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8 items with this tag.
Oct 12, 2026
Gold/SPX relative-strength switching beats both assets on CAGR and max drawdown (1977–2026)
momentum
commodities
equities
backtest
drawdown
claim
Oct 12, 2026
Gold/SPX ratio-SMA rotation beats both buy-and-holds (1985–2020, CAGR 9.9% / max DD 22%)
momentum
commodities
equities
backtest
drawdown
claim
Oct 12, 2026
Gold/SPX switching system was positive through dot-com and subprime crises
momentum
commodities
equities
drawdown
backtest
claim
Oct 08, 2026
Gold behaves like a call option; a momentum filter plus leverage makes the bleed tolerable
momentum
trend-following
commodities
options
position-sizing
leverage
claim
Oct 08, 2026
Gold 1-year trend filter cuts drawdown but underperforms gold buy-and-hold
trend-following
commodities
backtest
drawdown
claim
Oct 08, 2026
SPX-months and gold-months contributed roughly equally to rotation strategy returns
momentum
commodities
equities
backtest
correlation
claim
Oct 08, 2026
Rotation strategy trailed SPX until the GFC, then took off (new portfolio high while SPX made new low, Mar 2009)
momentum
commodities
equities
backtest
drawdown
risk
claim
Oct 08, 2026
At the onset of capital rotation events gold and SPX rise together
correlation
momentum
equities
commodities
history
claim