Gold Reversal 4h · Osprey

Low significance

by qkt Labs (house research)

A mean-reversion Gold strategy on 4-hour bars. Positions are held up to 5 days, behind a fixed protective stop. Every figure below comes from a full tick-data run with spread, commission and swap charged.

Approach: Mean reversion · XAGUSD, XAUUSD · H4
Tested on ticks: Jan 1, 2020 → Dec 31, 2025
Publishing checks: 11 of 11 passed
Overfitting guard: 400 variants declared · deflated Sharpe 9%
In-sample, $100k: +5.9% · max drawdown 2.7% · 148 trades
Version: 2, published Oct 12, 2026 · future versions included

Included with the strategy

qkt's Monte Carlo: the strategy's own trades reshuffled 1,000 times, with the worst case, median and best case of the final balance, how deep drawdowns went, and the share of paths that wiped the account out.