NVIDIA CP · πΊπΈ United States
219.72
-5.26 (-2.34%)
At close: Aug 18, 2026
Description
True Strength Index β by William Blau (1991). Double-smooths price changes to create a momentum oscillator that filters out market noise. Ranges from -100 to +100 with zero as the centerline.
This strategy would have returned 56.3% annually with a max drawdown of 38.8% over 1,503 trading days (3 signal cycles).
Performance Ratios
Profit Factor1.19 ★★★★★
Max Drawdown-38.82% ★★★★★
P/L USD$212.35 ★★★★★
Day profit$0.14 ★★★★★
Avg Cycle P/L$70.78 ★★★★★
CAGR56.35% ★★★★★
Sharpe Ratio1.14 ★★★★★
Sortino Ratio1.73 ★★★★★
Calmar Ratio1.48 ★★★★★
Volatility50.43% ★★★★★
VaR 95-5.00% ★★★★★
VaR 99-7.16% ★★★★★
Win to Loss Ratio53.43% ★★★★★
Profit to Loss Ratio1.03 ★★★★★
Signal Cycles3 ★★★★★
Trading days1,503 ★★★★★
Days Long1,242 ★★★★★
Days Short262 ★★★★★
Equity Curve
| Date | TSI | Signal | Buy/Sell | P/L |
|---|---|---|---|---|
| Aug 18, 2026 | 17.67 | 14.45 | ▲ | |
| Aug 17, 2026 | 18.30 | 13.37 | ▲ | -$5.26 |
| Aug 14, 2026 | 17.09 | 11.73 | ▲ | -$0.21 |
| Aug 13, 2026 | 15.54 | 9.94 | ▲ | -$0.08 |
| Aug 12, 2026 | 13.59 | 8.08 | ▲ | $1.16 |
| Aug 11, 2026 | 11.46 | 6.24 | ▲ | $6.58 |
| Aug 10, 2026 | 10.58 | 4.50 | ▲ | $0.01 |
| Aug 7, 2026 | 9.47 | 2.47 | ▲ | -$6.42 |
| Aug 6, 2026 | 5.85 | 0.14 | ▲ | $4.97 |
| Aug 5, 2026 | 2.71 | -1.76 | ▲ | -$0.28 |
| Aug 4, 2026 | -1.41 | -3.25 | ▲ | $7.32 |
| Aug 3, 2026 | -4.37 | -3.87 | ▲ | $5.26 |
| Jul 31, 2026 | -6.41 | -3.70 | ▲ | $5.89 |
| Jul 30, 2026 | -6.96 | -2.80 | ▲ | $5.75 |
| Jul 29, 2026 | -5.63 | -1.41 | ▲ | $5.02 |
| Jul 28, 2026 | -2.15 | 0.00 | ▲ | -$7.04 |
| Jul 27, 2026 | -0.03 | 0.72 | ▲ | $0.53 |
| Jul 24, 2026 | 2.85 | 0.97 | ▲ | -$10.37 |
| Jul 23, 2026 | 2.92 | 0.34 | ▲ | -$1.92 |
| Jul 22, 2026 | 2.36 | -0.52 | ▲ | -$3.30 |
| Jul 21, 2026 | 0.53 | -1.49 | ▲ | $4.77 |
| Jul 20, 2026 | -0.19 | -2.16 | ▲ | $4.01 |
| Jul 17, 2026 | 0.22 | -2.81 | ▲ | $0.52 |
| Jul 16, 2026 | 0.91 | -3.83 | ▲ | -$4.59 |
