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)
2025/3/24
BN
Removed LAYER
2025/3/17
2025/3/3 ~ 2025/3/10
2025/2/24
2025/2/17
Removed DEXE, DF
2025/2/10
Removed ACH, XMR, SPELL
2025/2/3
Removed RAYSOL, BTC
2025/1/27
RARemoved FARTCOIN, LTC, XRP, SOL, XMR, CGPT, MORPHO, AIXBT, HBAR
2025/1/20
RA
Removed SPX
2025/1/13
Removed SUI, TROY, AGLD, MORPHO
2025/1/6
TRRemoved AAVE, COW, CHEEMS, UXLINK, ZEN
2024/12/30
Removed BTC, EIGEN, CAT
