NVIDIA CP · πΊπΈ United States
218.68
+4.20 (+1.96%)
At close: Jun 4, 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 86.8% annually with a max drawdown of 34.9% over 1,504 trading days (3 signal cycles).
Performance Ratios
Profit Factor1.22 ★★★★★
Max Drawdown-34.91% ★★★★★
P/L USD$227.19 ★★★★★
Day profit$0.15 ★★★★★
Avg Cycle P/L$75.73 ★★★★★
CAGR86.78% ★★★★★
Sharpe Ratio1.49 ★★★★★
Sortino Ratio2.32 ★★★★★
Calmar Ratio2.15 ★★★★★
Volatility50.35% ★★★★★
VaR 95-4.92% ★★★★★
VaR 99-7.08% ★★★★★
Win to Loss Ratio54.49% ★★★★★
Profit to Loss Ratio1.02 ★★★★★
Signal Cycles3 ★★★★★
Trading days1,504 ★★★★★
Days Long1,298 ★★★★★
Days Short207 ★★★★★
Equity Curve
| Date | TSI | Signal | Buy/Sell | P/L |
|---|---|---|---|---|
| Jun 4, 2026 | 12.49 | 15.75 | ▲ | |
| Jun 3, 2026 | 13.24 | 16.84 | ▲ | $4.20 |
| Jun 2, 2026 | 15.44 | 18.04 | ▲ | -$8.12 |
| Jun 1, 2026 | 15.07 | 18.91 | ▲ | -$1.47 |
| May 29, 2026 | 14.01 | 20.19 | ▲ | $13.14 |
| May 28, 2026 | 16.53 | 22.25 | ▲ | -$3.06 |
| May 27, 2026 | 18.42 | 24.15 | ▲ | $1.66 |
| May 26, 2026 | 21.21 | 26.06 | ▲ | -$2.26 |
| May 22, 2026 | 23.76 | 27.68 | ▲ | -$0.47 |
| May 21, 2026 | 26.78 | 28.98 | ▲ | -$4.18 |
| May 20, 2026 | 28.87 | 29.72 | ▲ | -$4.01 |
| May 19, 2026 | 29.80 | 30.00 | ▲ | $2.86 |
| May 18, 2026 | 31.68 | 30.06 | ▲ | -$1.65 |
| May 15, 2026 | 33.40 | 29.52 | ▲ | -$3.06 |
| May 14, 2026 | 34.23 | 28.23 | ▲ | -$10.35 |
| May 13, 2026 | 30.18 | 26.23 | ▲ | $9.90 |
| May 12, 2026 | 27.49 | 24.92 | ▲ | $4.99 |
| May 11, 2026 | 25.40 | 24.06 | ▲ | $1.34 |
| May 8, 2026 | 23.10 | 23.62 | ▲ | $4.24 |
| May 7, 2026 | 21.37 | 23.79 | ▲ | $3.75 |
| May 6, 2026 | 20.26 | 24.60 | ▲ | $3.61 |
| May 5, 2026 | 19.95 | 26.04 | ▲ | $11.37 |
| May 4, 2026 | 23.26 | 28.07 | ▲ | -$2.03 |
| May 1, 2026 | 26.44 | 29.68 | ▲ | $0.08 |
| Apr 30, 2026 | 30.60 | 30.76 | ▲ | -$1.16 |
| Apr 29, 2026 | 35.53 | 30.81 | ▲ | -$9.67 |
| Apr 28, 2026 | 36.33 | 29.24 | ▲ | -$3.87 |
