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)
2023/4/24
BN
Removed LUNA2, QNT
2023/4/17
LURemoved LUNC
2023/4/10
Removed COCOS, BNX
2023/4/3
Removed LUNA2
2023/3/27
Removed HNT
2023/3/20
Removed T, FXS
2023/3/13
Removed LUNC
2023/3/6
2023/2/27
2023/2/20
2023/1/16 ~ 2023/2/13
2023/1/9
DA
MK
Removed IOST, QNT, REN, HOT, MTL, SOL, JASMY, LUNC, LUNA2
