GLD ETF Mean-Reversion

RealTest code for a mean-reversion backtest on the GLD gold ETF, published alongside a Substack research article. The test examines whether short-term price dislocations in gold revert predictably and whether that behavior can be systematically exploited.

Read full article: https://setup4alpha.substack.com/p/we-tried-mean-reversion-on-gold-and

Requirements: RealTest, Norgate Data