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)
2024/12/30
NE
Removed SWELL, SLERF, SANTOS, RATS, PONKE, BLZ, G, X
2024/12/23
RA
NE
Removed BOND, HIPPO
2024/12/16
BO2024/12/9
2024/12/2
Removed EIGEN
2024/11/25
2024/11/18
2024/11/11
RO
Removed ALPACA, DOGS, ACE, ALGO, EOS, AEVO, BB, DOT, CATI
2024/11/4
AL
Removed UNFI, VANRY, VIDT, RARE, HMSTR, BLZ, POL, RDNT
2024/10/28
UN
ALVI
Removed MKR
2024/10/21
VIRemoved KEY, NEIROETH
2024/10/14
KENERemoved DOGS, ALPACA, SUN, SYN
