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)
2023/7/17
BNLURemoved EDU, C98, AR
2023/7/10
Removed APE, BLUR
2023/7/3
Removed EOS, RDNT, LQTY, SHIB, ID, PEOPLE, SPELL, LUNA2
2023/6/26
LU
Removed QNT, UNI, BAND, FXS, RVN, STORJ, XTZ, BNB
2023/6/19
Removed AMB, RAD, STX, LPT, REN, ADA, BNX, LUNC, LUNA2
2023/6/12
BN
AMLU
Removed TRU, QNT, LEVER, 1INCH, RDNT, EDU, IDEX, RSR, HFT
2023/6/5
LU
Removed AMB, AXS, CKB, GMT, BLUR
2023/5/29
AM
Removed ACH, PHB, T, AGIX, HIGH, JOE, FET
2023/5/22
Removed STX, RSR, WAVES, LUNC
2023/5/15
Removed SSV, EGLD
2023/5/8
Removed BNX, CKB, OMG, AMB
2023/5/1
AMRemoved HIGH, ARB, REEF
