IOO + GOLD 50/50 & Trend Shield
Compare a 50/50 portfolio rebalanced outside a 45–55% band, IOO trend with Gold held, and independent IOO and Gold trend sleeves. Both trend sleeves support pure 200-SMA exits or one 50% trim on a downward price crossing of the 50-day SMA.
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Gold price, moving averages & executions
Three-strategy equity comparison
Same dates and $100,000 starting capital. Uses the selected signal and exit rules. The timeframe navigator updates all three charts and the table.
All 18 strategy combinations
USD, same selected dates. Pure asset profit includes trading gains and unrealized holdings, with cash yielding 0%. Including offset compounds idle cash at an assumed 6% effective annual rate, then reinvests it. Offset interest is the cash interest credited; the difference between total profits also includes subsequent investment gains or losses on that interest. Baseline ignores signal and exit settings, so its six rows are identical.
| Strategy | Signal execution | Exit | CAGR excl. offset | CAGR incl. offset | Max DD excl. offset | Max DD incl. offset | Pure asset profit | Profit incl. offset | Offset interest |
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| Trade # | Date | Asset | Side | Price (USD) | Units | Value (USD) | Realized / interest profit (USD) | Reason |
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How these results are calculated
Trading and valuation use sessions with observed closes for both assets; each SMA is calculated on its own asset’s history. Each selected window starts with $100,000 at its first close. Earlier history warms the moving averages and confirmation count, but earns no return in the selected window. Fills use the signal session’s observed close: an idealized close-execution assumption, excluding fees, slippage, dividends, futures roll costs and FX conversion.
Filtered entry requires two consecutive closes above SMA +1.5%; hysteresis enters after one close above +1.5% and exits at or below −2%; raw enters above the SMA and exits at or below it. A 200-SMA exit takes priority over a 50-SMA trim on the same day. Each trend sleeve reinvests its own cash independently.
CAGR = (ending value / $100,000) raised to 365.25 / elapsed calendar days, minus one. Maximum drawdown is the worst daily close equity decline from its running peak, including starting capital. Both are calculated separately with and without offset; one-date windows have no CAGR. Offset is a modeled return assumption, not a guaranteed investment yield.
Strategy Title
Strategy overview and core quantitative methodology.
Investment Philosophy & Execution Rules
Detailed description of this strategy.
Strategy Profile
Multi-Diagram Visualizers
Interactive visualizers are currently live for Hong Kong A/H Valuation Timing, Nasdaq-100 SMA Trend, and Bitcoin SMA Band. Visualizers for remaining strategies are in active development.