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
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
2025/6/16
NERemoved OBOL, AIOT, RVN
2025/6/9
TRX
PARTI
GTC
BR
APR
LSK
UAI
AKE
Weights since the 11/2 rebalance. They drift as prices move.
0.1% per side on every trade (fees + slippage)
Cash (0% return)
Removed HIFI, TST, SXT, LAYER
2025/6/2
Removed BSW, VOXEL, SOLV, FORM
2025/5/26
BS
Removed AERGO, NKN
2025/5/19
BS
Removed FUN
2025/5/12
BS
Removed BROCCOLIF3B, ALPACA, BR, GAS, FLM, ARK
2025/5/5
AL
BS
BRRemoved DEXE, ACT
2025/4/28
BRBSALRemoved ZEC, BR, AUCTION, OM, DEGO
2025/4/21
BR
Removed VIDT, PROM, KAVA, EPIC, TRX
2025/4/14
Removed SHELL, MASK, DEXE, RARE, DF, LAYER, CATI
2025/4/7
VI
Removed ORCA, RATS, GPS, NEIROETH, ARC
2025/3/31
VI
NE
RA
Removed VANA, IP, BNX, ACT
