Go for Gold
Today’s Change (Aug 23, 2026)
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About
Daily, gold‑centric strategy that uses trend and “overbought/oversold” signals to switch among long gold, short gold, miners, or cash‑like funds. It sometimes tilts to USD, stocks, or volatility in extremes. Heavy use of leveraged ETFs → high risk.
A gold‑focused, daily strategy. It checks trend (price vs its 50–200 day averages) and “stretch” using RSI, a 0–100 heat meter: high=overbought, low=oversold. In uptrends it rides gold (GLD or 2x UGL); when too hot it may short (GLL) or miners (JDST/DUST). In weak trends it parks in cash‑like Treasuries (BIL/SHV/SHY) or the US dollar (UUP). Small slices trade miners (GDX/NUGT) and, during extremes, stocks (SPY/SPYV) or VIX funds (SVXY/UVXY). Caution: leveraged/inverse funds are very volatile.
Out-of-sample edge: ~39.5% annualized return with 1.37 Sharpe vs the S&P’s ~23.7% return and ~1.30 Sharpe. Calmar ~1.49. A gold-centric trend/mean-reversion strategy offering stronger risk-adjusted upside and diversification; note higher drawdowns (~26%).
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Invest in this strategy
OOS Start Date
Mar 25, 2025
Trading Setting
Daily
Type
Stocks
Category
Gold, precious metals, trend following, mean reversion, leveraged etfs, inverse etfs, gold miners, tactical, daily rebalanced, volatility etps
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DUST
Direxion Daily Gold Miners Index Bear 2X ETF
Stocks
GDX
VanEck Gold Miners ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GLL
ProShares UltraShort Gold
Stocks
JDST
Direxion Daily Junior Gold Miners Index Bear 2X ETF
Stocks
NUGT
Direxion Daily Gold Miners Index Bull 2X ETF
Stocks
PALL
abrdn Physical Palladium Shares ETF
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks