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Trend · GLD · 1D

Does Parabolic SAR flip actually work on GLD? We tested it

We ran Parabolic SAR flip on GLD through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 88 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +79.4%
Win rate 39.2%
Max drawdown −20.6%
Trades 74
Sharpe 0.73
Equity curve

Equity curve over Aug 2016 to Jul 2026. Hover any point for its value. Turn on buy and hold to compare.

PeriodWindowReturnSharpeTrades
1 Aug 2018 to Jul 2020 +14.0% 0.85 20
2 Jul 2020 to Jul 2022 −10.5% −0.71 12
3 Jul 2022 to Jul 2024 +18.6% 1.17 17
4 Jul 2024 to Jul 2026 +36.3% 1.22 17
3 of 4 periods positive. Mean Sharpe 0.63. Worst period −10.5%.
Market matrix
Edge held on 10 of 28

The same rules, tested on 28 tickers. Edge held on 10. We ship it on those.

GLD SHIPPED
88/100 EDGE
MSTR
100/100 EDGE
GOOGL
99/100 EDGE
RIOT
97/100 EDGE
NFLX
86/100 EDGE
MU
83/100 EDGE
UBER
83/100 EDGE
SPY
82/100 EDGE
NVDA
80/100 EDGE
JPM
78/100 EDGE
Show every ticker we tested
MARA
82/100 NONE
QQQ
74/100 NONE
COIN
68/100 NONE
AAPL
66/100 NONE
XOM
64/100 NONE
MSFT
61/100 NONE
AMD
43/100 NONE
TSLA
38/100 NONE
DIA
37/100 NONE
META
35/100 NONE
IWM
30/100 NONE
AMZN
26/100 NONE
SMCI
24/100 NONE
AVGO
22/100 NONE
BA
5/100 NONE
HOOD
too new TOO NEW
PLTR
too new TOO NEW
SOFI
too new TOO NEW
The rules
Entrywhen close crosses above PSAR(0.02/0.2) of close AND close is above SMA of close over 200 bars
Exitwhen a signal fires (close crosses below PSAR(0.02/0.2) of close)
Sizing**Position size:** no fixed stop distance to size against. This strategy exits on signal only. Size by conviction, or add a hard stop for a size-by-risk number.
Diagnosis

This strategy made money overall, turning a 79% gain on GLD, but the ride was very lumpy. The worst stretch was a painful 20.6% drawdown that lasted from August 2020 to February 2022, which is where the strategy hurt the most. With a win rate under 40%, most trades lost money, but the winners were large enough to overcome the losers. The entry timing shows a strong edge, beating 88% of random entries, meaning the specific signals to get in are carrying the result rather than the exits. The edge was also consistent, showing up in three out of four test periods, so the performance was not driven by just one lucky stretch.

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Backtested results, not live trading returns. Fees and slippage included. Not investment advice.