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Symphonies
Bitcoin signal | RSI Check
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Uses recent Bitcoin (BITO) moves and a simple strength score (RSI) comparing stocks (SPY) to short‑term Treasuries (SHY) to switch among 3× short S&P (SPXU), 3× long S&P (UPRO), or cash‑like T‑Bills (BIL).
NutHow it works
It takes a cue from Bitcoin’s ETF (BITO). If BITO’s 5‑day return is positive, it checks a simple strength score (RSI, 0–100) of stocks (SPY) vs short‑term Treasuries (SHY): if stocks look weaker, it parks in T‑Bills (BIL); otherwise it shorts the S&P 500 via SPXU (3× inverse). If BITO’s 5‑day return isn’t positive, but its 21‑day return is, it buys UPRO (3× S&P); otherwise it holds BIL.
CheckmarkValue prop
Outperform the S&P with higher long-term upside and meaningful alpha. Our BTC-driven momentum framework delivered ~24.7% annualized OOS return vs SPY’s 23.7%, with Calmar ~1.17 and low beta, offering diversified, risk-managed growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.44-0.330.04-0.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
52.02%10.22%-1.77%0.2%0.64
Bitcoin signal | RSI Check
366.7%43.02%-2.25%5.18%1.35
Initial Investment
$10,000.00
Final Value
$46,669.84
Regulatory Fees
$234.57
Total Slippage
$1,555.45
Invest in this strategy
OOS Start Date
Nov 15, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, momentum, trend/countertrend, leveraged etfs, bitcoin-driven signal, us equities, treasuries
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

" Bitcoin signal | RSI Check" is currently performing the same as yesterday today. Performance updates in real time during market hours.

" Bitcoin signal | RSI Check" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, " Bitcoin signal | RSI Check" has returned 21.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for " Bitcoin signal | RSI Check" is 21.05%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in " Bitcoin signal | RSI Check", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.