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 -86.0% · 10 holdings
XAUT
PAXG
WLFI
SOPH
GRAM
BLUR
MARSCOIN
CT
PONS
ESPORTS
Weights since the 11/2 rebalance. They drift as prices move.
Buys up to 10 coins that set a fresh 1-year low, equal weight, every week.
Entry
1Y low
Rebalance
Mon 9am KST
Trend filter
Off
Binance futures coins averaging $10M+ daily volume over 7 days · excluding stablecoins, stocks and commodities
Set its lowest close of the year within the last 7 days
Least bounced from the 1-year low 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)
11/2
Removed SIREN, APR, BILL, 牛来
10/26
Removed LAB, ZIL, NXPC, RVN, DOS, BLUR, RIVER
10/19
Removed LYN
10/12
Removed PUMPBTC, 2Z
10/5
9/28
9/21
Removed LAB, COLLECT, BEAT, CYS, RIVER
9/14
Removed TRIA, GRAM
9/7
Removed LAB, GRVT, APT, MOVR, BEAT, MANTRA
8/31
Removed TREE, BB, BSB, DOT, TRIA, TAC, FIL
8/24
Removed SUI, APT, 2Z, XRP, STORJ, ETC, HBAR, FET
8/17
Removed SLX, SKR, BONK, DOGE, WLFI, LA
