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)
5/18
Removed MEGA
5/11
Removed 0G, EDU, NFP, PUMP, KAT, MANTRA
5/4
Removed AAVE, SKR, W, SAND, TRUMP, TRADOOR
4/27
Removed YB, MOVE, MBOX, RARE, INX, OG, WAL, SKL, KSM, HOLO
4/20
Removed FUN, MMT, SUPER, LPT, PARTI, EDU, ORDER, FF, WLFI, AVNT
4/13
Removed DRIFT, YB, GAS, BLUR, CETUS, SKL, NIGHT, RAYSOL, G, BANK
4/6
RA
Removed Q, PTB, PROVE, KNC, JTO, SENT, ENJ, SUPER, LIGHT
3/30
Removed VANRY, HYPER, NXPC, C, ANIME, NEO, THE, ME, BARD
3/23
Removed MMT, ICX, MBOX, NIGHT, XAI, FLOW, BABY, SXT, AVNT
3/16
Removed GIGGLE, KNC, ALICE, SENT, POWER, BANANA, AKE
3/9
Removed AXL, LAYER, HOT, AGLD, PROMPT, NEWT, FLOCK, MIRA, SIGN, HOLO
3/2
Removed MUBARAK, VANA, INJ, YGG, UMA, TRUTH, BIO, RAYSOL, EUL, AWE
