Z-Score Strategy on NVDA
2025-02-12 to 2026-02-12 · Initial Capital: $10,000 · Shared 2026-02-12
This Z-Score Strategy was backtested on NVDA from 2025-02-12 to 2026-02-12 with an initial capital of $10,000. It achieved a 18.1% compound annual growth rate (CAGR) with a Sharpe ratio of 17.02 and a maximum drawdown of 0.0%. The strategy executed 3 trades with a 100.0% win rate.
Performance Metrics
Strategy Parameters
| lookback_period | 20 |
| overbought_threshold | 2 |
| oversold_threshold | -2 |
| signal_shift | 1 |
| z_score_period | 14 |
| entry_mode | crossover |
| use_adaptive_thresholds | False |
| use_bollinger_z | False |
| volatility_lookback | 60 |
| volatility_scaling | False |
| trend_ma_period | 50 |
| use_trend_filter | False |
| use_volume_filter | False |
| volume_factor | 1.5 |
| rsi_period | 14 |
| rsi_threshold_high | 70 |
| rsi_threshold_low | 30 |
| use_rsi_confirmation | False |
| exit_mode | opposite |
| exit_threshold | 0 |
| max_holding_period | 10 |
| stop_loss_multiplier | 1.5 |
| use_stop_loss | False |
| use_trailing_exit | False |
Commentary
Short-term breakout strategy with strict entry rules and tight risk control.
Test This Strategy Yourself
Pre-loaded with these exact parameters. Modify the dates, capital, or ticker to compare your own results.
Backtest Z-Score Strategy on NVDARelated
Configuration
| Strategy | Z-Score Strategy |
| Ticker | NVDA |
| Period | 2025-02-12 to 2026-02-12 |
| Capital | $10,000 |
| Interval | 1d |