Random Performance Numbers on GLD, SPY, TLT

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Kbg
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Random Performance Numbers on GLD, SPY, TLT

Post by Kbg »

I was doing some backtesting on a rotational system between GLD and TLT. I'll save the details for me, but the performance was a return of 195.19% from 11/18/04 through yesterday. For comparison purposes I ran a buy and hold of GLD, SPY and TLT which is what I found quite interesting and of possible interest to the rest of the board.

GLD: 187.40%
SPY: 138.77%
TLT: 133.06%
BH all three annual rebalance: 183.02%

So there you have it, choosing a random date gold has been the best performer for over a decade.
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