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Preprint first, then a journal. Data and code are published with every paper.WP 01 · 24 OCT 2026 · SUBMITTED TO SSRN, UNDER REVIEW
Do Round Numbers Predict Price Reversals in Gold? Evidence from Daily XAUUSD Prices, 2005–2024
Huyen X. Vu (Quantex Research, AlgoTrade Pte. Ltd.). Working paper, version 3. On 5,138 daily XAUUSD bars, round US$100 levels did not hold better than 80 grids of ordinary levels with the same spacing; no main test passed after correction for multiple tests.
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Systematic trading research