| Jul 15, 2026 | 0.25 | -5.40 | ▲ | -$5.15 |
| Jul 14, 2026 | -2.31 | -7.29 | ▲ | $0.71 |
| Jul 13, 2026 | -5.37 | -8.95 | ▲ | $8.27 |
| Jul 10, 2026 | -6.36 | -10.14 | ▲ | -$7.38 |
| Jul 9, 2026 | -9.97 | -11.40 | ▲ | $8.17 |
| Jul 8, 2026 | -11.44 | -11.87 | ▲ | -$1.38 |
| Jul 7, 2026 | -13.65 | -12.02 | ▲ | $7.19 |
| Jul 6, 2026 | -13.69 | -11.48 | ▲ | $1.37 |
| Jul 2, 2026 | -13.25 | -10.74 | ▲ | $0.73 |
| Jul 1, 2026 | -12.45 | -9.90 | ▲ | -$2.75 |
| Jun 30, 2026 | -12.21 | -9.06 | ▲ | -$2.52 |
| Jun 29, 2026 | -12.60 | -8.00 | ▲ | $5.17 |
| Jun 26, 2026 | -11.30 | -6.47 | ▲ | $2.43 |
| Jun 25, 2026 | -8.88 | -4.86 | ▲ | -$3.21 |
| Jun 24, 2026 | -6.74 | -3.52 | ▲ | -$3.30 |
| Jun 23, 2026 | -4.97 | -2.45 | ▲ | -$1.04 |
| Jun 22, 2026 | -3.04 | -1.60 | ▲ | -$8.56 |
| Jun 18, 2026 | -3.08 | -1.12 | ▲ | -$2.04 |
| Jun 17, 2026 | -3.73 | -0.47 | ▲ | $6.03 |
| Jun 16, 2026 | -2.67 | 0.62 | ▲ | -$2.80 |
| Jun 15, 2026 | -2.15 | 1.72 | ▲ | -$4.99 |
| Jun 12, 2026 | -2.98 | 3.01 | ▲ | $7.27 |
| Jun 11, 2026 | -1.75 | 5.00 | ▲ | $0.32 |
| Jun 10, 2026 | -0.08 | 7.25 | ▲ | $4.41 |
| Jun 9, 2026 | 3.47 | 9.69 | ▲ | -$7.72 |
| Jun 8, 2026 | 5.53 | 11.77 | ▲ | -$0.50 |
| Jun 5, 2026 | 8.06 | 13.85 | ▲ | $3.53 |
| Jun 4, 2026 | 12.51 | 15.78 | ▲ | -$13.55 |
| Jun 3, 2026 | 13.26 | 16.87 | ▲ | $4.16 |
| Jun 2, 2026 | 15.47 | 18.07 | ▲ | -$8.07 |
| Jun 1, 2026 | 15.11 | 18.94 | ▲ | -$1.54 |
| May 29, 2026 | 14.03 | 20.21 | ▲ | $13.22 |
| May 28, 2026 | 16.56 | 22.27 | ▲ | -$3.06 |
| May 27, 2026 | 18.46 | 24.18 | ▲ | $1.59 |
| May 26, 2026 | 21.24 | 26.08 | ▲ | -$2.25 |
| May 22, 2026 | 23.78 | 27.69 | ▲ | -$0.47 |
| May 21, 2026 | 26.80 | 29.00 | ▲ | -$4.18 |
| May 20, 2026 | 28.87 | 29.73 | ▲ | -$3.96 |
| May 19, 2026 | 29.81 | 30.02 | ▲ | $2.92 |
| May 18, 2026 | 31.72 | 30.09 | ▲ | -$1.76 |
| May 15, 2026 | 33.41 | 29.54 | ▲ | -$2.94 |
| May 14, 2026 | 34.27 | 28.25 | ▲ | -$10.41 |
| May 13, 2026 | 30.21 | 26.25 | ▲ | $9.85 |
