Cme Silver Gold Ratio Regime
In plain terms
When silver outperforms gold, industrial miners rally. When gold outperforms, the market is in safe-haven mode — go GLD only.
How it works
SI/GC ratio z-score. SI/GC rising = silver outperforming gold = industrial-metals regime → LONG industrial miners (FCX, SCCO, X). SI/GC falling = monetary-stress regime → LONG GLD/IAU only.
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Cme futures settle
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- 100-250 bps over 20-40d
- Tested over
- T+1 to T+40d
Baur-Lucey 2010 documents regime-specific gold/silver behaviour; the cross-asset metal-rotation overlay adds ~100-250 bps over 20-40d.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
When the crude/copper curve flips into steeper backwardation, cyclical industrials (CAT/DE/FCX) outperform for several weeks.
Uses Fed-funds, term spread, and credit spread (FRED data) to flag risk-off vs risk-on regimes and scale exposure accordingly.
Explore Cme Silver Gold Ratio Regime on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.