/
NVIDIA CP · πŸ‡ΊπŸ‡Έ United States
214.10 -3.15 (-1.45%)
At close: Oct 16, 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 73.8% annually with a max drawdown of 35.9% over 1,504 trading days (3 signal cycles).
Performance Ratios
Profit Factor1.18 ★★★★★
Max Drawdown-35.91% ★★★★★
P/L USD$218.06 ★★★★★
Day profit$0.14 ★★★★★
Avg Cycle P/L$72.69 ★★★★★
CAGR73.80% ★★★★★
Sharpe Ratio1.35 ★★★★★
Sortino Ratio2.10 ★★★★★
Calmar Ratio1.89 ★★★★★
Volatility50.05% ★★★★★
VaR 95-4.92% ★★★★★
VaR 99-7.06% ★★★★★
Win to Loss Ratio53.60% ★★★★★
Profit to Loss Ratio1.02 ★★★★★
Signal Cycles3 ★★★★★
Trading days1,504 ★★★★★
Days Long1,298 ★★★★★
Days Short207 ★★★★★
Equity Curve
DateTSISignalBuy/SellP/L
Oct 16, 2026 -0.14 8.63 ▲
Oct 15, 2026 4.57 11.55 ▲ -$3.15
Oct 14, 2026 9.17 13.88 ▲ -$4.07
Oct 13, 2026 13.13 15.45 ▲ -$7.23
Oct 12, 2026 14.63 16.22 ▲ $2.21
Oct 9, 2026 17.26 16.75 ▲ -$2.96
Oct 8, 2026 19.08 16.58 ▲ -$1.19
Oct 7, 2026 20.75 15.74 ▲ -$7.00
Oct 6, 2026 19.39 14.08 ▲ -$1.72
Oct 5, 2026 16.94 12.30 ▲ $0.35
Oct 2, 2026 14.06 10.76 ▲ $4.88
Oct 1, 2026 12.14 9.66 ▲ $3.10
Sep 30, 2026 10.84 8.83 ▲ $2.53
Sep 29, 2026 10.10 8.17 ▲ $1.17
Sep 28, 2026 9.58 7.52 ▲ -$1.69
Sep 25, 2026 8.30 6.84 ▲ $3.84
Sep 24, 2026 7.95 6.35 ▲ $0.48
Sep 23, 2026 7.68 5.82 ▲ -$0.98
Sep 22, 2026 6.99 5.20 ▲ -$3.36
Sep 21, 2026 4.98 4.60 ▲ $1.50
Sep 18, 2026 2.94 4.47 ▲ $5.16
Sep 17, 2026 2.00 4.98 ▲ $2.92
Sep 16, 2026 1.75 5.98 ▲ $5.45
Sep 15, 2026 3.11 7.38 ▲ $1.73
Sep 14, 2026 5.30 8.81 ▲ $1.16
Sep 11, 2026 8.38 9.98 ▲ -$7.34
Sep 10, 2026 9.80 10.51 ▲ -$0.07
Sep 9, 2026 11.55 10.74 ▲ -$5.05
Sep 8, 2026 12.04 10.47 ▲ -$2.06
Sep 4, 2026 11.96 9.95 ▲ -$4.58
Sep 3, 2026 10.28 9.28 ▲ $1.90
Sep 2, 2026 8.64 8.94 ▲ $4.04
Sep 1, 2026 7.66 9.04 ▲ $6.97
Aug 31, 2026 8.47 9.50 ▲ -$3.33
Aug 28, 2026 8.33 9.85 ▲ $3.17
Aug 27, 2026 9.18 10.35 ▲ -$10.37
Aug 26, 2026 6.18 10.74 ▲ $18.26
Aug 25, 2026 8.51 12.26 ▲ -$3.34
Aug 24, 2026 10.11 13.51 ▲ $4.55
Aug 21, 2026 13.53 14.65 ▲ -$6.28
Aug 20, 2026 15.23 15.02 ▲ -$2.09
Aug 19, 2026 16.46 14.95 ▲ -$0.71
Aug 18, 2026 17.67 14.45 ▲ -$2.22
Aug 17, 2026 18.30 13.37 ▲ -$5.27
Aug 14, 2026 17.08 11.73 ▲ -$0.15
Aug 13, 2026 15.54 9.94 ▲ -$0.14
Aug 12, 2026 13.58 8.08 ▲ $1.21
Aug 11, 2026 11.45 6.24 ▲ $6.64
Aug 10, 2026 10.60 4.51 ▲ -$0.05
Aug 7, 2026 9.49 2.48 ▲ -$6.45
Aug 6, 2026 5.85 0.14 ▲ $5.03
Aug 5, 2026 2.72 -1.76 ▲ -$0.29
Aug 4, 2026 -1.41 -3.26 ▲ $7.33
