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XAUUSD Mean Reversion

Last Updated: 2024-12-04v1.1.0

Deep dive into our Gold (XAUUSD) trading strategy performance.

Total Return
+32.4%
Annualized
Sharpe Ratio
2.84
Risk-Adjusted
Max Drawdown
-4.2%
Peak to Valley

Strategy Logic

The strategy monitors price deviations from the moving average. When the price stretches too far (overbought/oversold), it enters a counter-trend trade, anticipating a return to the mean. It uses a volatility filter to avoid trading during extreme market crashes.

Version History

v1.1.02024-12-04
  • Added volatility filter.
  • Optimized take-profit levels.
v1.0.02024-11-01
  • Initial release.
  • Implemented dynamic position sizing.

Equity Curve

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