Below are live backtest results for ACMI RS (Relative Strength) based portfolio, where we buy the top 5 RS leaders and rebalance every week. During rebalance, we sell the coins that go out of top 5 and replace them with new entrants to top 5 RS leaderboard. At any point, the porfolio holds no more than 5 coins.
Portfolio invests only when ACMI index is above base value, i.e. 1000. We liquidate the whole portfolio when ACMI goes below base value, and wait for next opportunity to re-invest when ACMI goes above base value.
Returns are computed and updated daily based on EOD price data of coins held in the portfolio. Check the actual trade logs for the portfolio with details below the equity curve chart. These are updated weekly as part to automated portfolio rebalance.
Starting Capital: $1000 USD
Allocation: Equal Distribution Among Top 5 Cryptos (20% each coin )
Start Date: 28th April, 2024
Note: The portfolio is simulated using historical data and does not include slippages or commissions. Purpose of this exercise is to demonstrate how ACMI index can be applied for real world trading/investing. It is not a financial advice or recommendation. Please do your own research before investing.
| Asset | Start Value | End Value | Return (%) | CAGR (%) | Max Drawdown (%) | Sharpe Ratio | Sortino Ratio |
|---|---|---|---|---|---|---|---|
| ACMI RS Portfolio 🚀 | 1000 | 5138.2181 | 413.82 | 389.8 | 56.48 | 2.05 | 2.11 |
| BTC | 1000 | 1616.9511 | 61.7 | 59.44 | 27.84 | 1.17 | 1.33 |
| SOL | 1000 | 1149.289 | 14.93 | 14.46 | 59.89 | 0.59 | 0.65 |
ACMI RS Portfolio returns against returns of Bitcoin and Solana during the same period.
| Date | Coin Symbol | Action | Price | Units | Allocation | Portfolio Value |
|---|---|---|---|---|---|---|
| 2024-05-27 | SPX | BUY | 0.0147819 | 13530.1 | 200 | 1000 |
| 2024-05-27 | PEPE | BUY | 0.0000159524 | 12537300 | 200 | 1000 |
| 2024-05-27 | BRETT | BUY | 0.0694399 | 2880.19 | 200 | 1000 |
| 2024-05-27 | ENS | BUY | 25.7841 | 7.75672 | 200 | 1000 |
| 2024-05-27 | UNI | BUY | 11.1655 | 17.9123 | 200 | 1000 |
| 2024-06-03 | PEPE | SELL | 0.0000145676 | 12537300 | 182.637 | 1015.18 |
| 2024-06-03 | UNI | SELL | 9.42307 | 17.9123 | 168.789 | 1015.18 |
| 2024-06-03 | JASMY | BUY | 0.0361563 | 4859.83 | 175.713 | 1015.18 |
| 2024-06-03 | ONDO | BUY | 1.37984 | 127.344 | 175.713 | 1015.18 |
| 2024-06-10 | ONDO | SELL | 1.30128 | 127.344 | 165.71 | 1184.92 |
| 2024-06-10 | OM | BUY | 1.02793 | 161.207 | 165.71 | 1184.92 |
| 2024-06-17 | SPX | SELL | 0.00965835 | 13530.1 | 130.678 | 1211.04 |
| 2024-06-17 | BRETT | SELL | 0.157922 | 2880.19 | 454.844 | 1665.88 |
| 2024-06-17 | ENS | SELL | 24.2622 | 7.75672 | 188.195 | 1854.08 |
