VanAurum Logo

Back to main report

the Copper-Gold Ratio | Asset-Specific Analysis | Aug 28 2019


VanAurum Analysis

VanAurum has identified a significant relationship between this signal and one or more of the 2-week, 2-month, or 6-month returns for at least one asset. These are shown below, along with the analytics for each:


COPPER_D
126-day returns for Copper where the Copper-Gold ratio's 90-day rate of change has been less than or equal to -0.28267294
Signal: 11.88

GOLD_D
126-day returns for Gold where the Copper-Gold ratio's 82-day relative strength index has been less than or equal to 38.0
Signal: -8.55

HYG_D
126-day returns for the iShares High Yield Corporate Bond ETF where the Copper-Gold ratio's 91-day rate of change has been less than or equal to -0.29356859
Signal: 14.34

NASDAQ100_D
126-day returns for the Nasdaq 100 Index where the Copper-Gold ratio's 100-day relative strength index has been less than or equal to 40.0
Signal: 15.07

SPX_D
126-day returns for the S&P 500 Index where the Copper-Gold ratio's 70-day net sum of up-days and down-days has been less than or equal to -16.0
Signal: 6.84

USD_D
126-day returns for the US Dollar where the Copper-Gold ratio's 92-day rate of change has been less than or equal to -0.28505211
Signal: -11.70


70 indicators at extremes




Click here to learn more about technical indicators that are shown.


Market Extremes | the Copper-Gold Ratio


Below is a table of market indicators for the Copper-Gold Ratio that are exhibiting extremes. The chart above is a selection of indicators that VanAurum has calculated to be the most significant on a historical basis.

Note: you can sort by column by clicking on the column titles.

ID Date Asset Indicator Percentile Value
425122 08/28/2019 RATIO_COPPER_GOLD_D PROXTOBOLL195 2.96148255813953 -0.104952671260415
425092 08/28/2019 RATIO_COPPER_GOLD_D ROC92 2.62826282628263 -0.28914965
425093 08/28/2019 RATIO_COPPER_GOLD_D ROC93 2.9885678278873 -0.28057989
425091 08/28/2019 RATIO_COPPER_GOLD_D RSI100 1.55775754329584 40.0
425053 08/28/2019 RATIO_COPPER_GOLD_D RSI24 2.96375647205856 33.0
425054 08/28/2019 RATIO_COPPER_GOLD_D RSI26 2.56204249241207 33.0
425055 08/28/2019 RATIO_COPPER_GOLD_D RSI28 2.24959828602035 33.0
425056 08/28/2019 RATIO_COPPER_GOLD_D RSI30 1.95500803427959 33.0
425057 08/28/2019 RATIO_COPPER_GOLD_D RSI32 2.2094268880557 34.0
425058 08/28/2019 RATIO_COPPER_GOLD_D RSI34 2.00410640956972 34.0
425059 08/28/2019 RATIO_COPPER_GOLD_D RSI36 1.71844313515444 34.0
425060 08/28/2019 RATIO_COPPER_GOLD_D RSI38 1.58007498660953 34.0
425061 08/28/2019 RATIO_COPPER_GOLD_D RSI40 1.88805570433851 35.0
425062 08/28/2019 RATIO_COPPER_GOLD_D RSI42 1.691662203178 35.0
425063 08/28/2019 RATIO_COPPER_GOLD_D RSI44 1.5532940546331 35.0
425064 08/28/2019 RATIO_COPPER_GOLD_D RSI46 1.3926084627745 35.0
425065 08/28/2019 RATIO_COPPER_GOLD_D RSI48 1.72737011247991 36.0
425066 08/28/2019 RATIO_COPPER_GOLD_D RSI50 1.5756114979468 36.0
425067 08/28/2019 RATIO_COPPER_GOLD_D RSI52 1.42831637207641 36.0
425068 08/28/2019 RATIO_COPPER_GOLD_D RSI54 1.2542403142296 36.0
425069 08/28/2019 RATIO_COPPER_GOLD_D RSI56 1.15158007498661 36.0
425070 08/28/2019 RATIO_COPPER_GOLD_D RSI58 1.53990358864488 37.0
425071 08/28/2019 RATIO_COPPER_GOLD_D RSI60 1.41938939475094 37.0
425072 08/28/2019 RATIO_COPPER_GOLD_D RSI62 1.26763078021782 37.0
425073 08/28/2019 RATIO_COPPER_GOLD_D RSI64 1.1738975183003 37.0
425074 08/28/2019 RATIO_COPPER_GOLD_D RSI66 1.66488127120157 38.0
425075 08/28/2019 RATIO_COPPER_GOLD_D RSI68 1.54436707730762 38.0
425076 08/28/2019 RATIO_COPPER_GOLD_D RSI70 1.41046241742546 38.0
425077 08/28/2019 RATIO_COPPER_GOLD_D RSI72 1.32119264417068 38.0
425078 08/28/2019 RATIO_COPPER_GOLD_D RSI74 1.2765577575433 38.0
425079 08/28/2019 RATIO_COPPER_GOLD_D RSI76 1.20067845027674 38.0
425080 08/28/2019 RATIO_COPPER_GOLD_D RSI78 1.66488127120157 39.0
425081 08/28/2019 RATIO_COPPER_GOLD_D RSI80 1.56668452062132 39.0
425082 08/28/2019 RATIO_COPPER_GOLD_D RSI82 1.50419567934297 39.0
425083 08/28/2019 RATIO_COPPER_GOLD_D RSI84 1.4149259060882 39.0
425084 08/28/2019 RATIO_COPPER_GOLD_D RSI86 1.36136404213533 39.0
425085 08/28/2019 RATIO_COPPER_GOLD_D RSI88 1.30333868951973 39.0
425086 08/28/2019 RATIO_COPPER_GOLD_D RSI90 1.2765577575433 39.0
425087 08/28/2019 RATIO_COPPER_GOLD_D RSI92 1.82110337439743 40.0
425088 08/28/2019 RATIO_COPPER_GOLD_D RSI94 1.74076057846813 40.0
425089 08/28/2019 RATIO_COPPER_GOLD_D RSI96 1.6336368505624 40.0
425090 08/28/2019 RATIO_COPPER_GOLD_D RSI98 1.60239242992323 40.0
425101 08/28/2019 RATIO_COPPER_GOLD_D SLOWSTOCHS100 2.8150617061526 1.0
425102 08/28/2019 RATIO_COPPER_GOLD_D SLOWSTOCHS105 2.80281182408075 1.0
425103 08/28/2019 RATIO_COPPER_GOLD_D SLOWSTOCHS110 2.80858353620052 1.0
425104 08/28/2019 RATIO_COPPER_GOLD_D SLOWSTOCHS115 2.78278910337362 1.0
425105 08/28/2019 RATIO_COPPER_GOLD_D SLOWSTOCHS120 2.76599584875011 1.0
425106 08/28/2019 RATIO_COPPER_GOLD_D SLOWSTOCHS125 2.7266161068978 1.0
425107 08/28/2019 RATIO_COPPER_GOLD_D SLOWSTOCHS130 2.71881492186794 1.0
425108 08/28/2019 RATIO_COPPER_GOLD_D SLOWSTOCHS135 2.72456172058558 1.0