Commodity systems
IV · Commodity systems Researched

Gold directional overlay

A directional overlay tested on gold around a directional-change signal.

In plain terms

A directional overlay on gold built around a directional-change signal, tested as an add-on rather than a standalone book.

How it works

A directional-change indicator flags regime shifts and a spare overlay leans with them; kept deliberately simple to limit overfitting.

What it’s tested against

Out-of-sample with stressed costs; judged on whether it adds anything beyond simply holding gold.

Data

Gold price history.

Researched — an overlay examined on its own merits.

All strategy families

Research record only. Strategy logic stays private; what is shown can be reconstructed from a versioned notebook and a dated data snapshot. Not investment advice.