| Apr 27, 2026 | 35.00 | 26.87 | ▲ | -$3.48 |
| Apr 24, 2026 | 31.02 | 24.17 | ▲ | $8.37 |
| Apr 23, 2026 | 28.51 | 21.88 | ▲ | $8.63 |
| Apr 22, 2026 | 28.22 | 19.67 | ▲ | -$2.90 |
| Apr 21, 2026 | 26.15 | 16.82 | ▲ | $2.65 |
| Apr 20, 2026 | 24.50 | 13.71 | ▲ | -$2.22 |
| Apr 17, 2026 | 21.23 | 10.12 | ▲ | $0.38 |
| Apr 16, 2026 | 17.32 | 6.42 | ▲ | $3.32 |
| Apr 15, 2026 | 13.66 | 2.78 | ▲ | -$0.51 |
| Apr 14, 2026 | 8.82 | -0.84 | ▲ | $2.41 |
| Apr 13, 2026 | 3.64 | -4.06 | ▲ | $7.15 |
| Apr 10, 2026 | 0.18 | -6.63 | ▲ | $0.68 |
| Apr 9, 2026 | -3.82 | -8.90 | ▲ | $4.71 |
| Apr 8, 2026 | -6.68 | -10.59 | ▲ | $1.83 |
| Apr 7, 2026 | -9.38 | -11.90 | ▲ | $3.99 |
| Apr 6, 2026 | -10.88 | -12.73 | ▲ | $0.46 |
| Apr 2, 2026 | -12.51 | -13.35 | ▲ | $0.29 |
| Apr 1, 2026 | -14.43 | -13.63 | ▲ | $1.60 |
| Mar 31, 2026 | -16.12 | -13.36 | ▲ | $1.35 |
| Mar 30, 2026 | -17.65 | -12.44 | ▲ | $9.26 |
| Mar 27, 2026 | -14.91 | -10.71 | ▲ | -$2.39 |
| Mar 26, 2026 | -12.30 | -9.31 | ▲ | -$3.72 |
| Mar 25, 2026 | -10.39 | -8.31 | ▲ | -$7.39 |
| Mar 24, 2026 | -10.86 | -7.62 | ▲ | $3.44 |
| Mar 23, 2026 | -9.81 | -6.54 | ▲ | -$0.44 |
| Mar 20, 2026 | -8.67 | -5.44 | ▲ | $2.94 |
| Mar 19, 2026 | -5.90 | -4.37 | ▲ | -$5.86 |
| Mar 18, 2026 | -4.78 | -3.86 | ▲ | -$1.79 |
| Mar 17, 2026 | -4.11 | -3.55 | ▲ | -$1.57 |
| Mar 16, 2026 | -3.90 | -3.36 | ▲ | -$1.24 |
| Mar 13, 2026 | -4.11 | -3.18 | ▲ | $2.93 |
| Mar 12, 2026 | -3.16 | -2.87 | ▲ | -$2.85 |
| Mar 11, 2026 | -3.07 | -2.77 | ▲ | -$2.89 |
| Mar 10, 2026 | -4.07 | -2.68 | ▲ | $1.27 |
| Mar 9, 2026 | -4.80 | -2.21 | ▲ | $2.08 |
| Mar 6, 2026 | -4.86 | -1.35 | ▲ | $4.86 |
| Mar 5, 2026 | -2.88 | -0.18 | ▲ | -$5.52 |
| Mar 4, 2026 | -2.53 | 0.72 | ▲ | $0.30 |
| Mar 3, 2026 | -1.95 | 1.80 | ▲ | $2.99 |
| Mar 2, 2026 | 0.06 | 3.06 | ▲ | -$2.43 |
| Feb 27, 2026 | 1.69 | 4.05 | ▲ | $5.29 |
| Feb 26, 2026 | 6.14 | 4.84 | ▲ | -$7.69 |
| Feb 25, 2026 | 8.36 | 4.41 | ▲ | -$10.66 |
