diff --git a/README.md b/README.md
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--- a/README.md
+++ b/README.md
@@ -353,6 +353,8 @@ Check out the strategy directory [strategy](pkg/strategy) for all built-in strat
 - `support` strategy uses K-lines with high volume as support [support](pkg/strategy/support). See
   [document](./doc/strategy/support.md).
 - `flashcrash` strategy implements a strategy that catches the flashcrash [flashcrash](pkg/strategy/flashcrash)
+- `marketcap` strategy implements a strategy that rebalances the portfolio based on the
+  market capitalization [marketcap](pkg/strategy/marketcap). See [document](./doc/strategy/marketcap.md).
 
 To run these built-in strategies, just modify the config file to make the configuration suitable for you, for example if
 you want to run
diff --git a/doc/strategy/marketcap.md b/doc/strategy/marketcap.md
new file mode 100644
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+++ b/doc/strategy/marketcap.md
@@ -0,0 +1,28 @@
+### Marketcap Strategy
+
+This strategy will rebalance your portfolio according to the market capitalization from coinmarketcap.
+
+### Prerequisite 
+
+Setup your `COINMARKETCAP_API_KEY` in your environment variables.
+
+#### Parameters
+
+- `interval`
+    - The interval to rebalance your portfolio, e.g., `5m`, `1h`
+- `baseCurrency`
+    - The base currency of your portfolio, e.g., `USDT`, `TWD`.
+- `baseWeight`
+    - The weight of the base currency in your portfolio. The rest of the weight will be distributed to other currencies by market capitalization.
+- `targetCurrencies`
+    - A list of currencies you want to hold in your portfolio.
+- `threshold`
+    - The threshold of the difference between the current weight and the target weight to trigger rebalancing. For example, if the threshold is `1%` and the current weight of `BTC` is `52%` and the target weight is `50%` then the strategy will sell `BTC` until it reaches `50%`.
+- `dryRun`
+    - If `true`, then the strategy will not place orders.
+- `maxAmount` 
+    - The maximum amount of each order in base currency.
+
+#### Examples
+
+See [marketcap.yaml](../../config/marketcap.yaml)