| 2024-06-17 | JASMY | SELL | 0.0382754 | 4859.83 | 186.012 | 2040.09 |
| 2024-06-17 | OM | SELL | 0.748292 | 161.207 | 120.63 | 2160.72 |
| 2024-07-22 | VIRTUAL | BUY | 0.062565 | 3453.56 | 216.072 | 1080.36 |
| 2024-07-22 | OM | BUY | 1.39532 | 154.854 | 216.072 | 1080.36 |
| 2024-07-22 | ZEC | BUY | 32.0154 | 6.749 | 216.072 | 1080.36 |
| 2024-07-22 | RAY | BUY | 2.67405 | 80.803 | 216.072 | 1080.36 |
| 2024-07-22 | BONK | BUY | 0.0000325407 | 6640050 | 216.072 | 1080.36 |
| 2024-07-29 | VIRTUAL | SELL | 0.0522276 | 3453.56 | 180.371 | 1137.41 |
| 2024-07-29 | OM | SELL | 1.15101 | 154.854 | 178.239 | 1315.65 |
| 2024-07-29 | ZEC | SELL | 32.1988 | 6.749 | 217.31 | 1532.96 |
| 2024-07-29 | RAY | SELL | 2.41129 | 80.803 | 194.84 | 1727.8 |
| 2024-07-29 | BONK | SELL | 0.0000280537 | 6640050 | 186.278 | 1914.07 |
| 2024-10-14 | SPX | BUY | 0.913487 | 209.535 | 191.407 | 957.037 |
| 2024-10-14 | WIF | BUY | 2.64819 | 72.2786 | 191.407 | 957.037 |
| 2024-10-14 | VIRTUAL | BUY | 0.0619099 | 3091.71 | 191.407 | 957.037 |
| 2024-10-14 | SUI | BUY | 2.3409 | 81.7666 | 191.407 | 957.037 |
| 2024-10-14 | BRETT | BUY | 0.112239 | 1705.35 | 191.407 | 957.037 |
| 2024-10-21 | WIF | SELL | 2.707 | 72.2786 | 195.658 | 1159.85 |
| 2024-10-21 | SUI | SELL | 2.12624 | 81.7666 | 173.855 | 1159.85 |
| 2024-10-21 | BRETT | SELL | 0.109734 | 1705.35 | 187.135 | 1159.85 |
| 2024-10-21 | WBT | BUY | 17.9264 | 10.3506 | 185.55 | 1159.85 |
| 2024-10-21 | RAY | BUY | 2.45099 | 75.7041 | 185.55 | 1159.85 |
| 2024-10-21 | ZEC | BUY | 36.8802 | 5.03115 | 185.55 | 1159.85 |
| 2024-11-04 | SPX | SELL | 0.73438 | 209.535 | 153.878 | 1949.82 |
| 2024-11-04 | ZEC | SELL | 37.3367 | 5.03115 | 187.846 | 1949.82 |
| 2024-11-04 | DOGE | BUY | 0.151973 | 1124.3 | 170.862 | 1949.82 |
| 2024-11-04 | JUP | BUY | 0.886398 | 192.76 | 170.862 | 1949.82 |
| 2024-11-11 | WBT | SELL | 20.7915 | 10.3506 | 215.205 | 2233.42 |
| 2024-11-11 | JUP | SELL | 1.25142 | 192.76 | 241.224 | 2233.42 |
| 2024-11-11 | FARTCOIN | BUY | 0.140824 | 1620.57 | 228.214 | 2233.42 |
| 2024-11-11 | ADA | BUY | 0.588735 | 387.635 | 228.214 | 2233.42 |
| 2024-11-18 | VIRTUAL | SELL | 0.489251 | 3091.71 | 1512.62 | 3188.81 |
| 2024-11-18 | RAY | SELL | 5.90542 | 75.7041 | 447.065 | 3188.81 |
| 2024-11-18 | ADA | SELL | 0.702152 | 387.635 | 272.179 | 3188.81 |
| 2024-11-18 | OM | BUY | 4.1702 | 178.398 | 743.955 | 3188.81 |
| 2024-11-18 | BONK | BUY | 0.0000513698 | 14482300 | 743.955 | 3188.81 |
| 2024-11-18 | PEPE | BUY | 0.0000211972 | 35096800 | 743.955 | 3188.81 |
| 2024-11-25 | DOGE | SELL | 0.429861 | 1124.3 | 483.291 | 3148.03 |
| 2024-11-25 | OM | SELL | 3.64141 | 178.398 | 649.62 | 3148.03 |
| 2024-11-25 | BONK | SELL | 0.0000479341 | 14482300 | 694.198 | 3148.03 |
