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 -85.8% · 10 holdings
EVAA
HAEDAL
Buys up to 10 coins whose volume exploded, equal weight, every week.
Entry
Volume 3x+
Rebalance
Mon 9am KST
Trend filter
Off
Binance futures coins averaging $10M+ daily volume over 7 days · excluding stablecoins, stocks and commodities
Daily volume at least 3x the prior 20-day median within the last 7 days (usual volume $1M+)
Biggest spike 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
2024/10/7
UN
VI
Removed PHB, SUSHI, DODOX, LOOM, ARK, SHIB, ID
2024/9/30
LO
TAG
XAN
AIN
IRYS
DOOD
BLESS
ESPORTS
IDOL
Weights since the 11/2 rebalance. They drift as prices move.
0.1% per side on every trade (fees + slippage)
Cash (0% return)
Removed GAS, OMG, CKB, POWR, ONG, SXP, GLM
2024/9/23
DOLO
Removed TRU, BIGTIME, BAL, COTI, QNT, SUPER, SYN, TWT
2024/9/16
Removed BOND, DAR, RDNT, 1INCH, APE, REEF, DUSK, BSV
2024/9/9
DA
BO
Removed KLAY, REN, GMX, CHR, UMA, LQTY, OGN
2024/9/2
KL
Removed ARPA, DAR, DODOX, TLM, MOVR, HOT, NMR, FRONT, AUCTION
2024/8/26
FR
DO
Removed T, SUI, ZETA, ALICE, HOOK, REEF, LOOM, GLM
2024/8/19
DA
LORemoved AMB, KAS, TOKEN, COMBO, STG, STORJ, ORBS
2024/8/12
AMCO
Removed ARPA, RDNT, BSV, STMX, AUCTION, RIF, XEM
2024/8/5
AM
STRemoved T, COTI, XEC, MEW, UMA
2024/7/29
ST
AMRemoved OXT, DAR, ALICE, DYM, LOOM, FLM, ARK, JOE, WAXP
2024/7/22
Removed BOND, GAS, ZEN, RSR, GLM, XAI, OM
