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 -71.2% · 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
On
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
If Bitcoin closes below its 100-day average at rebalance, the index holds cash that week
0.1% per side on every trade (fees + slippage)
Cash (0% return)
6/1
RO
Removed MITO, PROM, LPT, PROMPT, FOGO, OPG, BCH, ME, KAIA
5/25
Removed PHB, LYN, STX, RUNE, SYS, MOVE, ENS, BERA
5/18
Removed MEGA
5/11
Removed 0G, EDU, NFP, PUMP, KAT, MANTRA
5/4
Removed AAVE, SKR, W, SAND, TRUMP, TRADOOR
4/27
2025/10/13 ~ 4/20
2025/10/6
2025/9/29
2025/9/22
Removed AXL, TST, VANA, LAYER, NXPC, GRASS
2025/9/15
2025/9/1 ~ 2025/9/8
