As quoted by 9.G: (you should include the reference data for that)
In the event that the aircraft is unable to land from the instrument approach or loses visual reference while circling, the aircraft is cleared to carry out the published missed approach unless ATC directs otherwise. The pilot in command must seek further ATC instructions prior to reaching the end of the missed approach procedure.
That's pretty clear, IMO. And what happens when you don't get further ATC instructions prior to reaching the end of the missed approach procedure? - you hold! Either as published on the racetrack depicted on the plate, inbound on the published track, or inbound on the track on which you arrived at the missed approach holding point. - TC AIM RAC section.