Link building... I made some mistake?

Hi guys, I have a main site and I have a forum. They are in different domain. Anyway, in the main menù of my main site I have a link to the forum, and in the main menù of the forum I have a link to the money site.

My main site was ranked #4 on main keyword.
My forum was nowhere.

So in the past weeks I tried to make some link building to my forum.

Anyway, is it normal that even my main site started to dance?
Now my main site is #6. Forum is still nowhere.

I make something wrong? What do...

Link building... I made some mistake?

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