Gold Has a Strange Relationship With… Coffee
Sounds weird, right? A rise in coffee prices doesn't directly mean Gold will rise. But here's the interesting part. Coffee, Oil, Copper, and Gold are all part of the global commodity market. When Energy, Food, and Industrial Commodity prices rise together for an extended period, it can signal broader inflationary pressure across the global economy. As inflation expectations rise, investors start paying more attention to: Real Returns + Interest Rates + Currency Purchasing Power And that's where the Gold story can begin. Think of the chain: Coffee → Commodity Inflation → Inflation Expectations → Monetary Policy → Gold. So yes... A simple Coffee Bean can sometimes be part of a much bigger economic chain that eventually affects Gold. Markets are connected in ways most charts don't show.
Nice idea. One thing I would be careful with is overlapping samples. If you measure the next K bars after every signal, many signals can share the same future candles and make the result look more significant than it really is.
I would also keep a completely untouched period for final testing and compare nearby parameter values, not only the best one. If you test many features, some will look good just by chance, so the result should repeat across different periods and market conditions.
For every feature I would compare average return, median return, hit rate, maximum adverse move and maximum favourable move. That should make it easier to see if the feature has a real edge or only a few large outliers.
