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)
2025/12/1
Removed NTRN, XAN, GPS, CROSS, CTSI, AKE, HFT, FLUID, WCT, MAV
2025/11/24
Removed POPCAT, CVC, ANKR, KAVA, PTB, USUAL, VELODROME, TA, BABY
2025/11/17
VE
Removed MITO, ALT, HMSTR, ERA, ILV, ETC, SOLV, SCR, HUMA, SIGN
2025/11/10
Removed PHB, ASR, KDA, AVA, PUFFER, LUMIA, PERP, ME, ZKJ, AKT
2025/11/3
Removed 0G, OPEN, STORJ, SIGN
2025/10/27
Removed AI, RARE, HOOK, WAL, ARC, C, CYBER, CATI, SUPER, TOWNS
2025/10/20
Removed PHB, TLM, ALICE, EPT, OBOL, PORT3, ASTR, RVN
2025/10/13
PO
Removed KAVA, COS, HOOK, FORM, MELANIA
2025/10/6
Removed ME, UXLINK, VANA, A2Z, B, NEIROETH, SFP, SIGN, CUDIS, SATS
2025/9/29
NE
Removed INIT, MOVE, DYM, RESOLV, IO, ACT
2025/9/22
Removed AXL, TST, VANA, LAYER, NXPC, GRASS
2025/9/15
Removed TREE, BAKE, LEVER, NEWT, WAL, HIFI, TRUMP, AERGO
