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
2024/10/14
KENERemoved ALPACA, SUN, DOGS, SYN
2024/10/7
2024/9/30
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 ALPACA, ALT, REZ, BANANA, TWT
2024/9/23
AL
2024/9/2 ~ 2024/9/16
2024/8/26
2024/8/5 ~ 2024/8/19
2024/7/29
2024/6/17 ~ 2024/7/22
2024/6/10
2024/6/3
2024/5/27
Removed STRK, SAGA, RDNT, OMNI, MANTA, AEVO, PORTAL, AUCTION, ACE, W