| May 12, 2026 | 27.50 | 24.93 | ▲ | $5.04 |
| May 11, 2026 | 25.41 | 24.07 | ▲ | $1.39 |
| May 8, 2026 | 23.12 | 23.63 | ▲ | $4.24 |
| May 7, 2026 | 21.39 | 23.80 | ▲ | $3.63 |
| May 6, 2026 | 20.26 | 24.60 | ▲ | $3.72 |
| May 5, 2026 | 19.97 | 26.05 | ▲ | $11.32 |
| May 4, 2026 | 23.27 | 28.07 | ▲ | -$2.03 |
| May 1, 2026 | 26.44 | 29.68 | ▲ | $0.03 |
| Apr 30, 2026 | 30.58 | 30.76 | ▲ | -$1.07 |
| Apr 29, 2026 | 35.53 | 30.81 | ▲ | -$9.67 |
| Apr 28, 2026 | 36.36 | 29.24 | ▲ | -$3.96 |
| Apr 27, 2026 | 35.00 | 26.87 | ▲ | -$3.44 |
| Apr 24, 2026 | 31.02 | 24.16 | ▲ | $8.39 |
| Apr 23, 2026 | 28.51 | 21.87 | ▲ | $8.57 |
| Apr 22, 2026 | 28.20 | 19.65 | ▲ | -$2.86 |
| Apr 21, 2026 | 26.13 | 16.81 | ▲ | $2.67 |
| Apr 20, 2026 | 24.47 | 13.70 | ▲ | -$2.23 |
| Apr 17, 2026 | 21.20 | 10.11 | ▲ | $0.42 |
| Apr 16, 2026 | 17.30 | 6.41 | ▲ | $3.29 |
| Apr 15, 2026 | 13.65 | 2.77 | ▲ | -$0.52 |
| Apr 14, 2026 | 8.81 | -0.85 | ▲ | $2.35 |
| Apr 13, 2026 | 3.62 | -4.07 | ▲ | $7.20 |
| Apr 10, 2026 | 0.16 | -6.64 | ▲ | $0.71 |
| Apr 9, 2026 | -3.83 | -8.90 | ▲ | $4.68 |
| Apr 8, 2026 | -6.69 | -10.59 | ▲ | $1.82 |
| Apr 7, 2026 | -9.39 | -11.90 | ▲ | $3.97 |
| Apr 6, 2026 | -10.89 | -12.73 | ▲ | $0.50 |
| Apr 2, 2026 | -12.50 | -13.35 | ▲ | $0.22 |
| Apr 1, 2026 | -14.44 | -13.63 | ▲ | $1.67 |
| Mar 31, 2026 | -16.10 | -13.36 | ▲ | $1.31 |
| Mar 30, 2026 | -17.63 | -12.45 | ▲ | $9.22 |
| Mar 27, 2026 | -14.92 | -10.72 | ▲ | -$2.31 |
| Mar 26, 2026 | -12.31 | -9.32 | ▲ | -$3.71 |
| Mar 25, 2026 | -10.40 | -8.32 | ▲ | -$7.43 |
| Mar 24, 2026 | -10.88 | -7.63 | ▲ | $3.47 |
| Mar 23, 2026 | -9.83 | -6.54 | ▲ | -$0.43 |
| Mar 20, 2026 | -8.69 | -5.45 | ▲ | $2.93 |
| Mar 19, 2026 | -5.91 | -4.37 | ▲ | -$5.85 |
| Mar 18, 2026 | -4.77 | -3.85 | ▲ | -$1.88 |
| Mar 17, 2026 | -4.12 | -3.54 | ▲ | -$1.49 |
| Mar 16, 2026 | -3.89 | -3.35 | ▲ | -$1.33 |
| Mar 13, 2026 | -4.11 | -3.17 | ▲ | $3.00 |
| Mar 12, 2026 | -3.14 | -2.86 | ▲ | -$2.92 |
| Mar 11, 2026 | -3.06 | -2.76 | ▲ | -$2.89 |
