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NVIDIA CP · πŸ‡ΊπŸ‡Έ 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
DateTSISignalBuy/SellP/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