WE BUY GOLD
Today’s Change (Mar 5, 2026)
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About
A daily, gold‑centric strategy that mixes trend and “overbought/oversold” signals to switch among 2x long gold, 2x short gold, leveraged miners, or cash‑like T‑bills, with rare pivots to the U.S. dollar or value stocks when gold is choppy.
It rebalances daily and focuses on gold. It checks trend with moving averages (average price over time; e.g., 50 vs 200 days) and uses RSI, a 0–100 “heat” gauge (above ~70 = hot, below ~30 = cold). In uptrends it holds UGL (2x long gold); if gold gets too hot it briefly flips to GLL (2x inverse). It sometimes uses miners (NUGT bull; DUST/JDST bear). When signals are weak it parks in T‑bills (BIL/SHV) or, occasionally, UUP/SPYV/SVXY.
Out-of-sample, this gold‑centric strategy outperforms the S&P on risk-adjusted terms: Sharpe ~2.76 vs ~1.48, Calmar ~9.5, and ~150% annualized return vs ~31% for SPY, with very low beta (~0.06) but higher max drawdown (~16%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.34 | 0.07 | 0 | 0.04 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 388.26% | 13.7% | -0.15% | 0.4% | 0.83 | |
| 4,848.98% | 37.16% | 5.76% | 58.1% | 1.39 |
Initial Investment
$10,000.00
Final Value
$494,897.59Regulatory Fees
$668.26
Total Slippage
$3,823.59
Invest in this strategy
OOS Start Date
Apr 1, 2025
Trading Setting
Daily
Type
Stocks
Category
Gold-focused tactical, mean reversion + trend, leveraged etfs, daily rebalanced, commodity/miners exposure
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DUST
Direxion Daily Gold Miners Index Bear 2X Shares
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 Shares
Stocks
NUGT
Direxion Daily Gold Miners Index Bull 2X Shares
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPYV
State Street SPDR Portfolio S&P 500 Value ETF
Stocks