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 -59.4% · 5 holdings
JCT
AIN
Q
BEAMX
INIT
Weights since the 11/2 rebalance. They drift as prices move.
Buys up to 10 coins that set a fresh 1-year high, equal weight, every week.
Entry
1Y high
Rebalance
Mon 9am KST
Trend filter
On
Binance futures coins averaging $10M+ daily volume over 7 days · excluding stablecoins, stocks and commodities
Set its highest close of the year within the last 7 days
Closest to the 1-year high 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
BERemoved AGT, CAP, GTC, AVA, IRYS
10/26
AG
Removed BTW, ZEREBRO
10/19
AG
Removed ORCA, RAYSOL, NMR, RLC, NEAR, GRASS
10/12
RA
Removed QNT, SKY, PUMP
10/5
BTRemoved PIEVERSE, HYPE, MUBARAK, UNI, VVV, ZEC, NEAR, LIT
9/28
BT
Removed BR, AIN, 龙虾, AKE
9/21
龙虾BT
Removed LSK, UAI, LIT
9/14
龙虾
Removed HYPE, BR, CAP, AKE
9/7
BT龙虾Removed ONG
8/31
龙虾
Removed BTW, CAP, GPS, ZEC, MORPHO, PRL
8/24
BT
6/8 ~ 8/17
