Gold Weekly Mean Reversion (GLD) (#34)

The strategy uses price action and an external asset as parameters.

The strategy was our monthly edge for September 2026.

Statistics and figures (GLD) - including commissions and slippage of 0.03% per trade:

• No. of trades: 151
• Average unleveraged gain per trade: 0.56%
• Win ratio: 68%
• Profit factor: 2.6
• Annual returns (CAGR): 4% (assuming no leverage)
• Exposure/time in the market: 13%
• Risk-adjusted return: 28%
• Max. drawdown: 10%