A Simple Gold Study
Gold futures have been up on a year-to-year basis, every year since 2005. With a z score of 4.24, An annual return of about 12%, A max drawdown of roughly 30%, –h
Gold futures have been up on a year-to-year basis, every year since 2005. With a z score of 4.24, An annual return of about 12%, A max drawdown of roughly 30%, –h
Odds of being rangebound: Bund: 61% rangebound Stoxx: 66% rangebound Bonds: 70% rangebound SP: 56% rangebound Gold: 64% rangebound High intraday odds of trending and/or big moves in all of the above markets. –h