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
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
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
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)
2024/5/27
UN
ST
Removed LRC, LOOM, UMA, ZRX, AUCTION, CYBER, POWR, BICO, PEOPLE
2024/5/20
LO
2024/5/13
2024/5/6
FR
CO
Removed BONK, DODOX, LOOM, CTSI, LSK, POWR, HBAR
2024/4/29
LODO
Removed ONT, BLZ, BNX, ORBS, NEO, SUPER, SFP, ONG
2024/4/22
BN
Removed BEL, BNT, XVG, FLM, CKB
2024/4/15
Removed ALPHA, LEVER, JTO, RVN, NKN, BICO, ATA
2024/4/8
LE
Removed TRU, BOND, T, POLYX, TOKEN, BADGER, IDEX, LQTY, WAXP
2024/4/1
BO
Removed EDU, DUSK, FRONT, JOE, RSR, OM
2024/3/25
FR
Removed SSV, ARPA, REEF, KEY, BNX, ZRX, HIFI, POWR, CELO
2024/3/18
BNKE
Removed FLOKI, BONK, XEC, MTL, YGG, LSK, SHIB, QTUM, PEPE, LUNA2
2024/3/11
LU
Removed DAR, ALICE, HOT, XVG, THETA, JASMY, WAXP
