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)
2025/1/6
TRRemoved AAVE, COW, CHEEMS, UXLINK, ZEN
2024/12/30
Removed BTC, EIGEN, CAT
2024/12/23
Removed COW, SUI, CETUS, ENS, FTM, ONDO, LINK, SUPER, GRASS
2024/12/16
FT
Removed AAVE, CHESS, SYS, UNI, EIGEN, PEPE, XMR, BSW, TAO
2024/12/9
BS
Removed GHST, FIO, DASH, ADA, ENS, DOGE, ALGO, HBAR, BRETT
2024/12/2
Removed RENDER, MBOX, COS, KDA, ZEC, XLM, BANANA, POL
2024/11/25
Removed BTC, POPCAT, SUI, BONK, MEW, SOL, TRX, OM
2024/11/18
Removed AAVE, UXLINK, NEIRO, ZEC, DOGE
2024/11/11
Removed POPCAT, TRX
2024/11/4
Removed MEW
2024/10/28
Removed BABYDOGE, TURBO, REEF, NEIRO, BRETT, OM
2024/10/21
Removed POPCAT, SUI, BANANA, TAO
