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AggressiveWeeklySilver (SLV) Commodity · High-octane

Silver

A weekly model on silver — the most aggressive strategy in the collection. It holds silver when conditions favor it and moves to cash to soften the metal's severe declines.

Hypothetical track record Jun 2006 – May 2026 · 19.9 years · Gross of fees · Silver (SLV) + money-market view
+29.39%
Annualized return
gross of fees, hypothetical
−37.15%
Maximum drawdown
peak-to-trough, worst case
0.64
Sortino ratio
downside-risk adjusted
64.44%
Batting average
share of positive months
Growth of $1,000
Hypothetical · log scale · Jun 2006 = $1,000
Silver Silver / SLV (Buy & Hold)

Silver is one of the most volatile assets a systematic model can trade — buy-and-hold investors endured drawdowns approaching 70% over this period. The model pursued silver's strong upside while cutting its worst drawdown roughly in half.

Drawdown — the risk argument
Decline from prior peak · model vs benchmark
Silver Silver / SLV

This is the deepest drawdown of any model here — and we show it plainly. A −37.15% worst case is significant; the point is that buy-and-hold silver investors lived through nearly −70% over the same span.

What this model does

The most aggressive strategy — shown honestly.

This is the most aggressive strategy in the collection, applying the systematic approach to silver. Each week it decides whether to hold silver (via the SLV ETF) or move to cash, staying invested in favorable conditions and stepping aside during major declines.

Silver offers some of the highest return potential of any asset here, but also the deepest drawdowns — and the model reflects that: its returns are strong, but its risk profile is meaningfully higher than the other strategies. It is best suited to investors with a higher tolerance for volatility who want systematic exposure to a high-octane, diversifying asset. Its worst-case drawdown, while large in absolute terms, is roughly half what buy-and-hold silver investors experienced.

Note: because the SLV ETF launched in mid-2006, this model's track record begins then — a 20-year hypothetical history rather than the longer record of the equity and fixed-income models.

Time invested68.99%
Signals / year3.06
Win / loss ratio141.13%
BenchmarkSilver / SLV
Monthly & annual returns
Hypothetical · most recent first · 2026 back to 2006 · heat-mapped
Full statistics

Everything an auditor would ask for.

Annualized return
29.39%
Max drawdown
−37.15%
Sharpe ratio
0.32
Sortino ratio
0.64
Batting average
64.44%
Win / loss ratio
141.13%
% Time invested
68.99%
Ulcer index
11.63
Signals / year
3.06
Study period
Jun 2006 – May 2026
Span
19.9 yrs
Benchmark
Silver / SLV B&H
Important disclosures

All performance shown is hypothetical and back-tested — it does not reflect actual trading with client assets and has inherent limitations (designed with the benefit of hindsight; may not reflect the impact of real market conditions). Past performance is not indicative of future results.

Results are gross of fees; transaction / custodial fees and taxes are not reflected and would reduce results. This is not an offer to sell or a solicitation to buy any investment. Charts use representative illustrative data; final disclaimer wording to be confirmed with counsel / compliance.

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