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
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
5/18
5/11
5/4
SOPH
GRAM
BLUR
MARSCOIN
CT
PONS
ESPORTS
Weights since the 11/2 rebalance. They drift as prices move.
0.1% per side on every trade (fees + slippage)
Cash (0% return)
Removed SKR
4/27
Removed BARD, SAGA, NIGHT, SIGN, MBOX, INX, AIA, TRU, STRK
4/20
Removed PARTI, TRUMP, UNI, ADA, IP, AAVE, KAT, POL, DOT
4/13
Removed ROBO, SENT, BANK, WLD, RESOLV
4/6
Removed ARB, BARD, ADA, ALGO, LIGHT, ETC, GALA, CRV, ATOM
3/30
Removed NIGHT, IP, FIL, ENA, BIO, GIGGLE, NEIRO
3/23
Removed TRUMP, BULLA, WIF, OGN
3/16
Removed SHIB, ALGO, BONK, ETC, GALA, PEPE, INJ, ATOM, FET
3/9
Removed BIRB, FLOKI, EIGEN, BIO, APE, AR, STRK
3/2
Removed ARB, HUMA, ALGO, APT, ENA, NOM, ICP, DYDX, CRV
