SPDR Gold Shares ETF (GLD) Daily/Weekly Backtest Results

Signal:                  
                  [ What are these? | Switch to GLD's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Threshold:           [ What are these scores? ]
Expectancy: 6.80%.   Win rate: 80.0%.   Sharpe Ratio: -10.88.   Maximum drawdown: -18.36% on 03 November 2022.
Mean CAGR: 33.67%. Time in market: 6637 days.   Hypothetical return: $1000 would be worth $1005.70 on 16 March 2023.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for Gold

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 30 signal(s) occurring before 25 December 2023 for a 7.5% profit target: (80.0% * 8.08%) + (20.0% * 1.68%) - (0% * 0%) = 6.80%.
Wins: 24 Breakevens: 6 Losses: 0

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

 

Double Seven Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Double Seven entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
29 December 2025   cards_starLOW     Double Seven $ 401.13 schedule schedule schedule schedule schedule
25 November 2025   cards_starLOW     Double Seven $ 380.17 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
23 October 2025   cards_starMEDIUM     Double Seven $ 380.12 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
22 October 2025   cards_starLOW     Double Seven $ 375.02 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
12 September 2025   cards_starLOW     Double Seven $ 335.65 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
11 August 2025   cards_starLOW     Double Seven $ 308.58 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
08 July 2025   cards_starLOW     Double Seven $ 305.23 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
06 June 2025   cards_starLOW     Double Seven $ 307.14 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
05 May 2025   cards_starLOW     Double Seven $ 306.40 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
01 April 2025   cards_starLOW     Double Seven $ 288.06 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
28 February 2025   cards_starLOW     Double Seven $ 262.91 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
27 February 2025   cards_starLOW     Double Seven $ 265.71 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
17 January 2025   cards_starLOW     Double Seven $ 249.48 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
16 December 2024   cards_starLOW     Double Seven $ 245.14 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
12 November 2024   cards_starLOW     Double Seven $ 240.67 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
09 October 2024   cards_starLOW     Double Seven $ 241.10 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
06 September 2024   cards_starMEDIUM     Double Seven $ 231.23 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
04 September 2024   cards_starLOW     Double Seven $ 230.11 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
05 August 2024   cards_starLOW     Double Seven $ 221.52 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
02 August 2024   cards_starLOW     Double Seven $ 226.64 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
02 July 2024   cards_starLOW     Double Seven $ 215.44 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
01 July 2024   cards_starLOW     Double Seven $ 215.41 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
29 May 2024   cards_starLOW     Double Seven $ 216.54 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
28 May 2024   cards_starLOW     Double Seven $ 218.31 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
25 April 2024   cards_starLOW     Double Seven $ 215.20 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
23 April 2024   cards_starLOW     Double Seven $ 214.50 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
25 March 2024   cards_starLOW     Double Seven $ 201.09 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
18 March 2024   cards_starLOW     Double Seven $ 199.84 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
20 February 2024   cards_starMEDIUM     Double Seven $ 187.72 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
13 February 2024   cards_starLOW     Double Seven $ 184.94 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
16 January 2024   cards_starLOW     Double Seven $ 188.53 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
12 January 2024   cards_starLOW     Double Seven $ 190.19 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
12 December 2023   cards_starMEDIUM     Double Seven $ 183.67 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
11 December 2023   cards_starLOW     Double Seven $ 184.04 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
08 November 2023   cards_starLOW     Double Seven $ 181.39 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
07 November 2023   cards_starLOW     Double Seven $ 182.42 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
15 September 2023   cards_starLOW     Double Seven $ 178.44 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
29 August 2023   cards_starLOW     Double Seven $ 178.95 select_check_box select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt
14 August 2023   cards_starLOW     Double Seven $ 176.96 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box electric_bolt
28 July 2023   cards_starLOW     Double Seven $ 181.67 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
11 July 2023   cards_starLOW     Double Seven $ 179.44 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
26 June 2023   cards_starLOW     Double Seven $ 178.78 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
09 June 2023   cards_starLOW     Double Seven $ 182.20 select_check_box select_check_box select_check_box select_check_box select_check_box
23 May 2023   cards_starLOW     Double Seven $ 183.10 select_check_box select_check_box select_check_box select_check_box select_check_box
08 May 2023   cards_starLOW     Double Seven $ 187.76 select_check_box select_check_box select_check_box select_check_box select_check_box
20 April 2023   cards_starLOW     Double Seven $ 186.12 select_check_box select_check_box select_check_box select_check_box select_check_box
04 April 2023   cards_starLOW     Double Seven $ 186.35 select_check_box select_check_box select_check_box select_check_box select_check_box
10 March 2023   cards_starLOW     Double Seven $ 172.90 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
03 March 2023   cards_starLOW     Double Seven $ 171.97 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
06 February 2023   cards_starLOW     Double Seven $ 173.96 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
30 January 2023   cards_starLOW     Double Seven $ 179.02 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
23 May 2022   cards_starLOW     Double Seven $ 172.98 select_check_box select_check_box select_check_box select_check_box select_check_box
20 May 2022   cards_starLOW     Double Seven $ 171.87 select_check_box select_check_box select_check_box select_check_box select_check_box
19 April 2022   cards_starLOW     Double Seven $ 182.50 select_check_box select_check_box select_check_box select_check_box select_check_box
18 April 2022   cards_starLOW     Double Seven $ 185.28 select_check_box select_check_box select_check_box select_check_box select_check_box
16 March 2022   cards_starLOW     Double Seven $ 179.57 select_check_box select_check_box select_check_box select_check_box select_check_box
15 March 2022   cards_starLOW     Double Seven $ 179.00 select_check_box select_check_box select_check_box select_check_box select_check_box
28 January 2022   LOW     Double Seven $ 166.83 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
27 December 2021   LOW     Double Seven $ 169.16 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
22 November 2021   LOW     Double Seven $ 169.32 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
07 July 2021   LOW     Double Seven $ 168.74 select_check_box select_check_box select_check_box select_check_box select_check_box
04 June 2021   LOW     Double Seven $ 176.90 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for SPDR Gold Shares ETF (exchange: ARCX symbol: GLD) was last updated 14 Jun 2026 16:17. Data for this ETF is available from 04 Jan 2021 - 31 Dec 2025.