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)
2023/10/30 ~ 2023/11/13
2023/10/23
2023/8/21 ~ 2023/10/16
2023/8/14
Removed EDU, APE, BNX, COMBO, ID, LUNC, LUNA2
2023/8/7
LU
BN
CORemoved COTI, MDT, KEY, HIGH, UNFI, MAV
2023/7/31
KEUNRemoved COMBO
2023/7/24
CORemoved AMB, APE, BNX, ID, HIGH, ALGO
2023/7/17
AMBN
Removed GTC, LUNC
2023/7/10
BNAMRemoved COMBO, EDU
2023/7/3
CORemoved LINK, AR
2023/6/26
2023/6/12 ~ 2023/6/19
