Receipts & Regimes

drawdown

10 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
What happens to gold/SPX rotation when BOTH assets fall together?
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
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

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