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)
5/18
Removed SKYAI, CFG, NAORIS, LUNC
5/11
Removed TAG, BSB, TAC, UB, PRL, GUA
5/4
Removed 币安人生, MAGMA, M, VVV, EDGE, GWEI
4/27
Removed PIEVERSE, CFG
4/20
Removed RAVE, MAGMA, ARIA, TRADOOR
4/13
Removed BR, STO, STG, GUA
4/6
Removed SIREN, CYS
3/30
Removed TRIA, BAN, UAI, GUA
3/23
Removed LYN, KITE, GWEI
3/16
Removed VVV, BARD
3/9
Removed PIPPIN, POWER, GUA
3/2
