gold_seasonality_q4
Hess (2024) / Lucey-Tully (2006) AFE / Naylor-Wongchoti-Ith (2014) — Gold 9-10 月 monthly +1.5% average (1980-2020)、 Indian Diwali + 中国新年前需要
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
Hess (2024) / Lucey-Tully (2006) AFE / Naylor-Wongchoti-Ith (2014) — Gold 9-10 月 monthly +1.5% average (1980-2020)、 Indian Diwali + 中国新年前需要
Supported Markets
Commodity
State Transition History
No state changes recorded yet