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Tag Archives: GLD
Gold rallied about 2% after the rate increase announcement yesterday. The financial media believes that this was a typical “buy the fact” reaction. They are wrong.
After reaching a high of 20.5% last July, the TLT ETF year-to-date return just turned negative yesterday. Investors in passive stock-bond portfolios have watched part of gains evaporating after July due to the rally in bond yields.
Gold prices retraced about 38% of their previous uptrend that started in December of last year and peaked during last July. One could say that gold prices found support at the 38.2% Fibonacci retracement level but that is more like … Continue reading
Last week there was an article in BlackRock blog about golden days for gold. Gold has fallen 4.2% since straight down. This adds to a long list of faded calls by the market.
Below are charts showing year-to-date performance and descriptive statistics (correlation, annualized standard deviation) for selected stock indexes and ETFs.
About a week ago I ran into a backtesting conundrum while analyzing a simple relative strength ETF rotation strategy. A call to quants to compare results received only one answer but the cooperation led to a solution and to a … Continue reading
Profit taking is a normal event in all markets and short-term corrections are frequent in both bull and bear markets. In the last four days, GLD lost 3.94% and SLV lost 5.33% but as the charts show, corrections of this … Continue reading
Although gold does not pay dividends, GLD has outperformed SPY by a wide margin since inception despite the fact that GLD has been on a downtrend while SPY has been on a sharp uptrend during the last two years. SPY and GLD … Continue reading