| Feb 24, 2026 | 6.11 | 3.09 | ▲ | $2.72 |
| Feb 23, 2026 | 4.46 | 2.09 | ▲ | $1.25 |
| Feb 20, 2026 | 2.95 | 1.30 | ▲ | $1.77 |
| Feb 19, 2026 | 1.80 | 0.75 | ▲ | $1.92 |
| Feb 18, 2026 | 1.15 | 0.40 | ▲ | -$0.08 |
| Feb 17, 2026 | 0.30 | 0.15 | ▲ | $2.97 |
| Feb 13, 2026 | 0.47 | 0.10 | ▲ | $2.20 |
| Feb 12, 2026 | 1.61 | -0.02 | ▲ | -$4.16 |
| Feb 11, 2026 | 1.27 | -0.57 | ▲ | -$3.11 |
| Feb 10, 2026 | -0.57 | -1.19 | ▲ | $1.51 |
| Feb 9, 2026 | -2.32 | -1.39 | ▲ | -$1.50 |
| Feb 6, 2026 | -5.43 | -1.08 | ▲ | $4.66 |
| Feb 5, 2026 | -7.29 | 0.37 | ▲ | $13.51 |
| Feb 4, 2026 | -2.35 | 2.92 | ▲ | -$2.31 |
| Feb 3, 2026 | 2.99 | 4.68 | ▲ | -$6.17 |
| Feb 2, 2026 | 6.61 | 5.24 | ▲ | -$5.23 |
| Jan 30, 2026 | 8.25 | 4.79 | ▲ | -$5.51 |
| Jan 29, 2026 | 7.13 | 3.63 | ▲ | -$1.38 |
| Jan 28, 2026 | 4.95 | 2.47 | ▲ | $0.99 |
| Jan 27, 2026 | 2.71 | 1.64 | ▲ | $2.99 |
| Jan 26, 2026 | 1.42 | 1.28 | ▲ | $2.05 |
| Jan 23, 2026 | 0.87 | 1.24 | ▲ | -$1.23 |
| Jan 22, 2026 | -0.50 | 1.36 | ▲ | $2.86 |
| Jan 21, 2026 | -0.71 | 1.98 | ▲ | $1.48 |
| Jan 20, 2026 | -0.16 | 2.87 | ▲ | $5.25 |
| Jan 16, 2026 | 3.46 | 3.88 | ▲ | -$8.11 |
| Jan 15, 2026 | 3.42 | 4.02 | ▲ | -$0.82 |
| Jan 14, 2026 | 2.92 | 4.22 | ▲ | $3.91 |
| Jan 13, 2026 | 4.30 | 4.65 | ▲ | -$2.66 |
| Jan 12, 2026 | 4.53 | 4.77 | ▲ | $0.87 |
| Jan 9, 2026 | 5.22 | 4.85 | ▲ | $0.08 |
| Jan 8, 2026 | 6.07 | 4.73 | ▲ | -$0.18 |
| Jan 7, 2026 | 7.02 | 4.28 | ▲ | -$4.10 |
| Jan 6, 2026 | 6.16 | 3.37 | ▲ | $1.91 |
| Jan 5, 2026 | 5.92 | 2.44 | ▲ | -$0.89 |
| Jan 2, 2026 | 5.23 | 1.28 | ▲ | -$0.73 |
| Dec 31, 2025 | 4.07 | -0.04 | ▲ | $2.36 |
| Dec 30, 2025 | 3.60 | -1.41 | ▲ | -$1.08 |
| Dec 29, 2025 | 2.56 | -3.08 | ▲ | -$0.69 |
| Dec 26, 2025 | 0.99 | -4.96 | ▲ | -$2.31 |
| Dec 24, 2025 | -1.91 | -6.94 | ▲ | $1.97 |
| Dec 23, 2025 | -4.74 | -8.62 | ▲ | -$0.64 |
| Dec 22, 2025 | -8.60 | -9.91 | ▲ | $5.51 |
| Dec 19, 2025 | -11.08 | -10.35 | ▲ | $2.73 |
