MCC Quant Research GLD

Asset: SPDR Gold Shares (NYSE: GLD)

Timeframe: Weekly / Monthly (HTF primary)

Vehicle Role: Defensive Core / Treasury Hedge

Fund Mandate: Capital Preservation + Crisis Alpha

Engine Classification: Gold Treasury Engine

Issue: December 30, 2025

1. Market Regime & Quant Score

Market Regime: Primary Bull Structure → Shallow Pullback / Trend Continuation

Total Quant Regime Score: 82 / 100 Fear /

Greed Quant State: Neutral–Controlled Greed (post-breakout digestion)

Quant Breakdown (HTF-weighted):

• Trend Structure (higher highs / higher lows): 90%

• Moving Average Alignment (price above rising 40W & 200W): 88%

• Momentum (RSI ~60–65): 75% (strong but not euphoric)

• Volume Confirmation: 80% (breakout volume expansion)

• Volatility Risk: Low–Moderate

• Macro Tailwind (rates, debt cycle, geopolitics): High

Interpretation: GLD remains in a confirmed secular uptrend. The recent pullback from the $400–410 zone represents a healthy consolidation above rising trend support, not distribution. Structure remains intact unless the $360 zone fails on a weekly close.

2. MCC Portfolio Context

• Role inside MCC: Core hedge and ballast against equity/crypto volatility.

• Function: Drawdown absorber + liquidity redeployment source.

• Correlation Profile: Negative to risk assets during stress regimes.

• Rotation Logic: Accumulate on pullbacks → trim into strength → recycle into private credit or asymmetric tech.

3. BUY SCENARIO — Structured Accumulation (No Chasing)

Primary Buy Zones (HTF):

• Zone A (Trend Support): $380–$365

• Zone B (Deep Support): $348–$360

• Extreme Hedge Reload: $315–$330 (tail-risk event only)

Technical Justification:

• Rising diagonal trendline confluence

• Prior breakout retest

• Fib 38.2–50% retracement zone

• RSI reset toward neutral

Acquisition Quality Rating: 85 / 100 (Core-quality asset)

Example Allocation ($100,000 Notional):

• Zone A: $50,000

• Zone B: $30,000

• Dry Powder / Tail Hedge: $20,000

4. SELL / TRIM SCENARIO (Risk Management, Not Exit)

Sell / Trim Zones:

• Trim 1: $418–$425 (prior highs)

• Trim 2: $460–$480 (measured extension)

• Macro Extension: $580+ (cycle peak probability)

Capital Rotation Destination:

• Private credit (10–15% yield)

• Select equities during panic

• Cash buffer expansion

5. Cycle-Based ROI Bands (From Key Entry Zones)

ROI from Zone A ($370 avg)

Target Level	Price	Est. ROI
Mean Reversion	$418	+13%
Expansion	$462	+25%
Bull Extension	$478	+29%
Cycle High	$580	+57%

ROI from Zone B ($355 avg)

Target Level	Price	Est. ROI
Mean Reversion	$418	+18%
Expansion	$462	+30%
Bull Extension	$478	+35%
Cycle High	$580	+63%

Risk / Reward: Asymmetric (downside limited vs upside convexity)

6. Risk Profile

• Volatility: Low–Moderate

• Drawdown Risk: ~12–18% from current levels

• Trend Failure Level: Weekly close below $348

• Success Probability: 75–85% (trend-following regime)

• Total Risk Score: 25 / 100 (Low Risk)

Fundamental Backdrop:

• Sovereign debt expansion

• Sticky inflation risk

• Geopolitical fragmentation

• Central bank gold accumulation

7. MCC Quant Rules Applied

• Core hedge position maintained at all times.

• No leverage.

• Accumulate only at predefined zones.

• Trim into strength; never liquidate fully.

• Use GLD profits to rebalance risk assets during fear.

8. Strategic Interpretation (MCC Risk Mandate)

• Above $380: Hold / light add on dips.

• $365–$380: Aggressive accumulation.

• Below $348: Defensive posture; reassess macro.

• Above $460: Begin systematic trims.

• Above $580: Expect cycle exhaustion; rotate capital.

9. One-Liner

#GLD remains a high-conviction core hedge trend intact, pullbacks are accumulation, upside convex into macro stress.

⚠️ LEGAL DISCLAIMER (MANDATORY)This content is quantitative research and technical analysis for educational purposes only and does not constitute financial advice, investment recommendations, or solicitation to trade. Investing in securities involves risk, including potential loss of capital. Past performance does not guarantee future results. Always conduct your own research and consult a licensed financial professional before making investment decisions.