Dr. Jan Wüstenfeld|2月 21, 2026 14:27
Last week I shared Bitcoin's 90-day rolling correlations and how that relates to the recent price correction.
There's more to extract from that data.
If Bitcoin's volatility scares you but you want protection against monetary debasement, a Bitcoin-gold mix might work. 🪙
📊 BTC-Gold 90-day correlation averaged 0.09 over the past decade. The two assets move nearly independently.
The data for a 50/50 portfolio using rolling 1-year windows (2016-2026):
⚡ vs pure Bitcoin: Cuts volatility in half (66%→34%) while maintaining strong returns (63% avg vs 154%)
📈 vs pure Gold: 5x returns (14%→63%) at manageable volatility
Both returns and vol have moderated recently:
5-year average: 47% returns, 31% vol. Still well above traditional portfolios, but if you want to dip your toes in this might be a good start(Dr. Jan Wüstenfeld)
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