| Dec 18, 2025 | -12.99 | -10.11 | ▲ | $6.84 |
| Dec 17, 2025 | -12.23 | -9.15 | ▲ | $3.20 |
| Dec 16, 2025 | -9.79 | -8.13 | ▲ | -$6.78 |
| Dec 15, 2025 | -9.26 | -7.57 | ▲ | $1.40 |
| Dec 12, 2025 | -8.00 | -7.01 | ▲ | $1.27 |
| Dec 11, 2025 | -5.92 | -6.68 | ▲ | -$5.90 |
| Dec 10, 2025 | -5.50 | -6.93 | ▲ | -$2.81 |
| Dec 9, 2025 | -5.99 | -7.41 | ▲ | -$1.19 |
| Dec 8, 2025 | -6.99 | -7.88 | ▲ | -$0.61 |
| Dec 5, 2025 | -8.40 | -8.18 | ▲ | $3.14 |
| Dec 4, 2025 | -8.93 | -8.10 | ▲ | -$0.93 |
| Dec 3, 2025 | -9.87 | -7.83 | ▲ | $3.79 |
| Dec 2, 2025 | -9.61 | -7.14 | ▲ | -$1.90 |
| Dec 1, 2025 | -9.86 | -6.32 | ▲ | $1.53 |
| Nov 28, 2025 | -9.61 | -5.14 | ▲ | $2.92 |
| Nov 26, 2025 | -8.24 | -3.65 | ▲ | -$3.25 |
| Nov 25, 2025 | -7.50 | -2.12 | ▲ | $2.47 |
| Nov 24, 2025 | -5.68 | -0.33 | ▲ | -$4.76 |
| Nov 21, 2025 | -4.87 | 1.46 | ▲ | $3.67 |
| Nov 20, 2025 | -2.54 | 3.57 | ▲ | -$1.76 |
| Nov 19, 2025 | -0.12 | 5.60 | ▲ | -$5.88 |
| Nov 18, 2025 | 0.99 | 7.51 | ▲ | $5.15 |
| Nov 17, 2025 | 4.21 | 9.68 | ▲ | -$5.22 |
| Nov 14, 2025 | 6.45 | 11.50 | ▲ | -$3.57 |
| Nov 13, 2025 | 7.99 | 13.18 | ▲ | $3.34 |
| Nov 12, 2025 | 11.14 | 14.92 | ▲ | -$6.97 |
| Nov 11, 2025 | 12.37 | 16.18 | ▲ | $0.69 |
| Nov 10, 2025 | 14.25 | 17.44 | ▲ | -$5.94 |
| Nov 7, 2025 | 14.06 | 18.51 | ▲ | $10.94 |
| Nov 6, 2025 | 17.62 | 19.99 | ▲ | $0.07 |
| Nov 5, 2025 | 22.34 | 20.78 | ▲ | -$7.17 |
| Nov 4, 2025 | 24.89 | 20.26 | ▲ | -$3.47 |
| Nov 3, 2025 | 26.38 | 18.72 | ▲ | -$8.15 |
| Oct 31, 2025 | 23.77 | 16.17 | ▲ | $4.35 |
| Oct 30, 2025 | 21.86 | 13.64 | ▲ | -$0.40 |
| Oct 29, 2025 | 19.12 | 10.89 | ▲ | -$4.11 |
| Oct 28, 2025 | 13.07 | 8.15 | ▲ | $5.96 |
| Oct 27, 2025 | 7.49 | 6.51 | ▲ | $9.52 |
| Oct 24, 2025 | 4.59 | 6.18 | ▲ | $5.23 |
| Oct 23, 2025 | 3.39 | 6.72 | ▲ | $4.13 |
| Oct 22, 2025 | 3.86 | 7.82 | ▲ | $1.84 |
| Oct 21, 2025 | 5.28 | 9.15 | ▲ | -$0.83 |
| Oct 20, 2025 | 6.62 | 10.44 | ▲ | -$1.53 |
