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 -60.9% · 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
On
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
If Bitcoin closes below its 100-day average at rebalance, the index holds cash that week
0.1% per side on every trade (fees + slippage)
Cash (0% return)
2025/8/25
Removed RATS
2025/8/18
Removed TST, ZKJ, LEVER, ARC, AIN, LA
2025/8/11
LE
Removed DMC, FHE, LAYER, ICNT, NXPC, GRASS
2025/8/4
Removed AGT, ZKJ
2025/7/28
AGRemoved LA
2025/7/21
Removed ZKJ, BAKE, LAYER, RESOLV, PORT3, ACT, MELANIA, MAV
2025/7/14
Removed INIT, DF, QUICK, BSV, SOPH, SOON, HUMA, OM
2025/7/7
Removed ALPHA, HMSTR, LEVER, NXPC, USUAL, MELANIA
2025/6/30
LE
Removed BABYDOGE, AGT, APT, ARC, AR, BERA, SHIB, ARKM, CELO, SATS
2025/6/23
AG
Removed GUN, STRK, KERNEL, DEXE, TIA, EPT, HAEDAL, DEGO, S, AERGO
2025/6/16
Removed SXT, UXLINK, DYDX, OP, MELANIA
2025/6/9
Removed FIS, MOVE, AIOT, USUAL, PORTAL, HIFI, PUNDIX
