https://www.irs.gov/individuals/international-taxpayers/the-taxation-of-capital-gains-of-nonresident...

Conclusion

Nonresident alien students and scholars and alien employees of foreign governments and international organizations who, at the time of their arrival in the United States, intend to reside in the United States for longer than 1 year are subject to the 30 percent taxation on their capital gains during any tax year (usually calendar year) in which they are present in the United States for 183 days or more, unless a tax treaty provides for a lesser rate of taxation.

This assumes that such capital gains are not effectively connected with the conduct of a United States trade or business.

These capital gains would be reported on Schedule NEC, Tax on Income Not Effectively Connected with a U.S. Trade or Business PDF of Form 1040NR and would not be reported on a Schedule D because they are being taxed at a flat rate of 30 percent or at a reduced flat rate under a tax treaty..

https://www.irs.gov/individuals/international-taxpayers/effectively-connected-income-eci

NOTE: If your only U.S. business activity is trading in stocks, securities, or commodities (including hedging transactions) through a U.S. resident broker or other agent, you are NOT engaged in a trade or business in the United States.

https://www.irs.gov/publications/p519#en_US_2021_publink1000222313

Trading in stocks, securities, and commodities.

If your only U.S. business activity is trading in stocks, securities, or commodities (including hedging transactions) through a U.S. resident broker or other agent, you are not engaged in a trade or business in the United States. 

Trading for a nonresident alien's own account.

You are not engaged in a trade or business in the United States if trading for your own account in stocks, securities, or commodities is your only U.S. business activity. This applies even if the trading takes place while you are present in the United States or is done by your employee or your broker or other agent.