| 2024-11-25 | PEPE | SELL | 0.0000202193 | 35096800 | 709.634 | 3148.03 |
| 2024-11-25 | XLM | BUY | 0.538161 | 1178.43 | 634.186 | 3148.03 |
| 2024-11-25 | HBAR | BUY | 0.147292 | 4305.65 | 634.186 | 3148.03 |
| 2024-11-25 | SAND | BUY | 0.760885 | 833.485 | 634.186 | 3148.03 |
| 2024-11-25 | ADA | BUY | 1.02591 | 618.172 | 634.186 | 3148.03 |
| 2024-12-02 | FARTCOIN | SELL | 0.215523 | 1620.57 | 349.27 | 3183.39 |
| 2024-12-02 | SAND | SELL | 0.675141 | 833.485 | 562.72 | 3183.39 |
| 2024-12-02 | ADA | SELL | 1.14789 | 618.172 | 709.594 | 3183.39 |
| 2024-12-02 | VIRTUAL | BUY | 1.46677 | 368.516 | 540.528 | 3183.39 |
| 2024-12-02 | XRP | BUY | 2.28634 | 236.416 | 540.528 | 3183.39 |
| 2024-12-02 | ALGO | BUY | 0.488743 | 1105.96 | 540.528 | 3183.39 |
| 2024-12-09 | XLM | SELL | 0.495948 | 1178.43 | 584.441 | 3810.2 |
| 2024-12-09 | XRP | SELL | 2.61814 | 236.416 | 618.972 | 3810.2 |
| 2024-12-09 | ALGO | SELL | 0.499068 | 1105.96 | 551.947 | 3810.2 |
| 2024-12-09 | CRV | BUY | 1.21192 | 482.802 | 585.12 | 3810.2 |
| 2024-12-09 | IOTA | BUY | 0.471769 | 1240.27 | 585.12 | 3810.2 |
| 2024-12-09 | TEL | BUY | 0.00670106 | 87317.5 | 585.12 | 3810.2 |
| 2024-12-16 | HBAR | SELL | 0.295854 | 4305.65 | 1273.84 | 3961.62 |
| 2024-12-16 | IOTA | SELL | 0.399001 | 1240.27 | 494.868 | 3961.62 |
| 2024-12-16 | TEL | SELL | 0.00724391 | 87317.5 | 632.521 | 3961.62 |
| 2024-12-16 | ENS | BUY | 47.4397 | 16.8722 | 800.41 | 3961.62 |
| 2024-12-16 | FARTCOIN | BUY | 0.829884 | 964.484 | 800.41 | 3961.62 |
| 2024-12-16 | AAVE | BUY | 372.241 | 2.15025 | 800.41 | 3961.62 |
| 2024-12-23 | CRV | SELL | 0.816827 | 482.802 | 394.366 | 3184.08 |
| 2024-12-23 | ENS | SELL | 33.9695 | 16.8722 | 573.139 | 3184.08 |
| 2024-12-23 | HYPE | BUY | 28.2188 | 17.1429 | 483.753 | 3184.08 |
| 2024-12-23 | BGB | BUY | 4.12768 | 117.197 | 483.753 | 3184.08 |
| 2024-12-30 | AAVE | SELL | 331.869 | 2.15025 | 713.6 | 4088.42 |
| 2024-12-30 | TKX | BUY | 33.5647 | 21.2604 | 713.6 | 4088.42 |
| 2025-01-06 | VIRTUAL | SELL | 4.01273 | 368.516 | 1478.76 | 4821.15 |
| 2025-01-06 | FARTCOIN | SELL | 1.296 | 964.484 | 1249.97 | 4821.15 |
| 2025-01-06 | HYPE | SELL | 24.3823 | 17.1429 | 417.983 | 4821.15 |
| 2025-01-06 | SPX | BUY | 1.52189 | 689.212 | 1048.9 | 4821.15 |
| 2025-01-06 | DEXE | BUY | 16.9881 | 61.7434 | 1048.9 | 4821.15 |
| 2025-01-06 | MOVE | BUY | 1.11694 | 939.085 | 1048.9 | 4821.15 |
| 2025-01-13 | MOVE | SELL | 0.875351 | 939.085 | 822.029 | 4155.24 |
| 2025-01-13 | GT | BUY | 18.3998 | 44.676 | 822.029 | 4155.24 |
| 2025-01-20 | BGB | SELL | 6.65077 | 117.197 | 779.453 | 4479.67 |
| 2025-01-20 | TKX | SELL | 33.986 | 21.2604 | 722.556 | 4479.67 |
