gold_real_yield

Erb-Harvey (2013) FAJ — Gold は実質金利 (10y TIPS yield) inverse hedge、 1997-2020 で persistent -0.85 相関

Rolling Sharpe

—

90-day rolling window

Drawdown

—

peak-to-trough

Win Rate

—

0 fires · weight 0.00×

Current Status

State

Ensemble Weight—

Fires (90d)0

Last fired—

Methodology

Erb-Harvey (2013) FAJ — Gold は実質金利 (10y TIPS yield) inverse hedge、 1997-2020 で persistent -0.85 相関

Supported Markets

Commodity

State Transition History

No state changes recorded yet