Gold sell-off, September 2026
This page was generated automatically. Our scan flagged Gold on 2026-09-28 after its close fell 5% or more below its trailing 60-day high. The measured move runs from 2026-09-03 to 2026-10-30. We have not written up the background yet.
Window found by the automatic scan: 2026-09-03 to 2026-10-30.
Price around the event
How the strategies did
Of 56 rule-based strategies with a curve on Gold, 32 (57%) were already out of the market going in. 56 (100%) lost less than the market (-13.3%), 5 (9%) finished the window with a gain, and the median strategy returned -2.4%. Strategies that were in the market returned a median -3.4%; those that were already out returned 0.0%.
| Family | Strategies | Already out | Median return | Lost less than the market |
|---|---|---|---|---|
| Trend | 24 | 50% | -1.3% | |
| Momentum | 4 | 50% | -3.5% | |
| Mean reversion | 14 | 79% | -2.1% | |
| Volatility | 6 | 50% | -4.7% | |
| Regime & other | 8 | 50% | -0.8% |
Best five
| Strategy | Return in window |
|---|---|
| MR-01 RSI Mean Reversion | +3.8% |
| MR-12 Money Flow Index Reversion | +3.5% |
| TREND-14 Linear Regression Channel | +3.2% |
| MR-16 Connors RSI | +1.8% |
| MR-06 Z-Score Mean Reversion | +1.8% |
Worst five
| Strategy | Return in window |
|---|---|
| MOM-01 Time-Series Momentum | -12.9% |
| MR-11 Williams %R Reversion | -11.1% |
| HMA-01 HMA Crossover | -9.2% |
| RISK-04 Trailing Stop Strategy | -8.9% |
| REG-14 Volatility Regime Switch | -8.8% |
56 of 72 strategies have a curve on Gold. Portfolio, basket and multi-asset strategies without one are excluded.
All strategies on Gold
Sorted by return in the window, best first. "In the market" is inferred from the equity curve (see method). Next 3 months = 63 trading days after the window end.
Method: windows are snapped to the price data, returns come from the published equity curves before costs, and "already out" is inferred from the curve. See the method on the hub page. Historical, descriptive statistics before trading costs. Not a forecast and not investment advice.