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 -92.2% · 8 holdings
TRX
SOPH
BANK
DOS
BLUR
ERA
KAT
XPL
Weights since the 11/2 rebalance. They drift as prices move.
Buys up to 10 coins with a volume spike near their 1-year low, equal weight, every week.
Entry
Spike near lows
Rebalance
Mon 9am KST
Trend filter
Off
Binance futures coins averaging $10M+ daily volume over 7 days · excluding stablecoins, stocks and commodities
Volume spike condition + close within 1.2x of the 1-year low
Biggest spike 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)
2024/10/7
2024/9/30
2024/9/23
Removed BAL, TURBO, G
2024/9/16
Removed 1INCH, MASK, FLM, VANRY
2024/9/9
Removed MINA, RENDER, REN, XLM, CYBER, USTC, LUNA2
2024/9/2
LU
Removed REEF
2024/8/26
Removed BB, ALT, APT, LOOM, LQTY, STG, BAND, QTUM, GLM
2024/8/19
LO
Removed KAVA, ONT, GAS, ZIL, DYDX, YFI, ACE, RIF, C98, ATOM
2024/8/12
Removed ARPA, RDNT, BSV, AUCTION, LQTY, POWR, GLM, HIFI
2024/8/5
Removed MAGIC, STRK, GTC, ALT, REZ, DYDX, ILV
2024/7/29
Removed FXS, OMG
2024/7/22
FXRemoved XAI, ETHFI, STG, GLM