| 2025-01-20 | DEXE | SELL | 17.5242 | 61.7434 | 1082 | 4479.67 |
| 2025-01-20 | GT | SELL | 19.8807 | 44.676 | 888.191 | 4479.67 |
| 2025-01-20 | XCN | BUY | 0.0103107 | 84189.6 | 868.051 | 4479.67 |
| 2025-01-20 | FARTCOIN | BUY | 2.11435 | 410.552 | 868.051 | 4479.67 |
| 2025-01-20 | XDC | BUY | 0.124903 | 6949.8 | 868.051 | 4479.67 |
| 2025-01-20 | XRP | BUY | 2.9595 | 293.31 | 868.051 | 4479.67 |
| 2025-01-27 | SPX | SELL | 1.15004 | 689.212 | 792.621 | 5889.93 |
| 2025-01-27 | FARTCOIN | SELL | 1.11028 | 410.552 | 455.828 | 5889.93 |
| 2025-01-27 | XDC | SELL | 0.102645 | 6949.8 | 713.365 | 5889.93 |
| 2025-01-27 | GT | BUY | 24.7583 | 26.4129 | 653.938 | 5889.93 |
| 2025-01-27 | RAY | BUY | 7.26252 | 90.0429 | 653.938 | 5889.93 |
| 2025-01-27 | OM | BUY | 4.71043 | 138.828 | 653.938 | 5889.93 |
| 2025-02-03 | XRP | SELL | 2.57013 | 293.31 | 753.846 | 4717.6 |
| 2025-02-03 | GT | SELL | 21.2324 | 26.4129 | 560.808 | 4717.6 |
| 2025-02-03 | DEXE | BUY | 20.2382 | 32.4796 | 657.327 | 4717.6 |
| 2025-02-03 | LDO | BUY | 1.8842 | 348.863 | 657.327 | 4717.6 |
| 2025-02-10 | RAY | SELL | 4.70915 | 90.0429 | 424.025 | 4517.12 |
| 2025-02-10 | LDO | SELL | 1.50497 | 348.863 | 525.027 | 4517.12 |
| 2025-02-10 | HYPE | BUY | 23.0226 | 20.6113 | 474.526 | 4517.12 |
| 2025-02-10 | PAXG | BUY | 2901.42 | 0.16355 | 474.526 | 4517.12 |
| 2025-02-17 | XCN | SELL | 0.0222695 | 84189.6 | 1874.86 | 4499.94 |
| 2025-02-17 | DEXE | SELL | 17.4127 | 32.4796 | 565.557 | 4499.94 |
| 2025-02-17 | PAXG | SELL | 2903.08 | 0.16355 | 474.797 | 4499.94 |
| 2025-02-17 | TEL | BUY | 0.0121813 | 79772.7 | 971.738 | 4499.94 |
| 2025-02-17 | CAKE | BUY | 2.79969 | 347.087 | 971.738 | 4499.94 |
| 2025-02-17 | LTC | BUY | 125.491 | 7.74349 | 971.738 | 4499.94 |
| 2025-02-24 | HYPE | SELL | 23.2088 | 20.6113 | 478.362 | 4412.94 |
| 2025-02-24 | LTC | SELL | 130.103 | 7.74349 | 1007.45 | 4412.94 |
| 2025-02-24 | S | BUY | 0.852072 | 871.883 | 742.907 | 4412.94 |
| 2025-02-24 | MKR | BUY | 1526.86 | 0.486558 | 742.907 | 4412.94 |
| 2025-03-03 | OM | SELL | 7.61857 | 138.828 | 1057.67 | 3994.3 |
| 2025-03-03 | CAKE | SELL | 2.11157 | 347.087 | 732.9 | 3994.3 |
| 2025-03-03 | ADA | BUY | 1.13834 | 786.482 | 895.284 | 3994.3 |
| 2025-03-03 | TIA | BUY | 4.13601 | 216.461 | 895.284 | 3994.3 |
| 2025-03-10 | TEL | SELL | 0.00598563 | 79772.7 | 477.49 | 2661.14 |
| 2025-03-10 | S | SELL | 0.437446 | 871.883 | 381.401 | 2661.14 |
| 2025-03-10 | ADA | SELL | 0.721388 | 786.482 | 567.359 | 2661.14 |
| 2025-03-10 | TIA | SELL | 3.03041 | 216.461 | 655.965 | 2661.14 |
| 2025-03-10 | IP | BUY | 4.94573 | 105.253 | 520.554 | 2661.14 |
| 2025-03-10 | BCH | BUY | 358.07 | 1.45378 | 520.554 | 2661.14 |
