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
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
2024/10/14
Removed ETHW, CELO, UMA, VIDT, GLM, UNFI, WOO, W
2024/10/7
UN
TAG
XAN
AIN
IRYS
DOOD
BLESS
ESPORTS
IDOL
Weights since the 11/2 rebalance. They drift as prices move.
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)
Removed PHB, SUSHI, DODOX, LOOM, ARK, SHIB, ID
2024/9/30
LO
DORemoved GAS, OMG, CKB, POWR, ONG, SXP, GLM
2024/9/23
DOLO
2024/9/2 ~ 2024/9/16
2024/8/26
FR
DO
2024/8/5 ~ 2024/8/19
2024/7/29
ST
AM
Removed OXT, DAR, ALICE, DYM, LOOM, FLM, ARK, JOE, WAXP
2024/7/22
2024/6/17 ~ 2024/7/15
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
