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)
2024/3/4
DA
Removed UNI, IOTX, LPT, FRONT, MBL, WLD, AGIX, SPELL
2024/2/26
FR
Removed VET, LEVER, ZEN, POWR, COTI, AUDIO, RIF, KEY
2024/2/19
KE
LERemoved CKB, SUPER, ID, XMR, NMR, BEAMX, RVN, SPELL
2024/2/12
BERemoved STORJ, IMX, RATS, ROSE, LUNC, NEO, API3, PYTH
2024/2/5
RA
Removed ZRX, XEM, IOTA, UMA, CTSI, DUSK, ARK, RLC
2024/1/29
Removed RAD, GAS, KLAY, MBL, AMB
2024/1/22
KL
AMRemoved ONG, ARK, ETC, PEOPLE, TOKEN, POWR, ENS, RIF, T
2024/1/15
Removed PERP, MASK, BSV, 1INCH, STPT, POLYX, ONT
2024/1/8
ST
Removed CAKE, TRB, LEVER, BOND, NMR, XVG, KSM
2024/1/1
LEBO
Removed PHB, ALPHA, LPT, ASTR, GLMR, DENT, OXT, BAKE
2023/12/25
BO
Removed ATA, COMBO, ICP, OMG, FRONT, IOST, WLD, WOO, API3
2023/12/18
COFRRemoved HIGH, IOTA, EDU, TOKEN, LUNC, HOT, IOTX, BIGTIME, XEC, BAKE
