IAU trading strategies, backtested
iShares Gold Trust — physical gold exposure — the classic crisis hedge. Every DeployQuant template run on IAU over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| SMA-200 Trend + 15% Trailing Stop | 15.2% | −24.7% | 0.95 | 4 | 25% | $21,825 |
| Weekly Entry + 7% Target | 14.5% | −27.6% | 0.96 | 95 | 27% | $21,189 |
| 200-Day SMA Regime Filter | 13.6% | −19.9% | 0.90 | 21 | 24% | $20,279 |
| EMA 12/26 Trend | 13.0% | −13.8% | 0.92 | 22 | 50% | $19,689 |
| SMA 10/50 Trend | 12.4% | −18.1% | 0.89 | 15 | 47% | $19,082 |
| Golden Cross (SMA 50/200) | 11.2% | −25.9% | 0.76 | 4 | 50% | $18,014 |
| First-to-Last Day of Month | 10.9% | −26.3% | 0.71 | 67 | 54% | $17,767 |
| 3-Month Momentum Switch | 9.7% | −19.2% | 0.71 | 8 | 63% | $16,722 |
| 20-Day Momentum + Trailing Stop | 8.4% | −13.9% | 0.69 | 5 | 60% | $15,643 |
| RSI(14) Mean Reversion | 4.6% | −15.7% | 0.51 | 16 | 88% | $12,838 |
| RSI(2) Dip Snapback | 4.6% | −19.5% | 0.49 | 163 | 66% | $12,837 |
| Drawdown Dip Buyer + 8% Target | −1.4% | −24.9% | -0.12 | 2 | 100% | $9,268 |
| Buy & hold IAU | 13.6% | −26.2% | 0.81 | — | — | $20,210 |
Build it from blocks (or type it in English), backtest it on 5.5 years of minute data in seconds, tweak any parameter, then paper trade it on live data. No card, no broker needed to start.
Frequently asked questions
What was the best strategy for IAU?
Of the 12 templates tested on IAU over 2021-01-04–2026-07-17, the strongest by CAGR was trend + trailing stop at 15.2% (max drawdown 24.7%), versus 13.6% for buy-and-hold. Best-in-hindsight is not a forecast — check drawdowns and trade counts before drawing conclusions.
Did any strategy beat buying and holding IAU?
3 of 12 templates beat IAU buy-and-hold (13.6% CAGR) on this window; 10 of 12 had a shallower maximum drawdown than holding (26.2%).
Other commodity etfs
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-07-17, $10,000 starting capital, no margin, fees and slippage not modeled) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.