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 -71.2% · 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
On
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
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)
2023/6/26
LU
2023/6/12 ~ 2023/6/19
2023/6/5
LU
Removed CKB, AXS, BLUR, AMB, GMT
2023/5/29
AM
Removed PHB, HIGH, ACH, JOE, AGIX, FET, T
2023/5/22
Removed WAVES, LUNC, RSR, STX
2023/5/15
Removed EGLD, SSV
2023/5/8
Removed BNX, CKB, AMB, OMG
2023/5/1
AMRemoved ARB, HIGH, REEF
2023/4/24
BN
Removed QNT, LUNA2
2023/4/17
LURemoved LUNC
2023/4/10
Removed BNX, COCOS
2023/4/3
Removed LUNA2
