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 -51.5% · 10 holdings
EVAA
HAEDAL
TAG
XAN
AIN
IRYS
DOOD
BLESS
ESPORTS
IDOL
Weights since the 11/2 rebalance. They drift as prices move.
Buys up to 10 coins whose volume exploded, equal weight, every week.
Entry
Volume 3x+
Rebalance
Mon 9am KST
Trend filter
On
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
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)
2023/7/24
ST
DA
LU
Removed PHB, MINA, XRP, CTSI, LQTY, XEM, SNX
2023/7/17
ST
Removed BEL, COMP, XEC, ZRX, STORJ, QTUM, GRT, MKR, CELO, DGB
2023/7/10
MK
Removed ZEN, XLM, BCH, WAVES, FLOW, BLUR
2023/7/3
Removed AAVE, T, FLOKI, OMG, KNC, FLM, SFP
2023/6/26
2023/6/12 ~ 2023/6/19
2023/6/5
LILE
LU
Removed PHB, ARPA, AGIX, CKB, HIGH, WAVES, GMT
2023/5/29
LI
Removed AXS, ACH, ANKR, ONT, MANA, JOE
2023/5/22
Removed KAVA, T, STX, ANT, MTL, JASMY, BCH, RLC, LUNC
2023/5/15
Removed ALPHA, EGLD, STMX, IOTX, PEOPLE
2023/5/8
ST
Removed HBAR, CTSI, ICP, TOMO, BAND, COCOS
2023/5/1
TOCO
Removed CELR, BEL, COTI, ZIL, AUDIO, ID, RNDR
