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)
2025/1/6
RA2024/12/30
2024/12/23
Removed BOND, X, NEIROETH
2024/12/16
NEBO2024/12/9
2024/12/2
2024/11/25
2024/11/18
BO
RORemoved GHST
2024/11/11
Removed ACH, PIXEL, ALPACA, API3, RARE, CYBER, MKR, LINA, MAV
2024/11/4
LI
AL
MKRemoved AXS, VOXEL, GTC, MBOX, MTL, CTSI, AUCTION, RVN, UNFI
2024/10/28
ALRemoved RDNT, KLAY, HBAR, KEY
2024/10/21
KL
Removed UNFI
