Gold Silver Ratio
In plain terms
Gold > 80x silver = risk-off → short small-cap.
How it works
Gold/silver ratio is a classic risk-regime indicator.
Data dependencies
- Fred macro
A data feed this strategy reads, refreshed on its normal schedule.
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Expected edge
- Reported return
- ~4% ann.
- Tested over
- 1979-2009
Baur-McDermott 2010: ~4% ann. small-cap spread.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
Uses Fed-funds, term spread, and credit spread (FRED data) to flag risk-off vs risk-on regimes and scale exposure accordingly.
Watch the corporate-bond credit spread — when it compresses sharply, high-beta names rip; when it widens sharply, they get hammered. We trade the regime change.
Yen jumps + VIX>25 → leveraged carry unwinds → short EM/small-cap 5-10d.
Explore Gold Silver Ratio on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.