CRYPTO MOMENTUM 100
Saved model holdingsSignal 2026-10-19

Current model portfolio

Twenty futures.
One balanced account.

The model allocates half of account equity across the strongest futures-eligible assets and half across the weakest. Holdings come from a saved Monday signal and do not change between rebalances.

Three separate model accounts. Same signal. Different holding period.
Signal formed2026-10-19Saved 00:00 UTC ranking
Model entry2026-10-20Following UTC close
Next rebalance2026-10-27Every week · Monday signal
Gross exposure100%50% long · 50% short
Since rebalance-1.84%Price + held funding − modeled fees
Since tracking began-19.02%NAV 80.98 · from 2026-08-25
Latest daily P&L-1.68%UTC day 2026-10-20 · valued 2026-10-21 00:00 UTC
Funding since rebalance+0.01%Long -0.00% · short +0.01%

Method

How the model account works

  1. Signal. The ranking of 100 assets is saved once per day at 00:00 UTC. The accounts use the Monday ranking only.
  2. Selection. The model goes long the 10 strongest assets and short the 10 weakest that have a Binance USD-M perpetual. Each position is 5% of the account.
  3. Entry. The model enters at the next UTC close, which is Tuesday 00:00 UTC. The signal never uses a price it could not have known.
  4. Holding. The book stays unchanged for 1, 2 or 4 weeks. This is the only difference between the three accounts.
  5. Rebalance. The model closes the old book and opens the new one at the same close. It pays 10 bps on the amount traded. Positions that stay are only resized.
  6. NAV. Each account starts at 100. NAV = price result + funding received or paid − fees. One valuation is recorded per day at the 00:00 UTC close.

Binance USD-M perpetuals

Current 1-week holdings

Ranks and scores come from the formation snapshot. “Substitute” means an exact top- or bottom-10 member lacked an active perpetual, so the next futures-eligible rank on that side was used.

Download P&L audit
Long book50% notional
10 × 5% positions
RankAssetContractRSP&L
#1InjectiveINJINJUSDT88.8+0.20%
#2CelestiaTIATIAUSDT80.3+0.07%
#3BitcoinBTCBTCUSDT78.5+0.06%
#4JUSTJSTJSTUSDT77.0-0.00%
#5Basic AttentionBATBATUSDT75.2+0.03%
#6KaminoKMNOKMNOUSDT73.9-0.07%
#7TRONTRXTRXUSDT73.8-0.01%
#8PepePEPE1000PEPEUSDT72.4+0.48%
#9World Liberty FinancialWLFIWLFIUSDT69.3+0.14%
#10Bitcoin CashBCHBCHUSDT68.7+0.05%
Short book50% notional
10 × 5% positions
RankAssetContractRSP&L
#100Maple FinanceSYRUPSYRUPUSDT8.5-0.17%
#99Pump.funPUMPPUMPUSDT10.4-0.42%
#98JitoJTOJTOUSDT13.1-0.40%
#97Theta NetworkTHETATHETAUSDT13.5-0.52%
#96Axie InfinityAXSAXSUSDT15.0-0.20%
#95PlasmaXPLXPLUSDT17.3-0.12%
#94Ethereum Name ServiceENSENSUSDT17.7-0.10%
#93BonkBONK1000BONKUSDT18.4-0.21%
#92VeChainVETVETUSDT18.9-0.32%
#91IOTAIOTAIOTAUSDT19.9-0.18%
Long price contribution+0.96%
Short price contribution-2.64%
Funding contribution+0.01%
Modeled fees-0.17%

Recorded 1-week account

NAV by day

Period · 00:00 UTC closesNAVDailySince startEvent
10-20 → 2026-10-2180.98-1.68%-19.02%Valuation
10-19 → 2026-10-2082.36-0.17%-17.64%Rebalance
10-18 → 2026-10-1982.50-0.32%-17.50%Valuation
10-17 → 2026-10-1882.77-1.70%-17.23%Valuation
10-16 → 2026-10-1784.20-1.23%-15.80%Valuation
10-15 → 2026-10-1685.25+2.86%-14.75%Valuation
10-14 → 2026-10-1582.88-1.74%-17.12%Valuation
10-13 → 2026-10-1484.35+0.77%-15.65%Valuation
10-12 → 2026-10-1383.70-4.51%-16.30%Rebalance
10-11 → 2026-10-1287.66+1.78%-12.34%Valuation
10-10 → 2026-10-1186.12+3.86%-13.88%Valuation
10-09 → 2026-10-1082.92+1.06%-17.08%Valuation

Holdings use only active Binance USD-M perpetual contracts; unavailable exact ranks are replaced by the next futures-eligible rank on the same side.

The signal forms at a saved UTC close and the model enters at the following UTC close, matching the historical backtest timing.

Weights are model allocations, not connected exchange positions or investment advice.