| Oct 17, 2025 | 7.52 | 11.71 | ▲ | -$0.58 |
| Oct 16, 2025 | 8.38 | 13.11 | ▲ | $1.41 |
| Oct 15, 2025 | 10.11 | 14.68 | ▲ | $1.98 |
| Oct 14, 2025 | 13.31 | 16.21 | ▲ | -$0.20 |
| Oct 13, 2025 | 17.54 | 17.17 | ▲ | -$8.25 |
| Oct 10, 2025 | 18.07 | 17.05 | ▲ | $5.16 |
| Oct 9, 2025 | 21.17 | 16.71 | ▲ | -$9.40 |
| Oct 8, 2025 | 18.78 | 15.22 | ▲ | $3.41 |
| Oct 7, 2025 | 17.33 | 14.04 | ▲ | $4.10 |
| Oct 6, 2025 | 17.40 | 12.94 | ▲ | -$0.49 |
| Oct 3, 2025 | 17.18 | 11.45 | ▲ | -$2.12 |
| Oct 2, 2025 | 15.55 | 9.54 | ▲ | -$1.23 |
| Oct 1, 2025 | 12.74 | 7.54 | ▲ | $1.61 |
| Sep 30, 2025 | 9.95 | 5.81 | ▲ | $0.70 |
| Sep 29, 2025 | 6.71 | 4.43 | ▲ | $4.73 |
| Sep 26, 2025 | 4.99 | 3.67 | ▲ | $3.64 |
| Sep 25, 2025 | 4.74 | 3.23 | ▲ | $0.50 |
| Sep 24, 2025 | 4.67 | 2.73 | ▲ | $0.73 |
| Sep 23, 2025 | 4.99 | 2.08 | ▲ | -$1.46 |
| Sep 22, 2025 | 4.50 | 1.11 | ▲ | -$5.17 |
| Sep 19, 2025 | 0.53 | -0.02 | ▲ | $6.90 |
| Sep 18, 2025 | -0.46 | -0.20 | ▲ | $0.42 |
| Sep 17, 2025 | -1.47 | -0.12 | ▲ | $5.95 |
| Sep 16, 2025 | 1.07 | 0.34 | ▲ | -$4.58 |
| Sep 15, 2025 | 1.34 | 0.09 | ▲ | -$2.83 |
| Sep 12, 2025 | -0.14 | -0.32 | ▲ | -$0.07 |
| Sep 11, 2025 | -2.04 | -0.38 | ▲ | $0.61 |
| Sep 10, 2025 | -4.06 | 0.17 | ▲ | -$0.15 |
| Sep 9, 2025 | -6.81 | 1.57 | ▲ | $6.57 |
| Sep 8, 2025 | -5.77 | 4.37 | ▲ | $2.45 |
| Sep 5, 2025 | -2.74 | 7.75 | ▲ | $1.32 |
| Sep 4, 2025 | 2.05 | 11.25 | ▲ | -$4.68 |
| Sep 3, 2025 | 4.96 | 14.32 | ▲ | $1.08 |
| Sep 2, 2025 | 9.32 | 17.44 | ▲ | -$0.16 |
| Aug 29, 2025 | 14.78 | 20.14 | ▲ | -$3.43 |
| Aug 28, 2025 | 19.17 | 21.93 | ▲ | -$5.94 |
| Aug 27, 2025 | 19.93 | 22.85 | ▲ | -$1.47 |
| Aug 26, 2025 | 19.71 | 23.82 | ▲ | -$0.12 |
| Aug 25, 2025 | 19.33 | 25.19 | ▲ | $1.95 |
| Aug 22, 2025 | 19.89 | 27.14 | ▲ | $1.82 |
| Aug 21, 2025 | 21.52 | 29.56 | ▲ | $2.98 |
| Aug 20, 2025 | 25.05 | 32.24 | ▲ | -$0.38 |
| Aug 19, 2025 | 29.12 | 34.64 | ▲ | -$0.28 |