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)
2024/5/27
BN
Removed HIGH, AR
2024/5/20
BN
2024/5/13
2024/5/6
Removed ONT, ONG, HBAR, ATA
2024/4/29
LE
2024/4/22
BNRemoved BLZ, OM, TON, CKB, PENDLE, NEO, HIGH, SFP
2024/4/15
Removed BCH, BEL, LEVER, XEC, NKN, BICO
2024/4/8
LE
Removed ANKR, JTO, YGG, JUP, ONDO, DOGE, CYBER, MKR
2024/4/1
MK
Removed SSV, GAL, CFX, STX, XEC, APT, DUSK, BADGER, PENDLE
2024/3/25
Removed SOL, JUP, FRONT, ID, JOE, MKR, RNDR, AVAX, OM
2024/3/18
FR
MK
RNRemoved AXS, BTC, FLOKI, ALPHA, ALT, 1INCH, ALICE, AGLD, BAND, BNB
2024/3/11
Removed ANKR, CELR, ANT, BONK, DOGE, PEPE, ALGO
