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)
2025/8/25
Removed ARC, ID, RATS, SIGN, LUNC, A
2025/8/18
Removed TST, BMT
2025/8/11
Removed AGT, SQD, ICNT, B3, AUCTION, GLM, MAV
2025/8/4
AG
Removed LAYER, ZKJ, LA
2025/7/28
Removed TST
2025/7/21
Removed BAKE, AGT, PORT3, DEGO, SOPH, SOON, LA, MAV, A
2025/7/14
PO
AG
Removed ARPA, BEL, LEVER, QUICK, HOOK, BSV, RONIN, LOKA, AWE
2025/7/7
LERO
LORemoved MOCA, DEXE, ALPHA, LAYER, ALT, MELANIA, MILK, ZKJ
2025/6/30
LE
Removed EPIC, AXL, MEMEFI, EPT, HIFI, AERGO
2025/6/23
Removed FIDA, GUN, PAXG, IOST, DEXE, HMSTR, NXPC, LUNC
2025/6/16
Removed UXLINK, OBOL, DEGO, ME, AERGO
2025/6/9
Removed TST, FIS, MLN, RED, B3, AIOT, DOLO
