QAS MODEL PORTFOLIO PROGRAM ALERT
QAS S-122 Gold Long/Short strategy returned +14.1% vs. 11.3% Gold Benchmark 2024YTD
Our “four-regime” Gold Long/Short strategy continues to outperform its direct benchmark (Gold spot) for the 3rd year in a row.
This strategy returned a cumulative +75.6% since Jan 1, 2022 vs. +25.3% Gold-spot (2022-2024YTD).
The strategy had several long and short positions during this period, periodically utilizing +2x leveraged and -2x inverse ETF instruments.
Also, the strategy delivered +14%.1 vs. 11.3% (Gold) 2024YTD.
QAS Gold Long/Short is a great alternative investment strategy for a well-diversified portfolio. Various safety regimes provide smoother ride for this highly volatile commodity.
Recently, Gold price resumed a strong rally, providing this quantitative strategy with another opportunity to go with a +2x leverage regime for several weeks.
The main factor contributing to this rally is Gold’s safe-haven functionality. The investors are trying to diversify ahead of potentially risky second half of the year.
The QAS Gold Long/Short strategy has a “four-regime” allocation scheme:
- Positive, leveraged +2x
- Positive, beta +1x
- Cash
- Negative, inverse -2x
The model is currently in regime 2 “Positive, beta +1x”
For more information, please contact QAS www.qas-service.com
