Gold 1D MR
Backtest results
Metrics
1Y · since Oct 2025Gold 1D MR | |
|---|---|
| Total Return | +17.43% |
| CAGR | +17.58% |
| Sharpe | 0.72 |
| Calmar | 0.59 |
| Max DD | -29.83% |
| Volatility | 28.01% |
| Win Rate | 54.6% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and cautious, the strategy mainly holds gold (GLD, IAU, SGOL) when the VIX proxy UVXY is neither overbought nor oversold and gold's price stays above its short-term average. It switches to short-term Treasury bonds (SHY) when UVXY signals volatility or when gold's recent return is weak, and it shifts to leveraged gold miners (JNUG, UGL, NUGT) or inverse gold (DUST, DZZ, GLL) when gold's one-day return is extreme, protecting itself from sharp swings.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Gold 1D MR?
Dynamic and cautious, the strategy mainly holds gold (GLD, IAU, SGOL) when the VIX proxy UVXY is neither overbought nor oversold and gold's price stays above its short-term average. It switches to short-term Treasury bonds (SHY) when UVXY signals volatility or when gold's recent return is weak, and it shifts to leveraged gold miners (JNUG, UGL, NUGT) or inverse gold (DUST, DZZ, GLL) when gold's one-day return is extreme, protecting itself from sharp swings.
What is Gold 1D MR holding today?
As of Oct 30, 2026, Gold 1D MR allocates to JNUG 33.3%, NUGT 33.3%, UGL 33.3%.
How has Gold 1D MR performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Gold 1D MR returned +17.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Gold 1D MR?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Gold 1D MR in a hypothetical backtest was -29.8%.
How do I use Gold 1D MR?
Open Gold 1D MR in Quantly to rerun the backtest, adjust the rules, and paper trade it. You can also connect a supported brokerage to trade your version live.
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.