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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -43.5% (compared to the benchmark's drawdown of -48.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 4.1%, compared to a Buy-and-Hold benchmark return of 4.7%. The strategy executed 15 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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.
Switch to MMA to enable
GLTR Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 12.08% | 25.95% | 7.50% | 13.69% | 6.15% | 10.47% | 4.09% | 4.66% |
| Sharpe Ratio | 0.34 | 0.57 | 0.37 | 0.53 | 0.34 | 0.48 | 0.26 | 0.22 |
| Max Drawdown | -43.54% | -37.87% | -43.54% | -37.87% | -43.54% | -37.87% | -43.54% | -48.01% |
| % Time Invested | 75.8% | 100.0% | 62.9% | 100.0% | 70.4% | 100.0% | 59.3% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 1.4 | 0.0 | 1.1 | 0.0 | 1.1 | 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 | |
| 2024-01-17 | 2026-02-02 | Completed | 100% | $87.54 | $228.40 | 160.78% | Stop | |
| 2023-08-16 | 2024-01-17 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.27% | Interest Income | |
| 2023-01-12 | 2023-08-16 | Completed | 100% | $91.01 | $85.81 | -5.76% | Signal | |
| 2022-06-17 | 2023-01-12 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.92% | Interest Income | |
| 2022-06-07 | 2022-06-17 | Completed | 100% | $88.79 | $87.80 | -1.16% | Signal | |
| 2022-05-13 | 2022-06-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-03-10 | 2022-05-13 | Completed | 100% | $103.65 | $86.17 | -16.91% | Stop | |
| 2021-08-18 | 2022-03-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2021-05-19 | 2021-08-18 | Completed | 100% | $101.90 | $92.30 | -9.47% | Signal | |
| 2021-04-13 | 2021-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-04-06 | 2021-04-13 | Completed | 100% | $75.95 | $94.83 | 24.80% | Signal | |
| 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 | |
| 2018-05-22 | 2019-01-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.34% | Interest Income | |
| 2017-03-24 | 2018-05-22 | Completed | 100% | $63.07 | $63.87 | 1.22% | Signal | |
| 2016-11-25 | 2017-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2016-03-16 | 2016-11-25 | Completed | 100% | $58.98 | $59.77 | 1.29% | Stop | |
| 2014-09-23 | 2016-03-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2014-07-14 | 2014-09-23 | Completed | 100% | $71.74 | $65.13 | -9.26% | Signal | |
| 2014-05-07 | 2014-07-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-02-11 | 2014-05-07 | Completed | 100% | $68.90 | $69.58 | 0.94% | Signal | |
| 2013-03-07 | 2014-02-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2012-11-21 | 2013-03-07 | Completed | 100% | $97.06 | $88.95 | -8.40% | Signal | |
| 2012-11-19 | 2012-11-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |