QAS MODEL PORTFOLIO PROGRAM ALERT
QAS GOLD LONG-SHORT STRATEGY OUTPERFORMS ALL ASSET CLASSES IN 2024YTD
QAS Gold Long-Short Strategy returned +31.7% vs. +18.9% SPY 2024YTD (As of 09/13/2024).
Sometimes, you don’t need to manipulate with stocks and bonds in order to outperform S&P 500. Gold can be helpful in this matter, when you consider and take advantage of its inherent factors.
Among others, from a quantitative point of view, we can identify the following factors attributable to Gold’s performance:
- Cyclical patterns (cyclical analysis)
- Strong momentum biases in both directions (momentum analysis)
- US Dollar dependent (inter-market analysis)
Our advanced quantitative method makes it possible to recognize four specific regimes in Gold’s price fluctuations:
Regime 1 — Positive, Aggressive (+2x Leveraged exposure)
Regime 2 — Positive (+1x Beta exposure)
Regime 3 – Neutral, Negative Bias (Cash)
Regime 4 – Negative, Aggressive (-2x Leveraged exposure)
With market risk review only once a week, this type of granular multi-regime strategy allows us to achieve an above-average hit-rate and performance, outpacing all asset classes for three years in a row.
This strategy is currently in Regime 1 (+2x Aggressive, Leverage), taking advantage of a strong positive trend by Gold in expectation of interest rates’ cut in the US, and continuous weakness of US Dollar.
For more information, please visit www.qas-service.com
