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NVDL GraniteShares 2x Long NVDA Daily ETF

ETF

36.86

Close 10/9

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Price and fund-flow snapshot

As of 2026-10-09

Momentum: Good; Risk / liquidity: Weak.

Momentum Good 60-day return is Top; 240-day return is Good.
60-day return (%) 15.95 92th percentile Top
240-day return (%) 8.03 53th percentile Good
Risk / liquidity Weak 20-day dollar volume is Good, but 60-day annualized volatility is Lagging.
60-day annualized volatility (%) 72.46 89th percentile Lagging
Distance from peak (%) -23.03 24th percentile Average
20-day dollar volume 359,472,754 66th percentile Good

GraniteShares 2x Long NVDA Daily ETF (NVDL) today

2 quant signals active · As of 2026-10-09

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

GraniteShares 2x Long NVDA Daily ETF (NVDL) peers and tracking

Watchlist

This page refreshes daily after the close. Add GraniteShares 2x Long NVDA Daily ETF to your watchlist to track signal changes on your next visit.

GraniteShares 2x Long NVDA Daily ETF (NVDL) quant signal backtests

Signals active now

Each active condition is tested against this ETF’s own history and benchmarked versus the S&P 500.

20% below its peak

Active · now -23.03%

Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.

17 historical occurrences (since 2022-12-22)
Average forward return after 20% below its peak。20-day: Win 50%, Sample 16, Median +1.42%, Excess +4.61%, Beat mkt rate 62.5%；60-day: Win 62.5%, Sample 16, Median +14.64%, Excess +14.76%, Beat mkt rate 62.5%；120-day: Win 66.7%, Sample 15, Median +15.4%, Excess +56.04%, Beat mkt rate 53.3%

120 days after: historical avg +65.33%

20-day +5.07%
60-day +17.8%
120-day +65.33%
20-day
60-day
120-day
Win
50%
62.5%
66.7%
Sample
16
16
15
Median
+1.42%
+14.64%
+15.4%
Excess
+4.61%
+14.76%
+56.04%
Beat mkt rate
62.5%
62.5%
53.3%

Over 15 occurrences, 120-day forward avg gained 65.33%, beat the market by 56.04 pts; win rate 66.7%.

Top-quintile 6-month momentum

Active · now 83.66%

The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.

8 historical occurrences (since 2023-06-15)
Average forward return after Top-quintile 6-month momentum。20-day: Win 71.4%, Sample 7, Median +2.52%, Excess +1.97%, Beat mkt rate 71.4%；60-day: Win 50%, Sample 6, Median -4.14%, Excess -5.43%, Beat mkt rate 50%；120-day: Win 40%, Sample 5, Median -3.96%, Excess -11.46%, Beat mkt rate 20%

120 days after: historical avg -7.58%

20-day +3.98%
60-day -3.39%
120-day -7.58%
20-day
60-day
120-day
Win
71.4%
50%
40%
Sample
7
6
5
Median
+2.52%
-4.14%
-3.96%
Excess
+1.97%
-5.43%
-11.46%
Beat mkt rate
71.4%
50%
20%

Over 5 occurrences, 120-day forward avg declined 7.58%, lagged the market by 11.46 pts; win rate 40%.

More history: Holding-period returns in its own history, Signals not active now

Holding-period returns in its own history

Since 2022-12-13, 91.9% of 707 one-year holding periods ended with a gain; the median one-year return was +86.2%. Over three-year holding periods, 100.0% of 203 ended with a gain (median +1033.4%).

A holding period starts on every trading day, so periods overlap; they describe the historical distribution rather than independent outcomes.

Signals not active now

Inactive signals still show this ETF’s historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

6 times historically; 60-day forward avg +39.05%, win rate 66.7%, beating the market by +33.55 pts on average.

Back above the 200-day average

Pending

Adjusted close crosses from below to above its 200-day moving average; repeated crosses within 20 days count once.

9 times historically; 60-day forward avg +7.26%, win rate 71.4%, beating the market by +2.53 pts on average.

Continue researching GraniteShares 2x Long NVDA Daily ETF with the evidence above.

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Method and limits

  • Returns use us_fund_price:adj_close (finlab data.set_market('us_fund')), adjusted for splits and for distributions where the data includes them.
  • Excess returns use world_index:^GSPC, the S&P 500 price index without dividends, as the benchmark.
  • Percentiles and the 6-month momentum signal compare against the most liquid US-listed ETFs by 20-day dollar volume; mutual funds are excluded.
  • Category labels come from the fund data where it provides one (bond, income, crypto) and from the fund name for leveraged, inverse and commodity ETFs.
  • Overlapping event windows are descriptive distributions, not independent samples.
  • This ETF seeks a multiple of its index’s daily return, or the inverse of it, and resets that exposure every day. Over periods longer than a day its return compounds the daily moves and can differ substantially from that multiple of the index’s return, more so when the index is volatile.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.