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)
2024/4/22
Removed GMX, AUCTION, ACE, USTC
2024/4/15
2024/3/25 ~ 2024/4/8
2024/3/18
2024/3/4 ~ 2024/3/11
2024/2/26
Removed LOOM
2024/2/19
Removed ZEC, XMR
2024/2/12
Removed RATS
2024/2/5
Removed BOND
2024/1/29
Removed USTC, MBL, LOOM
2024/1/22
LORemoved POLYX, ONG
2024/1/15
Removed STPT, LOOM, STEEM
