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)
2023/12/11
Removed BTC, BIGTIME, AAVE, ETH, RUNE, TIA, IOTA, RNDR, FET
2023/12/4
RN
Removed WLD, UNFI, TRX, SEI
2023/11/27
RN
Removed BTC, RUNE, DYDX, SOL, ZRX, PENDLE, BICO, AVAX
2023/11/20
RN
Removed AAVE, ANT, BNT, MTL, TRX, GLMR
2023/11/13
Removed DODOX, INJ, LINK, PENDLE, SFP
2023/11/6
DO
Removed BLZ, ARK, TOMO, MKR
2023/10/30
TOMKRemoved TRB
2023/10/23
2023/8/14 ~ 2023/10/16
2023/8/7
Removed NMR, TRX
2023/7/31
Removed XLM, XRP
2023/7/24
Removed BTC, COMP, INJ
