Does Turtle 55/20 breakout actually work on GLD? We tested it
We ran Turtle 55/20 breakout on GLD through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 79 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 1. We ship it on those.
Show every ticker we tested
This strategy made money overall, turning a 112% total return on GLD from just 18 trades. The ride was fairly steady with a solid 61% win rate and a Sharpe ratio of 0.83, but it did have one painful stretch where it lost 14% over about two months in early 2026. The worst drawdown came from that single period, and since the number of trades is small, the result is somewhat concentrated in those few winning trades. The entry timing shows a real edge, beating 79% of random entries, so the breakout entry itself is a key driver of the profit rather than the exits doing all the work. The consistency figure shows the edge appeared in three out of four test periods, meaning the strategy's performance was not just a fluke from one lucky stretch.
Every verdict on this page comes from the same process. How we test.
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