Objective research to aid investing decisions

Value Investing Strategy (Strategy Overview)

Allocations for June 2024 (Final)

Momentum Investing Strategy (Strategy Overview)

Allocations for June 2024 (Final)
1st ETF 2nd ETF 3rd ETF

Tactical Signals from a Gold/Silver Ratio?

June 10, 2024 • Posted in Gold

Can investors holding gold as inflation hedge/equity crash protection improve performance of this position by holding gold (silver) when the gold-to-silver ratio is relatively low (high)? To investigate, we track the ratio of SPDR Gold Shares (GLD) price to iShares Silver Trust (SLV) price and switch from GLD to SLV (SLV to GLD) when GLD is overvalued (undervalued) relative to SLV. Using end-of-month prices of GLD and SLV during April 2006 (limited by inception of SLV) through April 2024, we find that: (more…)

Please or subscribe to continue reading...
Gain access to hundreds of premium articles, our momentum strategy, full RSS feeds, and more!  Learn more

Daily Email Updates