Strategy studies
Nvidia (NVDA) 20-Day Breakout Backtest: 5.2% Out-of-Sample Return vs. 112.6% Buy-and-Hold
The rule returned 284.7% in sample on four trades, but 5.2% out of sample on three trades, versus 112.6% for buy-and-hold; maximum drawdown widened to 21.2%.
AiSiWhale・Published
A historical backtest of Nvidia (NVDA) using a 20-day range-breakout rule produced a 284.7% cumulative return in sample on four trades. From April 16, 2025, to October 21, 2026, the out-of-sample period produced three trades and a 5.2% cumulative return, versus 112.6% for buy-and-hold, with a maximum drawdown of -21.2%. These results record performance over specific historical periods and do not establish the strategy's robustness.