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