CryptoRobot Allocation Update – June 2026

Following the June month-end rebalance, the CryptoRobot Allocation Model has updated as follows:

Asset Allocation
Cash(SHY) 25.00%

Bitcoin 20.83%

Solana 16.67%

Ethereum 12.50%

BNB 12.50%

XRP 12.50%

Cash remains the largest allocation, reflecting the continued deterioration in relative strength across the crypto market.

Rather than attempting to predict tops or bottoms, the model simply reallocates capital each month based on the relative strength relationships between the assets in its universe.

June was a challenging month across the entire crypto market.

Strategy June Return

CryptoRobot Allocation Model -14.01%

Equal Weight Crypto Portfolio -19.59%

Bitcoin -20.46%

While the model produced a negative return, it reduced losses by 5.58 percentage points compared with an equal-weight crypto portfolio.

Since inception:

• CryptoRobot Allocation Model: -11.56%

• Equal Weight Crypto Portfolio: -15.94%

Although the sample size remains small, this is an encouraging sign that allowing cash to compete alongside crypto assets can help reduce downside during periods of broad market weakness.

The purpose of the CryptoRobot Allocation Model is not to maximise returns every single month.

Its objective is to provide a systematic framework for investors building long-term crypto exposure.

Instead of trying to guess market tops, bottoms, or react to daily news headlines, the model asks a much simpler question each month:

“Which assets are currently demonstrating the strongest relative strength?”

Capital is then allocated accordingly.

As leadership changes over time, the portfolio naturally evolves.

When crypto leadership is broad and healthy, the model should become increasingly invested in the strongest coins.

When conditions weaken, cash is allowed to rise naturally through the ranking process rather than forcing the portfolio to remain fully invested.

This is designed as a monthly allocation model, not a trading system.

Allocations change only after each month-end close.

That means the model will never sell the exact top or buy the exact bottom—and it isn’t intended to.

Instead, it aims to participate in sustained trends while avoiding unnecessary day-to-day decision making.

Like any momentum or relative strength strategy, there will be periods where the portfolio gives back some gains before leadership changes become evident in the data.

That is an expected characteristic of the process.

The crypto market appears to be undergoing a significant corrective phase following the strong advances seen earlier this year.

The July month-end rebalance will be particularly important.

If relative strength continues to deteriorate, we would expect defensive allocations such as cash to remain prominent.

Conversely, if leadership begins to re-emerge—whether through Bitcoin or another crypto asset—the model will adapt accordingly based on the monthly rankings.

As always, the focus remains on following the data rather than making predictions.

The goal is simple: maintain a disciplined, repeatable allocation process that can be applied consistently across changing market environments.