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)
2023/12/11
Removed AXS, GAL, TLM, MDT, ID, RVN, LUNA2
2023/12/4
LU
Removed SEI, DAR, BLUR, CHR, SKL, SPELL, SNX
2023/11/27
DA
Removed KLAY, OMG, BNT, YFI, NMR, ZRX, JOE, BICO, AVAX
2023/11/20
KL
Removed XVS, ICX, API3, STORJ, HIFI, LUNC, LUNA2
2023/11/13
LU
Removed ACH, SUSHI, EGLD, REN, MASK, ARK, CYBER, IMX, NEO
2023/11/6
Removed FLOKI, CFX, MINA, AGLD, QTUM, WAVES, BLUR, PEOPLE
2023/10/30
Removed BNT, ICX, HOT, UMA, ZRX, BAND, RLC
2023/10/23
2023/8/21 ~ 2023/10/16
2023/8/14
Removed CRV, BAKE, COTI, GTC, ASTR, SHIB, OGN, QTUM, HIGH
2023/8/7
Removed KNC, MDT, UMA, KEY, REEF, NMR, IMX, UNFI
2023/7/31
UNKE
Removed DAR, 1INCH, STMX, XLM, ZRX, BAND, TRX, LUNA2
