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
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
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
0.1% per side on every trade (fees + slippage)
Cash (0% return)
2024/7/15
DABO
Removed BAL, NTRN, SAGA, EDU, BNX, CHR, FRONT, ASTR
2024/7/8
BNFR
Removed BOND, GAS, KAS, MTL, YFI, LSK, RATS, UNFI
2024/7/1
BNBO
RAUN
Removed CRV, BAKE, TRB, STMX, ONG, USTC
2024/6/24
UNRA
ST
Removed LEVER, SKL, RIF, HIGH, BICO, OM
2024/6/17
Removed OMG, DAR, MOVR, ALICE, LINA, COMBO, LQTY, WAVES, SPELL
2024/6/10
LICO
DA
Removed EDU, KEY, AUCTION, STG, LUNA2, BEAMX, STEEM
2024/6/3
KEBE
LILURemoved METIS, REN, CTSI, ENS, STMX, OGN, RSR, PYTH, UNFI
2024/5/27
UN
STRemoved LRC, LOOM, UMA, ZRX, AUCTION, CYBER, POWR, BICO, PEOPLE
2024/5/20
LO
Removed USTC, GMX, MOVR, XVG, ARK, FRONT, GLM, TRB
2024/5/13
FR
Removed ZETA, COMBO, ETHFI, HIGH, WAVES, STEEM
2024/5/6
FRCO
Removed BONK, DODOX, LOOM, CTSI, LSK, POWR, HBAR
2024/4/29
LODO
Removed ONT, BLZ, BNX, ORBS, NEO, SUPER, SFP, ONG
