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)
2023/7/10
BNAM
Removed COMBO, EDU
2023/7/3
CORemoved LINK, AR
2023/6/26
Removed UNFI, EOS, COTI, REN, APE, LQTY, XEM, CELO, LUNA2
2023/6/19
LU
UN
Removed AXS, FLOKI, AGIX, 1INCH, ALICE, BLUR, SHIB, PEPE, ALGO, ARB
2023/6/12
Removed TRU, OMG, SUI, SUSHI, LQTY, LUNA2
2023/6/5
LURemoved AMB, GMX, RDNT, ZEC, FET
2023/5/29
LUAM
2023/5/22
LURemoved T, MINA, SUSHI, GMX, LQTY, HIGH, COCOS, FET
2023/5/15
LUCO
Removed SSV, MAGIC, FXS, JOE, HFT, LUNC
2023/5/8
FX
LU
2023/5/1
Removed TRU, SSV, LUNA2
2023/4/24
LU