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)
2023/5/22
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
TO
CO
Removed CELR, BEL, COTI, ZIL, AUDIO, ID, RNDR
2023/4/24
RNCORemoved ONT, QNT, LRC, FLM, NKN, WOO
2023/4/17
RN
Removed ANT, ICX, ENJ, ZRX, C98, SXP, UNFI
2023/4/10
UN
Removed ANKR, 1INCH, HOT, LINA, HBAR, SPELL
2023/4/3
LIRemoved CELR, ARPA, OMG, DAR, GTC, API3, MTL, CTSI, RLC
2023/3/27
LIDA
Removed T, PHB, GMX, HNT, MASK, TOMO
2023/3/20
TOLI
Removed KAVA, REN, XRP, FXS, IMX, MKR, ATOM, TRX, SNX
2023/3/13
MK
FX
Removed T, IOST, GTC, YFI, ZRX, XEM, NEO
2023/3/6
MK
Removed ANKR, KLAY, BEL, MTL, XTZ, LINA, DENT
