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)
2025/6/16
Removed UXLINK, OBOL, DEGO, ME, AERGO
2025/6/9
Removed TST, FIS, MLN, RED, B3, AIOT, DOLO
2025/6/2
Removed ALPHA, PORTAL, OM, PYTH
2025/5/26
Removed TST, DEXE, UXLINK, HIFI, REI
2025/5/19
Removed BANANAS31, DF, ALPHA, PORTAL, OM
2025/5/12
Removed SAFE, ATH, MOVE, REZ, ME
2025/5/5
Removed ACT, PAXG, DEXE, OM
2025/4/28
Removed ZK, BEL, ALICE, EDU, NEIROETH, ME, CHILLGUY, PEOPLE
2025/4/21
NERemoved BAL, MYRO, BADGER, HIFI, NULS, ONG, NKN, HIPPO, TROY
2025/4/14
TR
NU
Removed VOXEL, COMP, REZ, MASK, ARK, USUAL, ACT, BSW
2025/4/7
BS
Removed ANKR, ALPACA, W, POLYX, MOVE, SWELL, ZRX, IMX, HIVE, SATS
2025/3/31
AL
Removed T, ARPA, BAKE, DF, RDNT, SUN, COMBO, NMR, CKB, LINA
