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 -44.3% · 10 holdings
AGT
MAGMA
Buys up to 10 coins decoupled from Bitcoin, equal weight, every week.
Entry
Low BTC correlation
Rebalance
Mon 9am KST
Trend filter
On
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
2024/10/14
VI
BN
Removed BOND, OMG, TRX
2024/10/7
VI
BOTRX
PARTI
GTC
BR
APR
LSK
UAI
AKE
Weights since the 11/2 rebalance. They drift as prices move.
If Bitcoin closes below its 100-day average at rebalance, the index holds cash that week
0.1% per side on every trade (fees + slippage)
Cash (0% return)
Removed BIGTIME, DAR, ARK, REEF, BNX
2024/9/30
BNVI
DA
Removed OMG, SUN, TON
2024/9/23
2024/9/2 ~ 2024/9/16
2024/8/26
DA2024/8/5 ~ 2024/8/19
2024/7/29
STRemoved LDO, MTL, FET
2024/7/22
BN
2024/6/17 ~ 2024/7/15
2024/6/10
BN
Removed FRONT, UMA, TRB
2024/6/3
FRBN
Removed JTO, TRX
