GLTR
abrdn Physical Precious Metals Basket Shares ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for GLTR (abrdn Physical Precious Metals Basket Shares ETF) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -44.9% (compared to the benchmark's drawdown of -48.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 4.8%, compared to a Buy-and-Hold benchmark return of 4.7%. The strategy executed 11 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA Active
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Investment Objective
🛡️ Long-Term Investing Active
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
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GLTR Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 11.63% | 25.95% | 9.94% | 13.69% | 7.30% | 10.47% | 4.79% | 4.66% |
| Sharpe Ratio | 0.32 | 0.57 | 0.50 | 0.53 | 0.41 | 0.48 | 0.31 | 0.22 |
| Max Drawdown | -44.93% | -37.87% | -44.93% | -37.87% | -44.93% | -37.87% | -44.93% | -48.01% |
| % Time Invested | 81.0% | 100.0% | 52.7% | 100.0% | 68.7% | 100.0% | 54.7% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 0.8 | 0.0 | 1.0 | 0.0 | 0.8 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Upgrade to Pro to Unlock | ||||||||
| 2026-03-20 | 2026-04-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-25 | 2026-03-20 | Completed | 100% | $250.68 | $214.27 | -14.57% | Stop | |
| 2026-02-02 | 2026-02-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2024-06-12 | 2026-02-02 | Completed | 100% | $103.98 | $228.40 | 119.55% | Stop | |
| 2022-05-03 | 2024-06-12 | Interest (CASH) | 100% | $1.00 | $1.10 | 9.84% | Interest Income | |
| 2021-10-11 | 2022-05-03 | Completed | 100% | $88.57 | $91.53 | 3.29% | Stop | |
| 2021-09-17 | 2021-10-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-04-06 | 2021-09-17 | Completed | 100% | $75.95 | $87.60 | 15.28% | Stop | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-01-04 | 2020-03-13 | Completed | 100% | $63.40 | $75.02 | 18.27% | Stop | |
| 2018-09-11 | 2019-01-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.72% | Interest Income | |
| 2018-06-28 | 2018-09-11 | Completed | 100% | $61.36 | $57.38 | -6.53% | Signal | |
| 2018-06-01 | 2018-06-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2018-05-07 | 2018-06-01 | Completed | 100% | $64.07 | $63.49 | -0.95% | Signal | |
| 2018-04-12 | 2018-05-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2017-01-17 | 2018-04-12 | Completed | 100% | $61.57 | $64.93 | 5.40% | Signal | |
| 2016-12-21 | 2017-01-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-09-29 | 2016-12-21 | Completed | 100% | $66.53 | $57.30 | -13.92% | Stop | |
| 2014-09-22 | 2016-09-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2014-02-11 | 2014-09-22 | Completed | 100% | $68.90 | $64.49 | -6.45% | Stop | |
| 2012-11-19 | 2014-02-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |