Gold: 20-day return +9.48% (95th pct)

On 2026-08-13, Gold closed at 4363.6 USD/oz, down 1.03% on the day. It trades at 46.3% of its 52-week range. Its RSI(14) of 63.62 is in the 79th percentile of its history since 2000, and its 20-day return of +9.48% in the 95th percentile. Its 20/50/200-day moving averages are 4156.24 / 4161.17 / 4473.47 USD/oz, with price +4.99% / +4.86% / -2.46% against them. Its 52-week range is 3310.1–5586.2 USD/oz; it closed 21.89% below the high and 31.83% above the low. Its 20-day volatility is 1.384% daily, in the 80th percentile of its history since 2000. Its 14-day average true range (ATR) is 74.77 USD/oz, 1.71% of price. It has returned +2.87% over 5 days and -4.15% over 60 days.

=== GOLD  (USD/oz) ===
  price & change   (as of 2026-08-13, prior 2026-08-12)
    close       4363.60
    change      -45.30  (-1.027%)
  range            (as of 2026-08-13)
    range       95.00
    close pos   14.3% of range
  moving averages  (as of 2026-08-13)
     20d MA     4156.24   price above by +4.99%
     50d MA     4161.17   price above by +4.86%
    200d MA     4473.47   price below by -2.46%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-08-13)
    20d stdev   1.384% daily ≈ 22.0% annualized (×√252)   (80th pct of own history, since 2000 (5679 obs))
    vs easing-2024 avg  0.98× (1.384% vs 1.413% era avg)
  ATR              (as of 2026-08-13)
    ATR(14)    74.77
    ATR%        1.71%   (84th pct of own history, since 2000 (5685 obs))
    range/ATR   127.1%
  52-week range    (as of 2026-08-13)
    high        5586.20   (-21.89% from high)
    low         3310.10   (+31.83% from low)
  momentum         (as of 2026-08-13)
    RSI(14)     63.62   (79th pct of own history, since 2000 (5685 obs))
  returns          (as of 2026-08-13)
     5d return  +2.87%
    20d return  +9.48%
    60d return  -4.15%
  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      1.4135%
  real-yield sensitivity (gold weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-08-12)
    vs real yield (Δ) -0.56 (26w)
    vs real yield (Δ) -0.48 (52w)
  cross-asset sensitivity (gold weekly returns vs the US dollar index (DXY) and S&P 500)  (as of 2026-08-13)
    vs DXY      -0.21 (26w)
    vs DXY      -0.29 (52w)
    vs S&P 500  +0.69 (26w)
    vs S&P 500  +0.43 (52w)