5.88 |
| Jul 30, 2026 | 25.61 | ▼ | -$5.75 |
| Jul 29, 2026 | 25.49 | ▼ | -$5.03 |
| Jul 28, 2026 | 25.32 | ▼ | $7.03 |
| Jul 27, 2026 | 25.15 | ▼ | -$0.54 |
| Jul 24, 2026 | 24.88 | ▼ | $10.37 |
| Jul 23, 2026 | 24.76 | ▼ | $1.92 |
| Jul 22, 2026 | 24.62 | ▼ | $3.25 |
| Jul 21, 2026 | 24.47 | ▼ | -$4.76 |
| Jul 20, 2026 | 24.43 | ▼ | -$3.96 |
| Jul 17, 2026 | 24.42 | ▼ | -$0.51 |
| Jul 16, 2026 | 24.42 | ▼ | $4.62 |
| Jul 15, 2026 | 24.49 | ▼ | $5.11 |
| Jul 14, 2026 | 24.42 | ▼ | -$0.71 |
| Jul 13, 2026 | 24.44 | ▼ | -$8.31 |
| Jul 10, 2026 | 24.47 | ▼ | $7.43 |
| Jul 9, 2026 | 24.45 | ▼ | -$8.12 |
| Jul 8, 2026 | 24.48 | ▼ | $1.34 |
| Jul 7, 2026 | 24.37 | ▼ | -$7.23 |
| Jul 6, 2026 | 24.28 | ▼ | -$1.39 |
| Jul 2, 2026 | 24.22 | ▼ | -$0.68 |
| Jul 1, 2026 | 24.12 | ▼ | $2.75 |
| Jun 30, 2026 | 24.11 | ▼ | $2.51 |
| Jun 29, 2026 | 24.15 | ▼ | -$5.15 |
| Jun 26, 2026 | 24.22 | ▼ | -$2.45 |
| Jun 25, 2026 | 24.29 | ▼ | $3.26 |
| Jun 24, 2026 | 24.37 | ▼ | $3.25 |
| Jun 23, 2026 | 24.61 | ▼ | $1.00 |
| Jun 22, 2026 | 24.78 | ▼ | $8.65 |
| Jun 18, 2026 | 24.91 | ▼ | $1.98 |
| Jun 17, 2026 | 25.09 | ▼ | -$6.03 |
| Jun 16, 2026 | 25.31 | ▼ | $2.80 |
| Jun 15, 2026 | 25.53 | ▼ | $4.98 |
| Jun 12, 2026 | 25.68 | ▼ | -$7.25 |
| Jun 11, 2026 | 25.87 | ▼ | -$0.27 |
| Jun 10, 2026 | 25.97 | ▼ | -$4.44 |
| Jun 9, 2026 | 25.95 | ▼ | $7.77 |
| Jun 8, 2026 | 25.96 | ▼ | $0.39 |
| Jun 5, 2026 | 26.10 | ▼ | -$3.49 |
| Jun 4, 2026 | 26.21 | ▼ | $13.50 |
| Jun 3, 2026 | 26.23 | ▼ | -$4.15 |
| Jun 2, 2026 | 26.38 | ▼ | $8.05 |
| Jun 1, 2026 | 26.59 | ▼ | $1.53 |
| May 29, 2026 | 26.85 | ▼ | -$13.18 |
| May 28, 2026 | 26.97 | ▼ | $3.10 |
| May 27, 2026 | 27.00 | ▼ | -$1.60 |
| May 26, 2026 | 27.00 | ▼ | $2.22 |
| May 22, 2026 | 26.97 | ▼ | $0.52 |
| May 21, 2026 | 26.89 | ▼ | $4.11 |
| May 20, 2026 | 26.84 | ▼ | $3.94 |
| May 19, 2026 | 26.86 | ▼ | -$2.79 |
| May 18, 2026 | 26.83 | ▼ | $1.65 |
| May 15, 2026 | 26.70 | ▼ | $3.04 |
| May 14, 2026 | 26.68 | ▼ | $10.33 |
| May 13, 2026 | 26.59 | ▼ | -$9.84 |
| May 12, 2026 | 26.53 | ▼ | -$5.08 |
| May 11, 2026 | 26.40 | ▼ | -$1.30 |
| May 8, 2026 | 26.28 | ▼ | -$4.28 |
| May 7, 2026 | 26.30 | ▼ | -$3.69 |
| May 6, 2026 | 26.19 | ▼ | -$3.61 |
| May 5, 2026 | 26.19 | ▼ | -$11.34 |
| May 4, 2026 | 26.15 | ▼ | $1.97 |
| May 1, 2026 | 25.97 | ▼ | -$0.03 |
| Apr 30, 2026 | 25.77 | ▼ | $1.16 |
| Apr 29, 2026 | 25.42 | ▼ | $9.65 |
| Apr 28, 2026 | 25.14 | ▼ | $3.86 |
| Apr 27, 2026 | 24.85 | ▼ | $3.48 |
| Apr 24, 2026 | 24.52 | ▼ | -$8.36 |
| Apr 23, 2026 | 24.16 | ▼ | -$8.57 |
| Apr 22, 2026 | 24.02 | ▼ | $2.81 |
| Apr 21, 2026 | 24.04 | ▼ | -$2.60 |
| Apr 20, 2026 | 24.12 | ▼ | $2.17 |
| Apr 17, 2026 | 24.10 | ▼ | -$0.33 |
