Gold model strategy

I've been running two separate models on gold for a few weeks, competing for the best performance. → Mean reversion, machine learning-based → Structure fade, plain rules The idea was diversification. Two models, two ways of being right. Each one worked well on its own. Then I breached a couple of accounts. I retrained both on more recent data, and the drawdowns were still deep enough to end an account. So I ran a test to see whether the two models were correlated. The daily correlation came out to **-0.034** (which translates to being completely uncorrelated!). They lose on different days. That made a combined version worth trying. → **Grey line**: Buy-and-Hold performance → **Blue line**: equity performance on my mean reversion model → **Green line**: equity performance on my structure fade model → **Red line**: how the combined model performs Held out performance: → +600R over 4,178 trades → +0.14 average → 39.8% win rate The totals are the least interesting part. The equity curve is where it shows. **Two models that fail at different times beat one model with a better average.** Here's how it works: a trend strength reading decides which model is allowed to trade. Above 25, the market counts as trending, and the mean reversion model runs. At or below, the structure fade model runs. Next step is live. I have a few accounts to run it on, and I'll share the receipts either way.