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
11/2
AGRemoved BTW, CTR, M, BTR
10/26
AG
TRX
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 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
6/8 ~ 8/17
