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)
2024/1/8
LO
Removed ZEC, TWT, KAS
2024/1/1
2023/12/25
2023/12/18
Removed ORBS, LOOM, BSV
2023/12/11
LO
2023/12/4
Removed BNB
2023/11/27
Removed ORBS
2023/11/20
2023/11/6 ~ 2023/11/13
2023/10/30
Removed SEI, EGLD, ALICE, IOTA, BLUR, UMA, XTZ, HFT, CHZ, DENT
2023/10/23
Removed SSV, FLOKI, KLAY, COTI, GTC, WAVES, ENJ, ATOM
2023/10/16
KL
Removed MINA, DODOX, GALA, XEM, ARKM, AVAX, LUNA2
