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)
2024/10/7
2024/9/30
Removed ALPACA, ALT, REZ, BANANA, TWT
2024/9/23
AL
2024/9/16
2024/9/9
Removed ENA, BB, ALT, IO, BOME, ACE, CHZ
2024/9/2
Removed REEF
2024/8/26
Removed LDO, BB, LQTY, ATOM, XAI
2024/8/19
Removed PIXEL, GTC, ALT, YFI, IO, MANA, ACE, SNX
2024/8/12
Removed BIGTIME, ARPA, BB, AI, APE, ARK, BLUR, ATOM, ARB
2024/8/5
Removed OMNI, STRK
2024/7/29
2024/7/22
