Rebalanced Mondays 9am KST · equal weight · after fees
Not investment advice
A hypothetical index computed by fixed rules: no real money is managed and it is not a recommendation to buy or sell. Past performance does not guarantee future returns; your decisions and their results are your own.
The trend filter only holds coins while Bitcoin is above its 100-day average, and sits in cash otherwise. Bitcoin is now above · holding its 100-day average
Max drawdown -78.1% · 10 holdings
AGT
MAGMA
TRX
PARTI
GTC
BR
APR
LSK
UAI
AKE
Weights since the 11/2 rebalance. They drift as prices move.
Buys up to 10 coins decoupled from Bitcoin, equal weight, every week.
Entry
Low BTC correlation
Rebalance
Mon 9am KST
Trend filter
Off
Binance futures coins averaging $10M+ daily volume over 7 days · excluding stablecoins, stocks and commodities
30-day daily return correlation with Bitcoin below 0.3
Least correlated first
Up to 10 coins in order · equal weight
Every Monday 9am KST (Binance Sunday daily close) · rebuilt from that day's condition and held for a week
0.1% per side on every trade (fees + slippage)
Cash (0% return)
11/2
AGRemoved BTW, CTR, M, BTR
10/26
AG
BTRemoved ARC, OGN, TRUTH, RSR, RATS
10/19
RAAG
BT
Removed PROM, JCT, ON, VTHO, LSK, AIN, US
10/12
Removed AGT, COTI, SAGA, ZRO, 牛来
10/5
BT
AG
Removed Q, H, TAKE, VTHO, UAI, FF
9/28
BT
Removed MAGMA, CAP, POWER, 龙虾, CROSS
9/21
BT
龙虾
Removed 我踏马来了, GPS, UAI, BEAT, AKE, CATI
9/14
BT
龙虾我踏
Removed VELVET, CAP, CLO, TRIA, ACE
9/7
龙虾
BT
Removed GPS, PORTAL, XMR, ARIA, LIGHT
8/31
龙虾
BTRemoved H, ON, TRIA, AVAAI, PRL, RATS, XPIN
8/24
RAAV
Removed DEXE, GIGGLE, RE, COTI, DODOX, ACE, US, WLFI
8/17
DORemoved RATS, ZBT, CAP, RIF, ALLO
