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)
2025/6/2
Removed PYTH, ALPHA, OM, PORTAL
2025/5/26
Removed HIFI, TST, DEXE, REI, UXLINK
2025/5/19
Removed ALPHA, PORTAL, DF, OM, BANANAS31
2025/5/12
Removed REZ, ATH, ME, SAFE, MOVE
2025/5/5
Removed OM, PAXG, ACT, DEXE
2025/4/28
2025/2/17 ~ 2025/4/21
2025/2/10
AL
DOLU
Removed PHB, SWELL, FLUX, LEVER, SANTOS, AVA, TNSR, CFX, RUNE, RLC
2025/2/3
LE
Removed SLERF, FIDA, ZETA, VANA, GOAT, MYRO, BAN, WHY, AEVO, OMNI
2025/1/27
Removed AERO, MOG, ORCA, CYBER, EDU, MEME, RUNE, X
2025/1/20
Removed AKT, SAFE, ACT, G, DEGEN
2025/1/13
Removed WHY, RATS
