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
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
2025/6/2
Removed FUN, PROMPT
2025/5/26
Removed PORTAL
2025/5/19
SOPH
GRAM
BLUR
MARSCOIN
CT
PONS
ESPORTS
Weights since the 11/2 rebalance. They drift as prices move.
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)
Removed FIDA, DF, MOVE, REZ, ACT, REI, MELANIA, OM
2025/5/12
Removed BERA
2025/5/5
2025/4/28
2025/2/17 ~ 2025/4/21
2025/2/10
Removed RATS, BABYDOGE, AEVO, ALT, BAN, AI16Z, MOG, CAT
2025/2/3
RA
Removed WHY, BAKE, X, API3, AVA
2025/1/27
RA
Removed ACX, ACT, BOME, ACE, CATI, SATS
2025/1/20
RA
Removed ORCA, AERO, KOMA, MYRO, AVA, GOAT, HIPPO, CHILLGUY
2025/1/13
Removed WHY, PONKE, KAIA, CETUS, AKT