| Mar 10, 2026 | -4.06 | -2.66 | ▲ | $1.31 |
| Mar 9, 2026 | -4.78 | -2.20 | ▲ | $2.07 |
| Mar 6, 2026 | -4.84 | -1.34 | ▲ | $4.83 |
| Mar 5, 2026 | -2.87 | -0.17 | ▲ | -$5.52 |
| Mar 4, 2026 | -2.52 | 0.73 | ▲ | $0.30 |
| Mar 3, 2026 | -1.96 | 1.82 | ▲ | $3.03 |
| Mar 2, 2026 | 0.07 | 3.08 | ▲ | -$2.42 |
| Feb 27, 2026 | 1.71 | 4.08 | ▲ | $5.28 |
| Feb 26, 2026 | 6.18 | 4.87 | ▲ | -$7.73 |
| Feb 25, 2026 | 8.41 | 4.43 | ▲ | -$10.67 |
| Feb 24, 2026 | 6.15 | 3.10 | ▲ | $2.71 |
| Feb 23, 2026 | 4.47 | 2.09 | ▲ | $1.30 |
| Feb 20, 2026 | 2.95 | 1.29 | ▲ | $1.78 |
| Feb 19, 2026 | 1.80 | 0.74 | ▲ | $1.87 |
| Feb 18, 2026 | 1.14 | 0.39 | ▲ | -$0.07 |
| Feb 17, 2026 | 0.28 | 0.14 | ▲ | $3.00 |
| Feb 13, 2026 | 0.44 | 0.09 | ▲ | $2.20 |
| Feb 12, 2026 | 1.59 | -0.03 | ▲ | -$4.12 |
| Feb 11, 2026 | 1.26 | -0.57 | ▲ | -$3.11 |
| Feb 10, 2026 | -0.57 | -1.18 | ▲ | $1.47 |
| Feb 9, 2026 | -2.33 | -1.38 | ▲ | -$1.49 |
| Feb 6, 2026 | -5.43 | -1.07 | ▲ | $4.66 |
| Feb 5, 2026 | -7.29 | 0.39 | ▲ | $13.48 |
| Feb 4, 2026 | -2.33 | 2.95 | ▲ | -$2.31 |
| Feb 3, 2026 | 3.02 | 4.71 | ▲ | -$6.14 |
| Feb 2, 2026 | 6.65 | 5.28 | ▲ | -$5.23 |
| Jan 30, 2026 | 8.30 | 4.82 | ▲ | -$5.55 |
| Jan 29, 2026 | 7.16 | 3.66 | ▲ | -$1.33 |
| Jan 28, 2026 | 4.98 | 2.49 | ▲ | $0.98 |
| Jan 27, 2026 | 2.74 | 1.67 | ▲ | $3.00 |
| Jan 26, 2026 | 1.46 | 1.31 | ▲ | $2.01 |
| Jan 23, 2026 | 0.89 | 1.26 | ▲ | -$1.20 |
| Jan 22, 2026 | -0.47 | 1.38 | ▲ | $2.83 |
| Jan 21, 2026 | -0.70 | 2.00 | ▲ | $1.52 |
| Jan 20, 2026 | -0.14 | 2.90 | ▲ | $5.24 |
| Jan 16, 2026 | 3.50 | 3.92 | ▲ | -$8.15 |
| Jan 15, 2026 | 3.45 | 4.05 | ▲ | -$0.78 |
| Jan 14, 2026 | 2.96 | 4.26 | ▲ | $3.91 |
| Jan 13, 2026 | 4.34 | 4.69 | ▲ | -$2.67 |
| Jan 12, 2026 | 4.59 | 4.80 | ▲ | $0.83 |
| Jan 9, 2026 | 5.26 | 4.88 | ▲ | $0.07 |
| Jan 8, 2026 | 6.10 | 4.75 | ▲ | -$0.14 |
| Jan 7, 2026 | 7.05 | 4.30 | ▲ | -$4.11 |
| Jan 6, 2026 | 6.19 | 3.38 | ▲ | $1.87 |
| Jan 5, 2026 | 5.93 | 2.45 | ▲ | -$0.83 |
