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)
8/10
Removed CFX, APT, ZRO, TRUMP, AIO
8/3
Removed HOME, DOT, RE, GWEI, WIF, ATOM, NIGHT
7/27
Removed XAUT, BONK, GALA, SHIB, TRUMP, HBAR
7/20
Removed SIREN, BSB, PARTI, TRIA, OPG, CHZ, ESPORTS
7/13
Removed XAUT, MANTA, GALA, DOGE, ATOM, BNB, BICO, AERGO
7/6
Removed BTC, APT, ADA, FOGO, SHIB, PEPE, CHZ
6/29
Removed SIREN, SUI, BILL, OPN, GENIUS, OPG, AVAX, SAHARA
6/22
Removed XAUT, DOT, PHAROS, UNI, EDGE, BCH, IP, HBAR
6/15
PH
Removed ZORA, W, ZRO, HIGH, NIGHT, STO, HIVE
6/8
Removed AAVE, DRIFT, BONK, AIGENSYN, ADA, OPG, BCH, TRUMP, MEGA, ESPORTS
6/1
AIRemoved FOGO, GENIUS, XLM, ME
5/25
Removed PHB, MLN, MOVE, SYS, ETHFI, SAND, IP
