Portfolio Optimization Model for Gold and Bitcoin Based on Weighted Unidirectional Dual-Layer LSTM Model and SMA-Slope Strategy

Table 13

Effects on SMA and SMA-slope strategies by changes in transaction commission of gold.

Transaction commission of gold (%)	Transaction commission of Bitcoin (%)	SMA		SMA-slope
		Total assets ($)	Rate of change (%)	Total assets ($)	Rate of change (%)
1	2	16410.6	−5	19901.6	−4
2	2	15663	0	19179.9	0
3	2	14953.4	5	18497.2	4
4	2	14279.6	9	17850.9	7
5	2	13639.9	13	17238.6	10
6	2	13032.3	17	17027.6	11
7	2	12455.2	20	16107.4	16
8	2	11906.9	24	15584.6	19
9	2	11385.9	27	15088	21
10	2	10890.9	30	14616	24