| Jan 2, 2026 | 5.25 | 1.28 | ▲ | -$0.78 |
| Dec 31, 2025 | 4.06 | -0.04 | ▲ | $2.39 |
| Dec 30, 2025 | 3.59 | -1.40 | ▲ | -$1.04 |
| Dec 29, 2025 | 2.56 | -3.07 | ▲ | -$0.73 |
| Dec 26, 2025 | 0.99 | -4.94 | ▲ | -$2.26 |
| Dec 24, 2025 | -1.89 | -6.92 | ▲ | $1.91 |
| Dec 23, 2025 | -4.72 | -8.60 | ▲ | -$0.64 |
| Dec 22, 2025 | -8.58 | -9.89 | ▲ | $5.56 |
| Dec 19, 2025 | -11.03 | -10.33 | ▲ | $2.65 |
| Dec 18, 2025 | -12.96 | -10.10 | ▲ | $6.84 |
| Dec 17, 2025 | -12.20 | -9.14 | ▲ | $3.20 |
| Dec 16, 2025 | -9.78 | -8.13 | ▲ | -$6.78 |
| Dec 15, 2025 | -9.26 | -7.58 | ▲ | $1.43 |
| Dec 12, 2025 | -8.00 | -7.02 | ▲ | $1.27 |
| Dec 11, 2025 | -5.92 | -6.69 | ▲ | -$5.87 |
| Dec 10, 2025 | -5.50 | -6.94 | ▲ | -$2.84 |
| Dec 9, 2025 | -5.99 | -7.42 | ▲ | -$1.22 |
| Dec 8, 2025 | -7.00 | -7.90 | ▲ | -$0.58 |
| Dec 5, 2025 | -8.42 | -8.20 | ▲ | $3.17 |
| Dec 4, 2025 | -8.95 | -8.13 | ▲ | -$0.97 |
| Dec 3, 2025 | -9.90 | -7.85 | ▲ | $3.80 |
| Dec 2, 2025 | -9.64 | -7.17 | ▲ | -$1.91 |
| Dec 1, 2025 | -9.90 | -6.35 | ▲ | $1.58 |
| Nov 28, 2025 | -9.65 | -5.16 | ▲ | $2.92 |
| Nov 26, 2025 | -8.26 | -3.67 | ▲ | -$3.25 |
| Nov 25, 2025 | -7.51 | -2.14 | ▲ | $2.39 |
| Nov 24, 2025 | -5.70 | -0.35 | ▲ | -$4.73 |
| Nov 21, 2025 | -4.89 | 1.44 | ▲ | $3.67 |
| Nov 20, 2025 | -2.57 | 3.55 | ▲ | -$1.71 |
| Nov 19, 2025 | -0.14 | 5.59 | ▲ | -$5.87 |
| Nov 18, 2025 | 0.98 | 7.50 | ▲ | $5.15 |
| Nov 17, 2025 | 4.21 | 9.67 | ▲ | -$5.27 |
| Nov 14, 2025 | 6.44 | 11.49 | ▲ | -$3.52 |
| Nov 13, 2025 | 7.99 | 13.17 | ▲ | $3.31 |
| Nov 12, 2025 | 11.13 | 14.90 | ▲ | -$6.93 |
| Nov 11, 2025 | 12.38 | 16.16 | ▲ | $0.63 |
| Nov 10, 2025 | 14.24 | 17.42 | ▲ | -$5.92 |
| Nov 7, 2025 | 14.06 | 18.48 | ▲ | $10.88 |
| Nov 6, 2025 | 17.59 | 19.96 | ▲ | $0.07 |
| Nov 5, 2025 | 22.28 | 20.74 | ▲ | -$7.08 |
| Nov 4, 2025 | 24.84 | 20.23 | ▲ | -$3.47 |
| Nov 3, 2025 | 26.36 | 18.69 | ▲ | -$8.23 |
| Oct 31, 2025 | 23.73 | 16.14 | ▲ | $4.43 |
| Oct 30, 2025 | 21.84 | 13.61 | ▲ | -$0.44 |