Nvidia ROC Momentum Surge
MomentumBuys a 3% rate-of-change surge over 20 bars and exits when momentum turns negative.
What this strategy does
Nvidia ROC Momentum Surge is a momentum strategy that trades NVDA on 1-hour bars. Buys a 3% rate-of-change surge over 20 bars and exits when momentum turns negative.
How it performed
Backtested on real NVDA market data from 2023-07-01 to 2026-06-30 (3.0 years), this run returned +208.6%, or +45.6% annualized. It closed 89 trades with a 49% win rate. Risk-adjusted, that is a Sharpe ratio of 1.67, a Sortino ratio of 2.48 and a maximum drawdown of 18.0%.
| Symbol | NVDA |
|---|---|
| Bar size | 1-hour |
| Strategy type | Momentum |
| Backtest period | 2023-07-01 → 2026-06-30 |
| Total return | +208.6% |
| Annualized return | +45.6% |
| Sharpe ratio | 1.67 |
| Sortino ratio | 2.48 |
| Max drawdown | 18.0% |
| Win rate | 49% |
| Closed trades | 89 |
Evidence
Full backtest
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Strategy rules & configuration
Past performance does not guarantee future results. Hypothetical.