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)
2024/3/4
Removed ETH, AGIX, CTSI, AR, CKB, C98, ARKM, BNB, CELO, DGB
2024/2/26
Removed BTC, BLZ, AI, CHR, SUPER, BEAMX, BLUR, FET
2024/2/19
BE
Removed DUSK, LINK, IMX, PENDLE, PYTH, TRX
2024/2/12
Removed SUI, API3, NMR, RLC, MAV
2024/2/5
Removed UMA
2024/1/29
Removed SEI, TIA, ASTR, YGG, BLUR, MAV
2024/1/22
Removed NTRN, BTC, ANT, ETH, ENS, ETC, MKR, TRX, ARB
2024/1/15
MK
Removed STX, YGG, OGN, PENDLE, SEI, PEOPLE
2024/1/8
MK
Removed ONT, OXT, ROSE, ORDI, API3, BSV, ICP, NMR, QTUM
2024/1/1
MK
Removed BOND, BAKE, TIA, DOT, DODOX, EGLD, ASTR, SOL, BICO, DENT
2023/12/25
BO
DO
Removed WLD, ROSE, BLZ, STRAX, INJ, ICP, STORJ, ARKM, AVAX
2023/12/18
Removed ANT, EGLD, ADA, DOGE, JOE, WAXP, GLMR, SNX
