GC KAMA Cross
Trend-following cross of price over Kaufman's Adaptive Moving Average in the gold day session.
Last validated: 2026-10-16 (baseline; weekly cadence starts after launch) · Validation status: Pass — Passes (3.44× net ÷ DD on TradingView's DD); year 1 PF 1.23; last 3 months flat; heavily overlaps the other crosses.
1 full-size GC contract ($100 per $1). Test window 2024-09-23 to 2026-09-23 (2 years). Slippage 4 ticks per order, $2.50 commission per contract per side ($5 round trip); $100k account. 4-tick slippage per side = NQ $20, ES $50, GC $40 before commission.
Plain-English rules
- Market
- COMEX Gold (GC)
- Timeframe
- 30m — 1h also profitable (below the net ÷ DD bar)
- Direction
- Long & short, up to 3 trades/day
- Style
- Trend following
- Frequency
- about 111 trades a year
- In stacks
- —
- Long when the close crosses above the KAMA (length 21, fast 2, slow 30), short when it crosses below; ADX(14) at least 16 with DI agreeing; ATR at least $1. No EMA trend filter.
- Exits: initial stop 1.5×ATR (clamped to $2.50–$10.00), profit target at 1.5× the stop distance, 2.2×ATR trailing stop, everything flat at 10:30 PT (13:30 ET). No opposite-signal exit.
- Trades the COMEX day session; entries 05:25–09:30 PT (08:25–12:30 ET).
Summary of the rules. The full parameter-level rules document is delivered to subscribers (documents only — no code).
Equity curve & drawdown
Year-by-year
| Period | Net | PF | Trades |
|---|---|---|---|
| Year 1 (exits to 2025-08-31) | $8,215 | 1.23 | 107 |
| Year 2 (from 2025-09-01) | $42,775 | 1.61 | 115 |
84% of the 2-year profit came in year 2. Year 1 = exits 2024-09-23 to 2025-09-22; year 2 = exits 2025-09-23 to 2026-09-23 (saved trade list clipped to the window: 222 trades, +$50,990, PF 1.48; closed-trade DD $13,340). Per TV4REAL's NQ/GC stack files.
Recent form
Last 3 months (exits 2026-06-24 to 2026-09-23): 24 trades, +$510, PF 1.04.
Robustness
Robustness checks not run. 30m and 1h are profitable; 15m and 5m lose.
Other timeframes
| Timeframe | Net | PF | Win % | Trades | Max DD | Result |
|---|---|---|---|---|---|---|
| 1h | +$18,695 | 1.34 | 47.71% | 109 | $8,837.50 | below the net ÷ DD bar (2.12×) |
| 15m | −$17,990 | 0.91 | — | — | — | loses |
| 5m | −$47,715 | 0.87 | — | — | — | loses |
Flags for this strategy
- Closed-trade max DD is $13,340 here vs TradingView's $14,832.50, which sits only about $170 under the $15k cap.
- Year 1 +$8,215 (PF 1.23) is the best of the GC strategies, but 30m and 1h only; faster timeframes lose.
- Last 3 months flat (+$510, PF 1.04).
- Same adaptive-moving-average cross family as Coral and McGinley: Elder and KAMA share 83 identical trades, Coral and KAMA 46. In the stack tests KAMA adds almost nothing (+$2,130 over 108 taken trades) and it is not in the GC Stack.
- Gold overlaps NQ's morning hours, so a combined drawdown can exceed any single strategy's.