Canonical tearsheet
NVDA Volatility-Targeted Trend
NVDA · 1d · 39 trades
In-sample Sharpe
0.48
Out-of-sample Sharpe
3.06
Your Executable Strategy Deliverables
Export to TradingView PineScript v5, Python Bot, or Live Cloud Webhook
Every strategy you build or clone compiles immediately into ready-to-paste TradingView PineScript v5 code, a standalone Python execution bot (`ccxt`), or a 24/7 cloud webhook protected by the Prop-Firm Risk Guardian.
// Paste directly into TradingView -> Pine Editor -> "Add to chart" (NVDA · 1d)
// This Pine Script™ v5 strategy was auto-generated by Traderry.com Quant Foundry
// Strategy: NVDA Volatility-Targeted Trend
// Instrument: NVDA · Timeframe: 1d · Direction: long_short
// Canonical Verification Hash: ad86fa1b829f1f4d085fac5d2224c1dc99adeaaefcf709a25845da62e8812f31
//@version=5
strategy("NVDA Volatility-Targeted Trend [Traderry]", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=35, commission_type=strategy.commission.percent, commission_value=0.05)
// --- 1. Risk & Execution Inputs ---
stopAtrMult = input.float(2.8, "Stop-Loss ATR Multiplier", minval=0.25, maxval=10.0, step=0.1)
targetAtrMult = input.float(4.5, "Take-Profit ATR Multiplier", minval=0.25, maxval=20.0, step=0.1)
cooldownBars = input.int(1, "Cooldown Bars After Exit", minval=0, maxval=50)
// --- 2. Strictly Causal Indicator Engine ---
rsi_14 = ta.rsi(close, 14)
ema_21 = ta.ema(close, 21)
atr_14 = ta.atr(14)
// --- 3. Signal Conditions (Evaluated on Bar Close) ---
longEntryCond = (rsi_14 < 50)
longExitCond = (rsi_14 > 56)
shortEntryCond = (rsi_14 > 56)
shortExitCond = (rsi_14 < 50)
var int lastExitBar = -999
canEnter = (bar_index - lastExitBar) >= cooldownBars and strategy.position_size == 0
// --- 4. Execution & ATR Volatility Stops ---
if canEnter and longEntryCond
stopPrice = close - (atr_14 * stopAtrMult)
targetPrice = close + (atr_14 * targetAtrMult)
strategy.entry("Long", strategy.long, alert_message='{"strategy_hash":"ad86fa1b829f1f4d","symbol":"NVDA","side":"LONG","timeframe":"1d"}')
strategy.exit("Long SL/TP", from_entry="Long", stop=stopPrice, limit=targetPrice)
if canEnter and shortEntryCond
stopPrice = close + (atr_14 * stopAtrMult)
targetPrice = close - (atr_14 * targetAtrMult)
strategy.entry("Short", strategy.short, alert_message='{"strategy_hash":"ad86fa1b829f1f4d","symbol":"NVDA","side":"SHORT","timeframe":"1d"}')
strategy.exit("Short SL/TP", from_entry="Short", stop=stopPrice, limit=targetPrice)
if strategy.position_size > 0 and longExitCond
strategy.close("Long", comment="Signal Exit")
lastExitBar := bar_index
if strategy.position_size < 0 and shortExitCond
strategy.close("Short", comment="Signal Exit")
lastExitBar := bar_index
| Metric | In-sample 75% | Out-of-sample 25% | Delta |
|---|---|---|---|
| Net return | +12.41% | +25.46% | +13.05% |
| CAGR | +8.18% | +57.97% | +49.79% |
| Sharpe | 0.483 | 3.064 | 2.581 |
| Sortino | 0.685 | 5.449 | 4.764 |
| Calmar | 0.278 | 9.305 | 9.027 |
| Max drawdown | -29.42% | -6.23% | +23.19% |
| Win rate | +65.38% | +92.31% | +26.92% |
| Profit factor | 1.288 | 6.190 | 4.901 |
| Trades | 26 | 13 | -13 |
| Avg trade | +0.52% | +1.89% | +1.36% |
| Exposure | +80.80% | +73.60% | -7.20% |
Normalized equity ($10,000 base)
Real mark-to-market strategy equity versus buy-and-hold benchmark.
250 pts · 75/25 IS/OOS
Monte Carlo fan
p5 / p50 / p95 terminal paths. Historical resampling, not a forecast.
1,000 paths
p95 max DD
-5.70%
Prop-Firm Pass Probability
Ruin risk 93.60%
- p5
- -14.0%
- p50
- +23.9%
- p95
- +71.7%
Regime
Bull Trend
+20.40%
- Sharpe
- 2.96
- Win rate
- +75.0%
- Bar share
- +21.4%
Regime
Bear Market
-7.61%
- Sharpe
- -1.14
- Win rate
- +100.0%
- Bar share
- +20.4%
Regime
Macro Volatility
+9.85%
- Sharpe
- 0.65
- Win rate
- +78.6%
- Bar share
- +28.2%
Regime
Range / Chop
+15.50%
- Sharpe
- 1.83
- Win rate
- +54.5%
- Bar share
- +30.0%
Rules in plain structure
ad86fa1b829f1f4d085fac5d2224c1dc99adeaaefcf709a25845da62e8812f31
Mathematical critique
Traderry Quant Audit Engine
VERIFIED structure with disciplined Out-of-Sample Validation.
Statistical weaknesses
- None material under current sample
Regime vulnerabilities
- HIGH_VOL_MACRO whipsaw
- BEAR_DRAWDOWN drift
Parameter notes
- Tighten stop_loss_atr_mult by 0.25
- Increase cooldown_bars by 1