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year-end portfolio rebalance - reducing crypto exposure

rebalancing for 2025.

reducing crypto allocation.

more conservative positioning.

current allocation (november)
#

options: 60% ($267,660)

SPX puts, QQQ calls, sector ETFs.

premium selling + volatility plays.

futures: 10% ($44,610)

ES, NQ momentum strategies.

crypto: 30% ($133,830)

BTC, ETH, major altcoins.

total account: $446,100

target allocation (january 2025)
#

options: 65%

increase premium selling capacity.

futures: 10%

maintain current.

crypto: 25%

reduce exposure by 5%.

why rebalancing:

crypto volatility elevated.

altcoin correlation increasing.

2025 regulatory uncertainty.

more conservative = sustainable.

crypto performance 2024
#

january-april:

BTC rally strong.

crypto strategies crushed.

+$18,200 crypto gains (jan-apr).

may-august:

consolidation.

reduced opportunity.

+$3,400 crypto gains (may-aug).

september-november:

volatility spike.

some gains, some losses.

+$4,800 crypto gains (sep-nov).

total 2024 crypto: +$26,400

30% of ytd gains came from crypto.

but variance increasing.

why reducing crypto allocation
#

1. correlation creeping higher

BTC/ETH correlation: 0.82 (was 0.68 jan)

altcoin correlation: 0.74 (was 0.52 jan)

diversification benefit declining.

2. regulatory uncertainty 2025

SEC actions pending.

exchange scrutiny.

risk/reward shifting.

3. execution costs rising

slippage on altcoins: 8-12 ticks avg.

vs options: 2-3 ticks avg.

edge compressed.

4. volatility unsustainable

BTC daily swings: 3-5% becoming normal.

options daily swings: 0.5-1.5% typical.

crypto variance exhausting.

implementation plan
#

december:

reduce altcoin positions.

maintain BTC/ETH core.

january 2025:

shift capital to options strategies.

increase premium selling.

target: 65% options, 25% crypto.

what stays in crypto allocation
#

keeping:

BTC (15% of account).

ETH (8% of account).

top 5 altcoins (2% of account).

removing:

smaller altcoins.

speculative plays.

meme coins (never had much anyway).

focus on liquid major assets only.

expected impact on returns
#

2024 with 30% crypto:

ytd +21.6% (crypto contributed ~30% of gains).

2025 with 25% crypto:

targeting +15-18% annual.

reduced variance, more sustainable.

options strategies more predictable.

crypto strategies more volatile.

trade excitement for consistency.

lessons from 2024 crypto
#

what worked:

BTC/ETH momentum following.

major exchange trading (Coinbase, Kraken, Binance.US).

automated execution via ccxt.

what didn’t work:

altcoin speculation.

trying to catch bottoms.

ignoring correlation increases.

2025 focus: BTC/ETH only, reduce noise.

portfolio variance comparison
#

30% crypto allocation:

daily variance: ±1.2%

monthly variance: ±3.8%

25% crypto allocation:

estimated daily variance: ±0.9%

estimated monthly variance: ±2.9%

-24% variance reduction = better sleep.

therapy discussion (12/4)
#

dr. r: “reducing crypto. why?”

me: “variance exhausting. up 4% monday, down 3% tuesday. options more predictable.”

dr. r: “you’re choosing boring over exciting.”

me: “yeah. 22 years old choosing boring. growth.”

dr. r: “or wedding planning making you risk-averse?”

me: “maybe both. A. and i thinking long-term. crypto swings feel reckless now.”

interesting point.

what A. thinks
#

her reaction:

“finally. you stare at crypto charts too much.”

me: “it’s automated, i don’t stare.”

her: “you stare at the automation monitoring dashboard.”

fair.

she’s right:

crypto stress > options stress.

reducing crypto = reducing stress.

2025 goal: sustainable not spectacular.

implementation timeline
#

december 8-15:

exit smaller altcoin positions.

consolidate to BTC/ETH.

december 16-31:

hold through holidays (no major moves).

january 2-15:

scale up options strategies.

finalize 65/10/25 allocation.

by january 15: rebalance complete.

tonight (december 7, 2:32pm)
#

rebalancing for 2025.

crypto 30% → 25%.

options 60% → 65%.

reasoning:

correlation increasing.

variance exhausting.

regulatory uncertainty.

goal:

sustainable not spectacular.

reduce stress.

wedding may 2025 = thinking long-term.

implementation starting next week.


2:32pm saturday. year-end rebalancing. reducing crypto 30% to 25%, increasing options 60% to 65%. crypto variance exhausting (daily ±1.2% swings). 2024 crypto contributed 30% of ytd gains but correlation rising (BTC/ETH 0.82 vs 0.68 jan). targeting -24% variance reduction for 2025. implementation dec 8-15 exit altcoins, jan 2-15 scale options. choosing sustainable over spectacular.

-AK

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