Gold and Silver 1D Mean Reversion
Backtest results
Metrics
1Y · since Oct 2025Gold and Silver 1D Mean Reversion | |
|---|---|
| Total Return | +33.58% |
| CAGR | +33.89% |
| Sharpe | 1.12 |
| Calmar | 1.23 |
| Max DD | -27.45% |
| Volatility | 30.22% |
| Win Rate | 53.4% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A cautious, mean-reversion strategy mainly holds gold and silver ETFs - gold (GLD, IAU, SGOL) and silver (SLV, SIVR) - when their prices are above short-term averages or recent returns are moderate. It switches to risk-off bonds (SHY) or leveraged gold/silver plays (JNUG, UGL, NUGT, AGQ) when UVXY's RSI signals market stress or when gold or silver have fallen sharply, protecting the portfolio from large drawdowns.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Gold and Silver 1D Mean Reversion?
A cautious, mean-reversion strategy mainly holds gold and silver ETFs - gold (GLD, IAU, SGOL) and silver (SLV, SIVR) - when their prices are above short-term averages or recent returns are moderate. It switches to risk-off bonds (SHY) or leveraged gold/silver plays (JNUG, UGL, NUGT, AGQ) when UVXY's RSI signals market stress or when gold or silver have fallen sharply, protecting the portfolio from large drawdowns.
What is Gold and Silver 1D Mean Reversion holding today?
As of Oct 30, 2026, Gold and Silver 1D Mean Reversion allocates to SLV 33.3%, SIVR 16.8%, JNUG 16.7%, NUGT 16.7%, UGL 16.7%.
How has Gold and Silver 1D Mean Reversion performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Gold and Silver 1D Mean Reversion returned +33.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Gold and Silver 1D Mean Reversion?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Gold and Silver 1D Mean Reversion in a hypothetical backtest was -27.4%.
How do I use Gold and Silver 1D Mean Reversion?
Open Gold and Silver 1D Mean Reversion 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.