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)
2/23
RA
Removed RECALL, PTB, LPT, ZIL, DYM, MOVE, OG, UNI, ME
2/16
Removed ANKR, G, PROVE, API3, AVAAI, AUCTION, AIO, BULLA, SYN
2/9
AV
Removed ZORA, AXL, ZKC, PTB, ZETA, JTO, NOM, SOMI
2/2
Removed ARPA, LPT, SHELL, IN, BERA, MIRA, MEME, G, FLUID, SXT
1/26
Removed SATS, PROM, EGLD, KAITO, HANA, NOT, XAI, TRADOOR, TANSSI, A
1/19
Removed MINA, PTB, XRP, OG, ENS, US, ARKM, BABY, SNX
1/12
Removed GAS, TAKE, KAITO, AUCTION, STORJ, QTUM, TRUMP, FLOW
1/5
Removed NTRN, ONT, T, ZKC, POLYX, NEWT, FLOCK, BANANA, CVC
2025/12/29
Removed GUN, AXL, EDEN, HMSTR, MOVE, AIOT, OPEN, FORM, ZRC, OM
2025/12/22
Removed RDNT, PROMPT, USUAL, AIN, STABLE, OL, KGEN, XNY, COMMON
2025/12/15
Removed ORCA, CHESS, RED, BID, PUFFER, ACE, BAND, ANIME, CVC, MON
2025/12/8
Removed AT, PLUME, MLN, TAC, RVV, SUPER, SAHARA