Aug 3, 2026 -4.37 -3.87 ▲ $5.24
Jul 31, 2026 -6.41 -3.71 ▲ $5.88
Jul 30, 2026 -6.97 -2.80 ▲ $5.75
Jul 29, 2026 -5.64 -1.41 ▲ $5.03
Jul 28, 2026 -2.16 0.00 ▲ -$7.03
Jul 27, 2026 -0.04 0.71 ▲ $0.54
Jul 24, 2026 2.84 0.96 ▲ -$10.37
Jul 23, 2026 2.92 0.34 ▲ -$1.92
Jul 22, 2026 2.35 -0.52 ▲ -$3.25
Jul 21, 2026 0.53 -1.48 ▲ $4.76
Jul 20, 2026 -0.18 -2.15 ▲ $3.96
Jul 17, 2026 0.23 -2.81 ▲ $0.51
Jul 16, 2026 0.92 -3.83 ▲ -$4.62
Jul 15, 2026 0.25 -5.41 ▲ -$5.11
Jul 14, 2026 -2.31 -7.30 ▲ $0.71
Jul 13, 2026 -5.38 -8.96 ▲ $8.31
Jul 10, 2026 -6.36 -10.15 ▲ -$7.43
Jul 9, 2026 -9.98 -11.42 ▲ $8.12
Jul 8, 2026 -11.46 -11.90 ▲ -$1.34
Jul 7, 2026 -13.68 -12.04 ▲ $7.23
Jul 6, 2026 -13.72 -11.49 ▲ $1.39
Jul 2, 2026 -13.26 -10.75 ▲ $0.68
Jul 1, 2026 -12.46 -9.91 ▲ -$2.75
Jun 30, 2026 -12.23 -9.06 ▲ -$2.51
Jun 29, 2026 -12.61 -8.01 ▲ $5.15
Jun 26, 2026 -11.32 -6.47 ▲ $2.45
Jun 25, 2026 -8.88 -4.86 ▲ -$3.26
Jun 24, 2026 -6.74 -3.52 ▲ -$3.25
Jun 23, 2026 -4.98 -2.44 ▲ -$1.00
Jun 22, 2026 -3.03 -1.60 ▲ -$8.65
Jun 18, 2026 -3.08 -1.12 ▲ -$1.98
Jun 17, 2026 -3.74 -0.47 ▲ $6.03
Jun 16, 2026 -2.67 0.62 ▲ -$2.80
Jun 15, 2026 -2.15 1.72 ▲ -$4.98
Jun 12, 2026 -2.98 3.01 ▲ $7.25
Jun 11, 2026 -1.74 5.01 ▲ $0.27
Jun 10, 2026 -0.08 7.26 ▲ $4.44
Jun 9, 2026 3.47 9.70 ▲ -$7.77
Jun 8, 2026 5.52 11.78 ▲ -$0.39
Jun 5, 2026 8.05 13.87 ▲ $3.49
Jun 4, 2026 12.51 15.80 ▲ -$13.50
Jun 3, 2026 13.27 16.90 ▲ $4.15
Jun 2, 2026 15.48 18.11 ▲ -$8.05
Jun 1, 2026 15.13 18.98 ▲ -$1.53
May 29, 2026 14.07 20.27 ▲ $13.18
May 28, 2026 16.62 22.34 ▲ -$3.10
May 27, 2026 18.52 24.24 ▲ $1.60
May 26, 2026 21.29 26.15 ▲ -$2.22
May 22, 2026 23.85 27.77 ▲ -$0.52
May 21, 2026 26.86 29.08 ▲ -$4.11
May 20, 2026 28.95 29.81 ▲ -$3.94
May 19, 2026 29.90 30.10 ▲ $2.79
May 18, 2026 31.79 30.17 ▲ -$1.65
May 15, 2026 33.51 29.63 ▲ -$3.04
May 14, 2026 34.35 28.33 ▲ -$10.33
May 13, 2026 30.29 26.32 ▲ $9.84
May 12, 2026 27.58 25.00 ▲ $5.08
May 11, 2026 25.49 24.14 ▲ $1.30
May 8, 2026 23.18 23.69 ▲ $4.28
May 7, 2026 21.45 23.86 ▲ $3.69
May 6, 2026 20.33 24.67 ▲ $3.61
May 5, 2026 20.02 26.12 ▲ $11.34
May 4, 2026 23.32 28.15 ▲ -$1.97
May 1, 2026 26.53 29.75 ▲ $0.03
Apr 30, 2026 30.70 30.83 ▲ -$1.16
Apr 29, 2026 35.64 30.87 ▲ -$9.65
Apr 28, 2026 36.43 29.29 ▲ -$3.86
Apr 27, 2026 35.08 26.90 ▲ -$3.48
Apr 24, 2026 31.08 24.18 ▲ $8.36
Apr 23, 2026 28.54 21.88 ▲ $8.57
Apr 22, 2026 28.21 19.65 ▲ -$2.81
Apr 21, 2026 26.14 16.80 ▲ $2.60
Apr 20, 2026 24.46 13.69 ▲ -$2.17
