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)
2024/1/15
LO
Removed ETHW, STEEM, ILV, STPT, USTC
2024/1/8
LO
ST
2024/1/1
Removed KAS
2023/12/25
2023/12/18
2023/12/4 ~ 2023/12/11
2023/11/27
Removed RIF
2023/11/20
2023/10/30 ~ 2023/11/13
2023/10/23
Removed ARKM, SEI, SUI, HFT, AGIX, DOT
2023/10/16
Removed APE
2023/10/9
Removed ENJ
