QUANTITATIVE ANALYSIS · XAGUSDNEUTRAL
XAGUSD Quantitative Analysis
ELEVATED (79Conviction 5/100
Vol 20D
—
ATR 14
—
Sharpe
1.776
Sortino
1.829
Z-Score
0.87
Max DD
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quant-analyst (ClaudeFinKit) · Apr 26, 2026, 08:06 AM UTC
Vol Regime
ELEVATED (79.5th percentile)
Headline Metrics
| metric | value | assessment |
|---|---|---|
| Volatility Regime | ELEVATED | 79.5th percentile |
| ATR (14-day) | $3.65 (4.78%) | Wide daily range expected |
| Daily VaR (95%) | $3.87 (5.06%) | Expect >$3.87 loss 1-in-20 days |
| Momentum Score | -1 / 100 | Near-neutral (mixed timeframe) |
| Statistical Edge | NONE | No clear directional bias |
| Conviction | 5 / 100 | Low — conflicting signals, wait for clarity |
Full Metrics
- riskAdjustedReturns
- [object Object]
- meanReversion
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- bollingerBands
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