Portfolio value since going live
USD, at each daily close (UTC). Paper is the same rules run on the same prices with estimated costs. BTC and ETH buy & hold put the same starting amount into Bitcoin or Ether on day one and hold it (Binance daily closes, no fees).
Current holdings
Target weights after the latest daily close.
Coins in the current universe
Recent trades
How it works
AGG-MIX: a systematic crypto trend strategy
AGG-MIX is a rules-based, long-only crypto strategy that has traded real money on Binance spot since 30 September 2026. A program runs it once a day with no discretionary input. It never borrows, shorts or uses derivatives, and it holds USDT when it isn't in coins.
What it can hold
Bitcoin, plus the 20 most-traded coins on Binance. The list is rebuilt daily from data available at the time, so coins enter and leave as markets change. Stablecoins and coins with too little history are excluded.
The models
- v1 (Bitcoin and Ether trend): for each coin, it checks whether the price is higher than it was over a short, a medium and a long window. The more windows that say “up”, the larger the position. Positions shrink when a coin gets more volatile.
- v2 (top-20 trend): the same trend votes, combined with a breakout signal that needs above-normal trading volume. Altcoins are held only while Bitcoin trades above its long-term average.
- AGG-MIX (live): half the portfolio follows Bitcoin's trend votes (all up means fully in Bitcoin, mixed means partly, none means cash). The other half is an altcoin basket picked with the v2 rules, with a small maximum per coin. Anything not invested stays in USDT.
Sizing and rebalancing
After each daily close (00:00 UTC), the program recomputes every coin's target weight from closing prices only. It trades only where holdings have drifted beyond a set margin, so most days nothing trades. Sells go before buys, and buys never exceed the available cash.
Risk limits
- Long-only and unleveraged: exposure never exceeds 100%.
- Cash is a position: the portfolio can sit mostly or entirely in USDT when trends are weak.
- Per-coin caps keep any single altcoin small.
- A safety ceiling caps the capital the program sizes on.
- Each order has a maximum size. Trading is skipped if the exchange price disagrees with an independent reference.
- A kill switch sells everything and stops the program after a large fall from the peak, until a person reviews it.
- Review rules were written in advance, for example a check if live results drift too far from the model.
Live vs paper vs backtest
- Live: the real account, after real fees and slippage.
- Paper: the same rules on the same daily prices with estimated costs, from the same start date. A gap between live and paper means execution (fees, fills, timing), not the strategy.
- Backtest: the rules applied to history from 2018, with parameters fixed in advance and checked on data they weren't built on.
Past results, backtested or live, don't predict future returns. Trend following reacts after moves begin, so it lags at turning points and can lose money in choppy markets. For information only, not investment advice.