Wiki Index
Catalog of every page in the trading brain. Read this first to find relevant pages for any query. Last updated: 2026-10-12 | Total pages: 27 | PUBLIC — research record for @receiptsandregimes; page slugs are citation keys, never rename cited ones.
Claims
- gold-spx-switching-outperforms-both-assets — vendor backtest: switching system 12.7% CAGR / 31% max DD vs SPX 9.0%/53%, gold 7.5%/62% (1977–2026). untested.
- gold-trend-filter-underperforms-bnh — gold 1-yr trend filter cuts DD but loses to gold buy-and-hold long-run. untested.
- qs-rotation-asset-contributions-equal — SPX-months and gold-months each contributed ~half of rotation strategy returns (1986–2020). untested.
- qs-rotation-beats-both-buyhold — ratio-vs-20mo-SMA rotation: 9.9% CAGR / 22% max DD vs SPX 55% DD (1985–2020, dividends excluded). untested.
- qs-rotation-gfc-divergence — rotation trailed SPX until GFC; new portfolio high while SPX new low Mar-2009. untested.
- switching-positive-in-dotcom-subprime — switching system +7.2% dot-com, +5.2% subprime windows. untested.
- gold-call-option-filtered-levered — frank: gold = call option; momentum filter + leverage makes the bleed tolerable. untested.
- rotation-onset-co-rally — frank: at rotation onsets gold AND SPX rise together (2000s, 1968 peg break). untested.
Concepts
- dual-momentum — the frame: relative + absolute momentum; both seed systems are degenerate cases of it (keystone of the round).
- gold-as-call-option — convexity heuristic; bleed-in-chop, pays in regime breaks; contested momentum-vs-contrarian entry.
- gold-spx-rs-ratio-rotation — fully-disclosed QuantifiedStrategies rotation: SPX/gold ratio vs 20-mo SMA, always in one asset, no cash leg.
- gold-spx-switching-strategy — gold/SPX relative-strength rotation with T-bill cash filter; rules paywalled at Returnstream.
Entities
- frank — this brain’s owner and a source in his own right (origin: frank heuristics, untested until re-researched).
- gary-antonacci — Dual Momentum Investing; open rules, self-published numbers; our cash-leg question is his claim on our pair.
- jay-kaeppel — Sentimentrader; gold convexity rhetoric similar to Frank’s, but contrarian/cheap entry — live contradiction filed.
- lbma-gold-price — the gold-fix dataset itself: official feeds all dead, mirrors frozen 2026-02; canonical record of our composite gold leg (frozen fix history + GLD/GC=F live extension).
- quantified-strategies — strategy blog (Oddmund Groette); free rule descriptions + curves, code membership-only; price-only SPX data, no costs stated.
- returnstream — strategy-marketing site selling rule-sets + backtest spreadsheets; treat numbers as vendor claims.
Studies
- gold-spx-ratio-rotation-replication — proposed: replicate disclosed ratio-SMA rule; dividend, cost, SMA-length sensitivity.
- gold-spx-switching-replication — proposed: grid plausible rule variants, test vendor stats + parameter sensitivity (1977+, monthly).
- filtered-levered-gold-vs-bnh — proposed: trend-filtered gold at 1–3x with stated financing; worst-rolling-5yr is the kill stat.
- co-rally-tax — proposed: pre-registered onset screen; what one-of-two rotation gives up when both assets bid at regime shifts.
Questions
Live backlog: what we wonder next. Priority-ordered; each has a first cheap check.
- does-the-cash-leg-earn-its-keep — P1: does Returnstream’s T-bill escape hatch beat QS’s always-in-market skeleton? The sources’ core disagreement.
- both-assets-down-regimes — P1: what do both rotations do when gold AND SPX fall together (2008 wk, 2020, 2013)? All DD claims assume they alternate.
- dividend-exclusion-edge-hole — P2: how much of the 9.9% rotation edge is the price-index dividend exclusion?
- gold-trend-filter-post-2023 — P2: did gold’s 2024–26 rally already falsify the vendor’s trend-filter-underperforms chart? Generalize cross-asset.
- dual-momentum-on-gold-spx — P1: proper dual momentum (per-asset absolute filters) on our pair — does hold-both beat one-of-two?