| Apr 16, 2026 | 24.04 | ▼ | -$3.32 |
| Apr 15, 2026 | 23.96 | ▼ | $0.47 |
| Apr 14, 2026 | 23.91 | ▼ | -$2.31 |
| Apr 13, 2026 | 23.91 | ▼ | -$7.24 |
| Apr 10, 2026 | 23.93 | ▼ | -$0.63 |
| Apr 9, 2026 | 23.91 | ▼ | -$4.70 |
| Apr 8, 2026 | 23.95 | ▼ | -$1.83 |
| Apr 7, 2026 | 23.99 | ▼ | -$4.01 |
| Apr 6, 2026 | 24.15 | ▼ | -$0.42 |
| Apr 2, 2026 | 24.27 | ▼ | -$0.25 |
| Apr 1, 2026 | 24.29 | ▼ | -$1.67 |
| Mar 31, 2026 | 24.21 | ▼ | -$1.35 |
| Mar 30, 2026 | 24.05 | ▼ | -$9.22 |
| Mar 27, 2026 | 23.94 | ▼ | $2.35 |
| Mar 26, 2026 | 23.87 | ▼ | $3.72 |
| Mar 25, 2026 | 23.80 | ▼ | $7.46 |
| Mar 24, 2026 | 23.86 | ▼ | -$3.51 |
| Mar 23, 2026 | 24.05 | ▼ | $0.44 |
| Mar 20, 2026 | 24.13 | ▼ | -$2.90 |
| Mar 19, 2026 | 24.21 | ▼ | $5.85 |
| Mar 18, 2026 | 24.36 | ▼ | $1.83 |
| Mar 17, 2026 | 24.60 | ▼ | $1.50 |
| Mar 16, 2026 | 24.95 | ▼ | $1.32 |
| Mar 13, 2026 | 25.25 | ▼ | -$3.01 |
| Mar 12, 2026 | 25.51 | ▼ | $2.89 |
| Mar 11, 2026 | 25.90 | ▼ | $2.88 |
| Mar 10, 2026 | 26.24 | ▼ | -$1.27 |
| Mar 9, 2026 | 26.35 | ▼ | -$2.12 |
| Mar 6, 2026 | 26.39 | ▼ | -$4.78 |
| Mar 5, 2026 | 26.46 | ▼ | $5.51 |
| Mar 4, 2026 | 26.36 | ▼ | -$0.30 |
| Mar 3, 2026 | 26.32 | ▼ | -$3.03 |
| Mar 2, 2026 | 26.21 | ▼ | $2.46 |
| Feb 27, 2026 | 26.02 | ▼ | -$5.28 |
| Feb 26, 2026 | 25.95 | ▼ | $7.65 |
| Feb 25, 2026 | 25.98 | ▼ | $10.64 |
| Feb 24, 2026 | 26.06 | ▼ | -$2.66 |
| Feb 23, 2026 | 26.09 | ▼ | -$1.30 |
| Feb 20, 2026 | 26.16 | ▼ | -$1.77 |
| Feb 19, 2026 | 26.26 | ▼ | -$1.91 |
| Feb 18, 2026 | 26.37 | ▼ | $0.08 |
| Feb 17, 2026 | 26.39 | ▼ | -$3.00 |
| Feb 13, 2026 | 26.34 | ▼ | -$2.13 |
| Feb 12, 2026 | 26.42 | ▼ | $4.12 |
| Feb 11, 2026 | 26.45 | ▼ | $3.07 |
| Feb 10, 2026 | 26.50 | ▼ | -$1.51 |
| Feb 9, 2026 | 26.46 | ▼ | $1.54 |
| Feb 6, 2026 | 26.10 | ▼ | -$4.66 |
| Feb 5, 2026 | 25.67 | ▼ | -$13.46 |
| Feb 4, 2026 | 25.33 | ▼ | $2.26 |
| Feb 3, 2026 | 24.97 | ▼ | $6.18 |
| Feb 2, 2026 | 24.65 | ▼ | $5.26 |
| Jan 30, 2026 | 24.46 | ▼ | $5.47 |
| Jan 29, 2026 | 24.36 | ▼ | $1.37 |
| Jan 28, 2026 | 24.17 | ▼ | -$0.98 |
| Jan 27, 2026 | 24.24 | ▼ | -$2.96 |
| Jan 26, 2026 | 24.25 | ▼ | -$2.04 |
| Jan 23, 2026 | 24.30 | ▼ | $1.16 |
| Jan 22, 2026 | 24.28 | ▼ | -$2.82 |
| Jan 21, 2026 | 24.22 | ▼ | -$1.47 |
| Jan 20, 2026 | 24.12 | ▼ | -$5.28 |
| Jan 16, 2026 | 23.97 | ▼ | $8.14 |
| Jan 15, 2026 | 23.81 | ▼ | $0.86 |
| Jan 14, 2026 | 23.67 | ▼ | -$3.94 |
| Jan 13, 2026 | 23.56 | ▼ | $2.70 |
| Jan 12, 2026 | 23.39 | ▼ | -$0.91 |
| Jan 9, 2026 | 23.25 | ▼ | -$0.03 |
| Jan 8, 2026 | 23.09 | ▼ | $0.13 |
| Jan 7, 2026 | 22.90 | ▼ | $4.07 |
| Jan 6, 2026 | 22.73 | ▼ | -$1.82 |
| Jan 5, 2026 | 22.53 | ▼ | $0.87 |
| Jan 2, 2026 | 22.43 | ▼ | $0.69 |
| Dec 31, 2025 | 22.59 | ▼ | -$2.29 |