There is some relationship here as holding gold after my mtpi goes negative would historically generate positive returns

But there are concerns as the returns are not that amazing and there are many failed trades.

Some good trades drag the results up, but most trades create negative returns or barely positive returns

Create a Gold-TPI which tells us whether rotating would make sense, and when to exit.

Only rotate if Gold-TPI is positive.

Rotate back into crypto if MTPI turns positive again

Sell gold to cash if Gold-TPI turns negative before MTPI turns positive

Testing 4 different TPI's for gold I identified the best one

All 4 TPI's did OK and generated positive returns

With implementing a TPI system for this we can improve on the standard deviation and downward deviation

this is due to us not holding losing positions blindly

This is at the cost of returns, but it is more sensible to manage this with a Gold-TPI imo

With daily rebalancing the optimal leverage is between 4x-5x for GOLD.

Should we take advatage?

So far I would not take advantage of this. There might be some relationship to capitalize on, but it needs further research.

To me the results so far looks more like noise.

I might need to zoom out but that will hurt the sample size significantly. Might only have 4 samples then, 2018, 2019, 2021, 2022.

I belive the relationship should be explored on a higher timeframe and not after every time mtpi flips as this produces a lot of noise

Might work better after major cycle tops, problem there is that the sample size is way to small to draw any conclusions