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)
11/2
Removed SIREN, TREE, ALT, BILL, IN, GRAM
10/26
Removed BASED, APR, ZIL, NXPC, RVN, DOS, RATS, STBL, BLUR, RIVER
10/19
RA
Removed LYN
10/12
Removed GRAM, 2Z
10/5
9/28
9/21
Removed CFG, COLLECT, WLFI, KAT, RIVER
9/14
Removed GRAM
9/7
Removed SUI, LTC, MOVR, APT, SAND, DOGE, HBAR, BEAMX, MANTRA
8/31
BE
Removed TREE, BB, COW, GRAM, TAC, TRIA, AIO, WLFI, RIVER
8/24
6/8 ~ 8/17
