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)
2023/2/27
KL
Removed BAL, ROSE, ICP, DUSK, MKR, SXP, FIL
2023/2/20
MK
Removed ARPA, BLZ, CHR, SKL, GRT, NEO
2023/2/13
Removed BAKE, DAR, REN, MASK, INJ, JASMY, SFP, LUNC
2023/2/6
DARemoved AXS, ICX, XEC, LPT, DUSK, STG, AUDIO, UNFI
2023/1/30
DA
UN
Removed GAL, LRC, ZIL, API3, MANA, ENJ, RVN, HBAR
2023/1/23
Removed ANKR, COMP, APT, GALA, AVAX, GMT, WOO, LUNA2
2023/1/16
LU
Removed LDO, DAR, ALPHA, XEC, GRT, JASMY, TRX
2023/1/9
DA
Removed IOST, REN, HOT, MTL, SOL, BAND, DENT, LUNC
2023/1/2
