QMSwingGC1 is a system that only makes trades on the long side.

The logic of the system is similar to QMSwingGC2 but the inputs are different in time. The exits are similar but can be adjusted as they are not very time dependent.

Trades usually last a few days and can extend over the weekend. However, being long in gold over a weekend means that, if there is a global adverse event, gold is more likely to go up than down.

The system can be traded on full contract or micro gold. The exit time of day is not critical, so it can be adjusted from the code inputs. It has been out of sample since 2018-08. It trades on 5 minute bars in 24 hour session hours.

Sistema Swing QMSwingGC1 - Quantified Models

Operations chart

Swing system

Trade the future of GOLD

Operable symbol



5 minute bars

Daily session

Over a 24 hour session

Out-of-sample period

From August, 2018

Swing - GOLD - QMSwingGC1


699 €

Backtest Metrics

Other related products



Night Swing system to operate the DAX, which enters at the end of the day’s session, and leaves the following day.



Swing system in 30-minute bars to trade Bitcoin with an ETF.



Swing system to operate the future of Cocoa, which operates in daily bars, which makes long and short operations, and has a monetary stop loss.

Hypothetical performance results have many inherent limitations, some of which are described below.

No representation is being made that any account will or may make profits or losses similar to those shown. In fact, there are often large differences between hypothetical performance results and the actual results subsequently achieved by any particular trading strategy.

One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, counterfactual trading does not involve financial risk, and no counterfactual trading record can fully explain the impact of financial risk on actual trading.

For example, the ability to withstand losses or stick to a particular trading strategy despite trading losses are important points that can also adversely affect actual trading results. There are numerous other factors related to the markets in general or the implementation of any specific trading strategy that cannot be fully considered in the preparation of hypothetical performance results and all of which may adversely affect actual trading results.

Subscribe to our Newsletter

Join our mailing list to receive the latest news and updates from Quantified Models team.

Subscribe to our Newsletter

You have Successfully Subscribed!

Skip to content