| 2025-03-10 | LAYER | BUY | 0.800465 | 650.314 | 520.554 | 2661.14 |
| 2025-03-10 | WBT | BUY | 28.5587 | 18.2275 | 520.554 | 2661.14 |
| 2025-03-17 | MKR | SELL | 1178.35 | 0.486558 | 573.334 | 2917.72 |
| 2025-03-17 | BCH | SELL | 333.313 | 1.45378 | 484.563 | 2917.72 |
| 2025-03-17 | HONEY | BUY | 1.00004 | 528.929 | 528.949 | 2917.72 |
| 2025-03-17 | XAUT | BUY | 2988.19 | 0.177013 | 528.949 | 2917.72 |
| 2025-03-24 | IP | SELL | 5.5559 | 105.253 | 584.777 | 2855.3 |
| 2025-03-24 | WBT | SELL | 29.1347 | 18.2275 | 531.052 | 2855.3 |
| 2025-03-24 | XAUT | SELL | 3029.53 | 0.177013 | 536.267 | 2855.3 |
| 2025-03-24 | FARTCOIN | BUY | 0.548779 | 1003.5 | 550.699 | 2855.3 |
| 2025-03-24 | CAKE | BUY | 2.60727 | 211.217 | 550.699 | 2855.3 |
| 2025-03-24 | TKX | BUY | 34.3768 | 16.0195 | 550.699 | 2855.3 |
| 2025-03-31 | HONEY | SELL | 1.00038 | 528.929 | 529.13 | 2896.05 |
| 2025-03-31 | TKX | SELL | 33.212 | 16.0195 | 532.038 | 2896.05 |
| 2025-03-31 | TON | BUY | 3.89913 | 136.078 | 530.584 | 2896.05 |
| 2025-03-31 | HNT | BUY | 3.13432 | 169.282 | 530.584 | 2896.05 |
| 2025-04-07 | CAKE | SELL | 1.71699 | 211.217 | 362.657 | 2757.93 |
| 2025-04-07 | TON | SELL | 3.12362 | 136.078 | 425.055 | 2757.93 |
| 2025-04-07 | HNT | SELL | 2.63004 | 169.282 | 445.219 | 2757.93 |
| 2025-04-07 | EOS | BUY | 0.770345 | 533.497 | 410.977 | 2757.93 |
| 2025-04-07 | PENDLE | BUY | 2.92244 | 140.628 | 410.977 | 2757.93 |
| 2025-04-07 | SPX | BUY | 0.487441 | 843.13 | 410.977 | 2757.93 |
| 2025-04-14 | EOS | SELL | 0.619414 | 533.497 | 330.455 | 3400.32 |
| 2025-04-14 | SPX | SELL | 0.5107 | 843.13 | 430.587 | 3400.32 |
| 2025-04-14 | XCN | BUY | 0.0198756 | 19145.2 | 380.521 | 3400.32 |
| 2025-04-14 | JASMY | BUY | 0.015761 | 24143.2 | 380.521 | 3400.32 |
| 2025-04-21 | PENDLE | SELL | 3.23765 | 140.628 | 455.303 | 3434.1 |
| 2025-04-21 | JASMY | SELL | 0.0140029 | 24143.2 | 338.076 | 3434.1 |
| 2025-04-21 | HYPE | BUY | 18.061 | 21.9639 | 396.689 | 3434.1 |
| 2025-04-21 | CORE | BUY | 0.666589 | 595.104 | 396.689 | 3434.1 |
| 2025-04-28 | LAYER | SELL | 2.9061 | 650.314 | 1889.88 | 4240.88 |
| 2025-04-28 | HYPE | SELL | 18.0732 | 21.9639 | 396.958 | 4240.88 |
| 2025-04-28 | CORE | SELL | 0.799706 | 595.104 | 475.908 | 4240.88 |
| 2025-04-28 | VIRTUAL | BUY | 1.41565 | 650.523 | 920.914 | 4240.88 |
| 2025-04-28 | PENGU | BUY | 0.0120841 | 76208.9 | 920.914 | 4240.88 |
| 2025-04-28 | BRETT | BUY | 0.0645835 | 14259.3 | 920.914 | 4240.88 |
| 2025-05-05 | FARTCOIN | SELL | 1.13368 | 1003.5 | 1137.64 | 4158.94 |
| 2025-05-05 | XCN | SELL | 0.0162302 | 19145.2 | 310.729 | 4158.94 |
| 2025-05-05 | TAO | BUY | 376.966 | 1.92109 | 724.186 | 4158.94 |
| 2025-05-05 | SUI | BUY | 3.45389 | 209.673 | 724.186 | 4158.94 |