GOLD · XAU/USDBacktested 2021-2025

Gold (XAU/USD)

Grid-based systematic strategy. Non-leveraged. Calmar Ratio 2.22 · Never a losing year.

0.2% on traded value · No AUM fee · No lock-in · Min ₹50,000 · Capital stays in your broker

Calmar Ratio
2.22
vs 0.81 B/H
Sharpe Ratio
1.10
vs 0.55 B/H
Max Drawdown
-7.30%
vs -22.13% B/H
Win Rate
100%
vs 60% B/H

How It Works

1

Select Gold Instrument

Connect your broker. Select Gold (XAU/USD or MCX Gold) as the trading instrument.

2

Set Your Target

Define your target price and capital. Our system calculates the optimal grid parameters — step size, order quantity, and cash reserves.

3

Returns Start Generating

The strategy automatically buys on dips and sells on rises. Your portfolio grows through systematic rebalancing across market cycles.

Gold (Quant) vs Gold (Buy & Hold)

Both indexed to 100 on inception. Jan 2021 to Dec 2025 | 5 years

Gold (Quant Strategy) Gold (Buy & Hold)
Gold (Quant)
Return
+111.7%
Max DD
-7.30%
Calmar
2.22
Gold (Buy & Hold)
Return
+127.9%
Max DD
-22.13%
Calmar
0.81

Year-by-Year Performance

Quant delivered positive returns every single year. Buy & Hold lost money in 2021 and 2022.

YearQuant ReturnB/H ReturnQuant Max DDB/H Max DD
2021+1.52%-3.72%-7.30%-14.50%
2022+6.04%-0.31%-5.40%-22.13%
2023+14.07%+13.12%-5.60%-9.20%
2024+22.40%+27.30%-4.80%-9.20%
2025+40.87%+64.93%-6.00%-10.40%
Summary5/5 positive3/5 positive-7.30% worst-22.13% worst

Performance Metrics

MetricGold (Quant)Gold (B/H)Winner
Win Rate (Positive Years)100% (5/5)60% (3/5)Quant
Max Drawdown-7.30%-22.13%Quant
Calmar Ratio2.220.81Quant
Sharpe Ratio1.100.55Quant
Volatility15.0%28.0%Quant
CAGR16.18%17.86%B/H
Cumulative Return111.7%127.9%B/H

Quant wins 5 out of 7 metrics. B/H has slightly higher raw returns but with 3x the risk.

Key Takeaways

1

2.7x Better Risk-Adjusted Returns: Calmar ratio of 2.22 vs 0.81 for Buy & Hold. Every unit of risk taken generates nearly 3x the return.

2

Never Lost Money: Positive returns every single year (5 out of 5) while Buy & Hold lost money in 2021 (-3.72%) and 2022 (-0.31%).

3

3x Lower Drawdown: Maximum drawdown of -7.30% vs -22.13% for Buy & Hold. Your capital is protected during market crashes.

4

Consistent Compounding: Steady 16% CAGR without the gut-wrenching -22% drops. The strategy profits from volatility that hurts passive holders.

Frequently Asked Questions

Past performance is not indicative of future results. Backtested returns include realistic transaction costs. This is not investment advice.