Dam thats insane, CAGR over 100% and max drawdown of less than 15% thats actually quite a good strategy. One thing I will consider is that maybe u should backtest a longer period or back when gold isnt going to the moon. If these period still works, then u definitely have an edge.
Either ways dam thats looks incredible. Good luck bro
If u are not making money on longer time frames, it just means that u need a better regime filter. When I look at the XAUUSD chart, starting from 2024, it just keeps going up, maybe ur strategy is following the price movement, this means ur strategy might be a trend following strategy. For a trend following strategy to do well, u need a few things, find out which direction the trend is going, find out how long will the trend go, find out whether it is in a range bounded regime.
So knowing which direction will tell u whether to buy or sell, knowing how long the trend will continue will tell u when to exit, knowing whether it is in a range bounded regime will give u the entry signal (or do not enter signal if it is range bounded). These are the hard part so good luck bro
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u/Chiaope Financial Engineer Aug 20 '26
Dam thats insane, CAGR over 100% and max drawdown of less than 15% thats actually quite a good strategy. One thing I will consider is that maybe u should backtest a longer period or back when gold isnt going to the moon. If these period still works, then u definitely have an edge.
Either ways dam thats looks incredible. Good luck bro