gold_safe_haven_rotation
Baur & Lucey (2010) Financial Review — Gold safe-haven asymmetric β: 株式急落時に negative correlation 発動
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
Baur & Lucey (2010) Financial Review — Gold safe-haven asymmetric β: 株式急落時に negative correlation 発動
Supported Markets
CommodityUS Stock
State Transition History
No state changes recorded yet