Nvidia ROC Momentum Surge
MomentumBuys a 3% rate-of-change surge over 20 bars and exits when momentum turns negative.
Strategy
Backtest
NVDA
Execution costs: 0.010% fee · 0.020% slippage
Total Return(2y 11mo)
+200.88%
Realized +200.88% / Unrealized 0.00%
Sharpe Ratio
1.63
Max Drawdown
18.08%
Win Rate
49.44%
Profit Factor
2.10
Condition Status
Entry1/1 met
regime: ret%(20) > 3.03.19 vs 3.00
Recent Trades
| DIRECTION | ENTRY | EXIT | QTY | PNL | PNL % | FEES | ORDER | EXIT REASON | DURATION | BARS HELD | MAE % | MFE % | ENTRY REASON | OVERLAY |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
buy | $42.751 | $41.761 | 2222.5602 | $-2218.01 | -2.33% | $18.78 | Market | ret_pct | 1d | 7 | 3.29% | 0.14% | Signal | 100% |
buy | $44.527 | $47.126 | 2115.7702 | +$5478.80 | +5.82% | $19.39 | Market | ret_pct | 6d 1h | 29 | 0.08% | 8.00% | Signal | 100% |
buy | $46.789 | $45.63 | 2097.2260 | $-2451.08 | -2.50% | $19.38 | Market | ret_pct | 1d | 7 | 3.69% | 0.75% | Signal | 100% |
buy | $46.381 | $46.356 | 2065.7280 | $-70.69 | -0.07% | $19.16 | Market | ret_pct | 5d | 21 | 1.36% | 2.19% | Signal | 100% |
buy | $44.983 | $44.794 | 2127.6108 | $-421.12 | -0.44% | $19.10 | Market | ret_pct | 23h | 6 | 0.95% | 0.99% | Signal | 100% |
buy | $43.925 | $43.211 | 2170.3444 | $-1567.29 | -1.64% | $18.91 | Market | ret_pct | 2d 5h | 19 | 2.10% | 2.04% | Signal | 100% |
buy | $45.177 | $45.436 | 2076.6128 | +$518.77 | +0.55% | $18.82 | Market | ret_pct | 4d 1h | 29 | 0.34% | 11.26% | Signal | 100% |
buy | $48.979 | $48.412 | 1925.9701 | $-1109.78 | -1.18% | $18.76 | Market | ret_pct | 2d 21h | 18 | 1.71% | 1.94% | Signal | 100% |
buy | $43.238 | $43.733 | 2157.1539 | +$1050.34 | +1.13% | $18.76 | Market | ret_pct | 5d 19h | 23 | 1.04% | 4.48% | Signal | 100% |
buy | $45.504 | $46.073 | 2071.8713 | +$1159.27 | +1.23% | $18.97 | Market | ret_pct | 6d 23h | 34 | 2.50% | 4.63% | Signal | 100% |
Showing 1–10 of 89 trades
Past performance does not guarantee future results. Hypothetical.