Gold Weekly Momentum Strategy (GLD) (#62)

The strategy utilizes weekly bars and operates exclusively from the long side.

The strategy was our monthly trading edge for October 2025.

Performance metrics (GLD – slippage and commission of 0.03% per trade is included):

• No. of trades: 144
• Average unleveraged gain per trade: 1%
• Win ratio: 80%
• Profit factor: 2.3
• CAGR: 6.9%
• Exposure/time in the market: 35%
• Risk-adjusted return: 20% (CAGR divided by time spent in the market (0.35))
• Max. drawdown: -24%

You’ll get the full trading rules – ready to test and validate.
Some example code for popular platforms is included. Want it? Just ask.