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)
8/10
BT龙虾Removed KOMA, AKE, US
8/3
Removed BANK, ALLO
7/27
Removed US
7/20
Removed RIF, DEXE
7/13
Removed MAGMA, TAC, SYN
7/6
Removed LAB, VELVET
6/29
Removed AGT
6/22
AGRemoved DEXE, VELVET, MAGMA, BEAT, STG, RIF, GWEI
6/15
Removed LAB, HOME, 币安人生, HYPE, H, VVV
6/8
Removed STG, TRX, GUA
6/1
Removed TAG, BSB, CFG, VVV, EDGE, ESPORTS
5/25
Removed LAB, TRIA, UB, IRYS, RIF, GWEI
