From an athletes perspective - the short version: when you're not happy there anymore. The long version: I think it's different in every situation. But if your gut instinct is even hinting to leaving then maybe you should figure out why. Are you unhappy with the people? The way things are ran? Are you not being pushed? The loyalty thing is really hard to get past but people who care about you will still be there when you switch gyms. At the end of the day it's your money, your happiness, and your time. Don't worry about other people.
I switched to Gym B after being at Gym A for 8 years. To say we were "loyal" to them was an understatement. For 6 of those years both my mom and dad coached there and my brother also cheered. My whole entire family was involved with Gym A. My grandma made some of the very first uniforms. We were there for so many ups and downs with that gym -wins, loses, deaths, marriages. They were extended family. But there came a time where things were happening that we didn't want to deal with and I wanted to switch. It's scary at first, especially when Gym A and B are in the same building - even share the same parking lot. But it was totally worth it and the people at gym A were understanding. And people who weren't? Well they didn't matter after a couple months.
Advice though if you do switch: be very open with Gym 1 and tell them you've decided to switch to gym 2. Don't let them find out through the grape vine. That will stir up more drama than needed.
Good luck with your decision!
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