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)
2023/11/6
Removed FLOKI, CFX, MINA, AGLD, QTUM, WAVES, BLUR, PEOPLE
2023/10/30
Removed BNT, ICX, HOT, UMA, ZRX, BAND, RLC
2023/10/23
Removed T, COTI, BNX, LQTY, IOTX, XTZ
2023/10/16
BN
Removed AMB, MINA, DODOX, OGN
2023/10/9
DOAMBN
Removed FLOKI, IOST, OMG, LPT, COMP, LUNA2
2023/10/2
AM
Removed ONT, GAL, XEC, KNC, LEVER, 1INCH, THETA, STMX, IMX, SPELL
2023/9/25
LEST
Removed OXT, BNT, ENJ, STORJ, PERP, OGN, SXP
2023/9/18
STRemoved XVS, GTC, AGLD, FLM, CHR, NMR
2023/9/11
Removed AMB, BEL, MDT, IDEX, JOE, ID, RLC, TRB
2023/9/4
AM
Removed TRU, UNFI, BLZ, SUI, RUNE, LEVER, REEF, PENDLE, SFP
2023/8/28
LE
UN
Removed AMB, PHB, BAKE, LPT, HBAR
2023/8/21
LE
AMRemoved RAD, TLM, API3, DUSK, STG, C98, AUDIO
