NVIDIA CP · πΊπΈ 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
| Date | TSI | Signal | Buy/Sell | P/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 |