Does Aroon trend actually work on GLD? We tested it
We ran Aroon trend on GLD through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 96 of 100 random-entry runs.
You gave up raw return for a higher win rate and a shallower drawdown. This setup is about timing and staying out of trouble, not beating the index.
Equity curve over Aug 2016 to Jul 2026. Hover any point for its value. Turn on buy and hold to compare.
The same rules, tested on 28 tickers. Edge held on 4. We ship it on those.
Show every ticker we tested
The Aroon trend strategy on GLD made money overall, turning a total return of 85.33% across 38 trades. However, the ride was very lumpy, with a win rate of just 44.74% and a punishing maximum drawdown of nearly 19% that stretched from August 2020 to November 2023, meaning you would have sat through a long, painful losing period. The result is not driven by just a few lucky trades, as the entry timing itself shows a strong edge, beating 96% of random entry runs, so the setup is genuinely good at picking when to get in. The consistency figure shows the edge held up in 3 out of 4 walk-forward periods, so the profit came from steady performance across different market conditions rather than one lucky streak. The worst part of the journey was that long drawdown, which would have tested your patience severely.
Every verdict on this page comes from the same process. How we test.
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