Gold: A strategy backtest
by Hari P Krishnan
With the recent focus on gold, we ran a strategy backtest on Allasso Copilot, proposing a low-cost, bull market continuation bet.
And here's what it came up with.
Standard disclaimers apply strongly to a backtest, with performance in blue. And it's instructive to see how a strategy with such low initial delta can capture so much upside. Even though the call skew is typically quite flat, it's structurally overpriced for a commodity with such a high stock-to-flow ratio.
As always, this isn't investment advice, but simply a demo of what Allasso Copilot can do.
