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
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
8/10
Removed ROBO, LA, HYPER, ACH, NIL, ZIL, AIO, CFX, SATS, MANTRA
8/3
Removed ONE, GWEI, NIGHT, HOME, MIRA, OPN, HEMI, WLFI
7/27
DOS
BLUR
ERA
KAT
XPL
Weights since the 11/2 rebalance. They drift as prices move.
0.1% per side on every trade (fees + slippage)
Cash (0% return)
Removed SKL, TRIA, BILL, BSB, SENT, SXT, 0G, MANTRA, T
7/20
Removed PARTI, TRB, TAC, OGN, THE, KAT, B, SPELL
7/13
Removed ZKP, MANA, AERGO, MANTA, GUA, ME, ACT, IN
7/6
Removed PUNDIX, BICO, POPCAT, W, SAHARA, IP, NFP, LAYER, SYRUP, FOGO
6/29
Removed OPG, CHIP, TRADOOR, LDO, SAND, SIREN, SENT, ZRO, FARTCOIN, ESPORTS
6/22
Removed SAHARA, ID, OPN, EDGE, MOVE, KAT, LAYER
6/15
Removed LA, HIVE, VIC, STO, NOM, NFP, SUSHI
6/8
Removed GUN, SAGA, ERA, DRIFT, GENIUS, RONIN, ALT, ESPORTS
6/1
RO
Removed KAIA, PROM, OPG, BCH, LPT, ME, PROMPT, MITO, FOGO
5/25
Removed PHB, ENS, LYN, MOVE, RUNE, BERA, SYS, STX
