Gold: 20-day return +10.16% (96th pct)

On 2026-08-17, Gold closed at 4417.8 USD/oz, up 0.85% on the day. It trades at 48.7% of its 52-week range. Its RSI(14) of 66.74 is in the 85th percentile of its history since 2000, and its 20-day return of +10.16% in the 96th percentile. Its 20/50/200-day moving averages are 4195 / 4158.88 / 4475.34 USD/oz, with price +5.31% / +6.23% / -1.29% against them. Its 52-week range is 3310.1–5586.2 USD/oz; it closed 20.92% below the high and 33.46% above the low. Its 20-day volatility is 1.381% daily, in the 80th percentile of its history since 2000. Its 14-day average true range (ATR) is 73.35 USD/oz, 1.66% of price. It has returned +1.28% over 5 days and -2.50% over 60 days.

=== GOLD  (USD/oz) ===
  price & change   (as of 2026-08-17, prior 2026-08-14)
    close       4417.80
    change      +37.40  (+0.854%)
  range            (as of 2026-08-17)
    range       42.00
    close pos   74.5% of range
  moving averages  (as of 2026-08-17)
     20d MA     4195.00   price above by +5.31%
     50d MA     4158.88   price above by +6.23%
    200d MA     4475.34   price below by -1.29%
    price mixed vs MAs
    stack: 200d > 20d > 50d
  volatility       (as of 2026-08-17)
    20d stdev   1.381% daily ≈ 21.9% annualized (×√252)   (80th pct of own history, since 2000 (5681 obs))
    vs easing-2024 avg  0.98× (1.381% vs 1.412% era avg)
  ATR              (as of 2026-08-17)
    ATR(14)    73.35
    ATR%        1.66%   (82nd pct of own history, since 2000 (5687 obs))
    range/ATR   57.3%
  52-week range    (as of 2026-08-17)
    high        5586.20   (-20.92% from high)
    low         3310.10   (+33.46% from low)
  momentum         (as of 2026-08-17)
    RSI(14)     66.74   (85th pct of own history, since 2000 (5687 obs))
  returns          (as of 2026-08-17)
     5d return  +1.28%
    20d return  +10.16%
    60d return  -2.50%
  volatility by rate-era
    pre-crisis       1.39%   (from 2000-08-31)
    ZIRP-2009        1.18%
    tightening-2015  0.84%
    ZIRP-2019        1.08%
    tightening-2022  0.94%
    easing-2024      1.41%
  real-yield sensitivity (gold weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-08-14)
    vs real yield (Δ) -0.57 (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 2026-08-17)
    vs DXY      -0.24 (26w)
    vs DXY      -0.29 (52w)
    vs S&P 500  +0.68 (26w)
    vs S&P 500  +0.43 (52w)