Apr 17, 2026 21.20 10.10 ▲ $0.33
Apr 16, 2026 17.29 6.40 ▲ $3.32
Apr 15, 2026 13.63 2.77 ▲ -$0.47
Apr 14, 2026 8.80 -0.85 ▲ $2.31
Apr 13, 2026 3.61 -4.07 ▲ $7.24
Apr 10, 2026 0.17 -6.63 ▲ $0.63
Apr 9, 2026 -3.83 -8.90 ▲ $4.70
Apr 8, 2026 -6.69 -10.59 ▲ $1.83
Apr 7, 2026 -9.39 -11.89 ▲ $4.01
Apr 6, 2026 -10.87 -12.73 ▲ $0.42
Apr 2, 2026 -12.50 -13.35 ▲ $0.25
Apr 1, 2026 -14.44 -13.63 ▲ $1.67
Mar 31, 2026 -16.12 -13.36 ▲ $1.35
Mar 30, 2026 -17.64 -12.45 ▲ $9.22
Mar 27, 2026 -14.91 -10.71 ▲ -$2.35
Mar 26, 2026 -12.30 -9.31 ▲ -$3.72
Mar 25, 2026 -10.39 -8.32 ▲ -$7.46
Mar 24, 2026 -10.88 -7.63 ▲ $3.51
Mar 23, 2026 -9.82 -6.54 ▲ -$0.44
Mar 20, 2026 -8.67 -5.45 ▲ $2.90
Mar 19, 2026 -5.91 -4.37 ▲ -$5.85
Mar 18, 2026 -4.78 -3.86 ▲ -$1.83
Mar 17, 2026 -4.13 -3.55 ▲ -$1.50
Mar 16, 2026 -3.90 -3.36 ▲ -$1.32
Mar 13, 2026 -4.13 -3.18 ▲ $3.01
Mar 12, 2026 -3.17 -2.87 ▲ -$2.89
Mar 11, 2026 -3.07 -2.77 ▲ -$2.88
Mar 10, 2026 -4.07 -2.67 ▲ $1.27
Mar 9, 2026 -4.79 -2.20 ▲ $2.12
Mar 6, 2026 -4.83 -1.33 ▲ $4.78
Mar 5, 2026 -2.86 -0.17 ▲ -$5.51
Mar 4, 2026 -2.52 0.73 ▲ $0.30
Mar 3, 2026 -1.95 1.81 ▲ $3.03
Mar 2, 2026 0.08 3.07 ▲ -$2.46
Feb 27, 2026 1.70 4.06 ▲ $5.28
Feb 26, 2026 6.15 4.85 ▲ -$7.65
Feb 25, 2026 8.38 4.42 ▲ -$10.64
Feb 24, 2026 6.13 3.09 ▲ $2.66
Feb 23, 2026 4.46 2.08 ▲ $1.30
Feb 20, 2026 2.94 1.29 ▲ $1.77
Feb 19, 2026 1.78 0.74 ▲ $1.91
Feb 18, 2026 1.14 0.39 ▲ -$0.08
Feb 17, 2026 0.28 0.14 ▲ $3.00
Feb 13, 2026 0.46 0.09 ▲ $2.13
Feb 12, 2026 1.60 -0.03 ▲ -$4.12
Feb 11, 2026 1.25 -0.57 ▲ -$3.07
Feb 10, 2026 -0.58 -1.18 ▲ $1.51
Feb 9, 2026 -2.32 -1.38 ▲ -$1.54
Feb 6, 2026 -5.43 -1.07 ▲ $4.66
Feb 5, 2026 -7.30 0.39 ▲ $13.46
Feb 4, 2026 -2.34 2.95 ▲ -$2.26
Feb 3, 2026 3.03 4.71 ▲ -$6.18
Feb 2, 2026 6.66 5.28 ▲ -$5.26
Jan 30, 2026 8.29 4.82 ▲ -$5.47
Jan 29, 2026 7.17 3.66 ▲ -$1.37
Jan 28, 2026 4.98 2.49 ▲ $0.98
Jan 27, 2026 2.73 1.65 ▲ $2.96
Jan 26, 2026 1.43 1.29 ▲ $2.04
Jan 23, 2026 0.86 1.25 ▲ -$1.16
Jan 22, 2026 -0.50 1.38 ▲ $2.82
Jan 21, 2026 -0.71 2.01 ▲ $1.47
Jan 20, 2026 -0.16 2.91 ▲ $5.28
Jan 16, 2026 3.51 3.94 ▲ -$8.14
Jan 15, 2026 3.49 4.08 ▲ -$0.86
Jan 14, 2026 2.97 4.27 ▲ $3.94
Jan 13, 2026 4.36 4.70 ▲ -$2.70
Jan 12, 2026 4.59 4.82 ▲ $0.91
Jan 9, 2026 5.28 4.89 ▲ $0.03
Jan 8, 2026 6.12 4.77 ▲ -$0.13
Jan 7, 2026 7.07 4.32 ▲ -$4.07
Jan 6, 2026 6.22 3.40 ▲ $1.82
Jan 5, 2026 5.96 2.46 ▲ -$0.87
Jan 2, 2026 5.26 1.29 ▲ -$0.69
Dec 31, 2025 4.09 -0.03 ▲ $2.29