Time Series Analytics Europe

Life is there to be enjoyed... The model is here to do the work.

 

PRECIOUS METALS

 

 

TSA-Europe analyses the SPOT prices of XAU (gold) and XAG (silver).

The system runs two hourly models. A slow trend following model (very low frequency) and a faster trend following model (medium trading frequency). The program is called HEPHAISTOS (the Greek god of blacksmiths, fire, ..)

The tabel below shows the gross % returns of an UNLEVERED and UNCOMPOUNDED portfolio. Adding risk by using leverage is a decision taken by the investor/client.

All trades are fully auditable within the system.

                              Latest update :  January 1st 2021

HEPHAISTOS

year            
% return     
year       
% return    
year        
% return    
 2005         
   + 9.89
 2011         
 + 46.51
 2017         
   + 6.54
 2006 + 30.84
 2012    - 5.19
 2018    - 8.94
 2007 + 22.92
 2013 + 14.68
 2019    - 7.32
 2008          
 + 47.36
 2014    - 6.52
 2020 + 25.15
 2009          
 + 28.28
 2015   + 3.65
  
 2010          
 + 15.36
 2016   + 9.65