Receipts & Regimes

backtest

16 items with this tag.

Oct 12, 2026
Gold/SPX relative-strength switching beats both assets on CAGR and max drawdown (1977–2026)
Oct 12, 2026
Gold/SPX ratio-SMA rotation beats both buy-and-holds (1985–2020, CAGR 9.9% / max DD 22%)
Oct 12, 2026
Gold/SPX switching system was positive through dot-com and subprime crises
Oct 12, 2026
How much of the rotation edge is just the dividend exclusion?
Oct 12, 2026
Co-Rally Tax — does one-of-two rotation give up the first leg of regime shifts?
Oct 12, 2026
Filtered-Levered Gold vs Gold Buy-and-Hold (the option-shape test)
Oct 12, 2026
Gold/SPX Ratio-Momentum Rotation Replication (QuantifiedStrategies)
Oct 12, 2026
Gold/SPX Switching Replication
Oct 08, 2026
Gold 1-year trend filter cuts drawdown but underperforms gold buy-and-hold
Oct 08, 2026
SPX-months and gold-months contributed roughly equally to rotation strategy returns
Oct 08, 2026
Rotation strategy trailed SPX until the GFC, then took off (new portfolio high while SPX made new low, Mar 2009)
Oct 08, 2026
Gold & SPX Ratio-Momentum Rotation (QuantifiedStrategies)
Oct 08, 2026
Gold & SPX Switching Strategy
Oct 08, 2026
QuantifiedStrategies
- firm
- backtest
Oct 08, 2026
Returnstream
- firm
- backtest
Oct 08, 2026
Does the gold-trend-filter-underperforms-B&H result survive past 2023?

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