Gold: RSI, real-yield correlation, 52-week range · daily

On 2026-07-26, Gold closed at 4091.6 USD/oz, up 0.59% on the day. It trades at 35.6% of its 52-week range. Its RSI(14) of 48.23 is in the 36th percentile of its history since 2000, and its 20-day return of +0.57% in the 48th percentile. Its 20/50/200-day moving averages are 4076.55 / 4222.02 / 4463.89 USD/oz, with price +0.37% / -3.09% / -8.34% against them. Its 52-week range is 3263.9–5586.2 USD/oz; it closed 26.76% below the high and 25.36% above the low. Its 20-day volatility is 1.294% daily, in the 75th percentile of its history since 2000. Its 14-day average true range (ATR) is 70.99 USD/oz, 1.73% of price. It has returned +2.03% over 5 days and -11.63% over 60 days.

=== GOLD  (USD/oz) ===
  price & change   (as of 2026-07-26, prior 2026-07-24)
    close       4091.60
    change      +24.00  (+0.590%)
  range            (as of 2026-07-26)
    range       33.50
    close pos   17.3% of range
  moving averages  (as of 2026-07-26)
     20d MA     4076.55   price above by +0.37%
     50d MA     4222.02   price below by -3.09%
    200d MA     4463.89   price below by -8.34%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-26)
    20d stdev   1.294% daily ≈ 20.5% annualized (×√252)   (75th pct of own history, since 2000 (5668 obs))
    vs easing-2024 avg  0.92× (1.294% vs 1.409% era avg)
  ATR              (as of 2026-07-26)
    ATR(14)    70.99
    ATR%        1.73%   (84th pct of own history, since 2000 (5674 obs))
    range/ATR   47.2%
  52-week range    (as of 2026-07-26)
    high        5586.20   (-26.76% from high)
    low         3263.90   (+25.36% from low)
  momentum         (as of 2026-07-26)
    RSI(14)     48.23   (36th pct of own history, since 2000 (5674 obs))
  returns          (as of 2026-07-26)
     5d return  +2.03%
    20d return  +0.57%
    60d return  -11.63%
  volatility by rate-era
    pre-crisis       1.3878%   (from 2000-08-31)
    ZIRP-2009        1.1796%
    tightening-2015  0.8388%
    ZIRP-2019        1.0750%
    tightening-2022  0.9428%
    easing-2024      1.4094%
  real-yield sensitivity (gold weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-07-23)
    vs real yield (Δ) -0.49 (26w)
    vs real yield (Δ) -0.47 (52w)
  cross-asset sensitivity (gold weekly returns vs the US dollar index (DXY) and S&P 500)  (as of 2026-07-23)
    vs DXY      -0.12 (26w)
    vs DXY      -0.30 (52w)
    vs S&P 500  +0.53 (26w)
    vs S&P 500  +0.37 (52w)