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 -71.7% · 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
Off
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
0.1% per side on every trade (fees + slippage)
Cash (0% return)
2024/4/8
LE
Removed JTO, DOGE, ONDO, YGG, CYBER, JUP, MKR, ANKR
2024/4/1
MK
Removed PENDLE, GAL, APT, CFX, DUSK, BADGER, STX, XEC, SSV
2024/3/25
Removed AVAX, ID, JUP, FRONT, JOE, OM, MKR, SOL, RNDR
2024/3/18
FR
MK
RNRemoved AGLD, BAND, ALPHA, AXS, FLOKI, BTC, ALICE, 1INCH, ALT, BNB
2024/3/11
Removed DOGE, ALGO, BONK, CELR, PEPE, ANT, ANKR
2024/3/4
Removed CKB, BNB, ARKM, DGB, ETH, C98, CELO, CTSI, AR, AGIX
2024/2/26
Removed BLUR, BEAMX, AI, CHR, BLZ, BTC, SUPER, FET
2024/2/19
BE
Removed IMX, PENDLE, LINK, DUSK, PYTH, TRX
2024/2/12
Removed NMR, RLC, MAV, SUI, API3
2024/2/5
Removed UMA
2024/1/29
Removed SEI, YGG, BLUR, TIA, ASTR, MAV
2024/1/22
Removed ARB, BTC, ETH, ETC, ANT, ENS, MKR, TRX, NTRN
