Simulation historique uniquement
Allocation dynamique · 1 000 USDC
Decision a la cloture, execution a l’ouverture suivante. 500 bougies communes closes au maximum. Aucun ordre reel.
Chargement...
50/50 : achat initial puis conservation, pas de rebalancement continu. Valeurs finales marquees au marche, sans liquidation finale.
| Execution / signal (UTC) | Allocation avant / cible | Valeur avant / apres | Frais / slippage (USDC) | Jambes |
|---|
PAXG est de l’or tokenise, pas de l’or physique detenu directement. USDC : rendement modele de 0 %, risque de depeg et d’emetteur. Frais et slippage par jambe. Une simulation ne garantit aucun profit.
Markets follow capital rotation cycles. When institutional investors take profits on one asset, they transfer wealth to another. Understanding these cycles is key to anticipating major moves.
The BTC/Gold ratio reveals these rotations: when the ratio rises sharply, capital flows from traditional safe-havens (gold) into risk assets (BTC). When it falls, money exits crypto back into gold — the ultimate flight to safety.
BTC/Gold Ratio = BTC Price / Gold Price per oz → How many ounces of gold one Bitcoin buys
Correlation = Pearson correlation of daily returns → +1 = move together, -1 = inverse, 0 = independent
Relative Strength = (BTC return - Gold return) → Positive = BTC outperforms, Negative = Gold outperforms
Volatility Ratio = BTC vol / Gold vol → Shows how much riskier BTC is vs Gold (typically 5-10x)
More formulas coming soon — Sharpe comparison, rolling beta, Z-score divergence...
Cette page analyse la correlation entre Bitcoin et l'Or en temps reel. Basee sur les travaux d'Yves Choueifaty (lag 200 jours, multiplicateur x15) et Philippe Herlin (actifs complementaires). Graphiques de correlation glissante, ratios, et analyse des divergences historiques.