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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

Times the S&P 500 long/short using Bitcoin’s momentum and a simple stock‑vs‑Treasury strength check. Chooses UPRO (3x long), SPXU (3x short), or cash-like BIL depending on BITO’s 5‑ and 21‑day signals.
NutHow it works
Uses BITO (Bitcoin ETF) as a timing signal. 1) If BITO rose over 5 days: compare a simple “strength score” (RSI) of stocks (SPY) vs short‑term Treasuries (SHY). If stocks look weaker, hold BIL (T‑bills); else short S&P with SPXU (3x inverse). 2) If BITO didn’t rise: if it’s up over ~21 days, go long S&P with UPRO (3x); otherwise hold BIL.
CheckmarkValue prop
Bitcoin-timed, single-position strategy that switches to UPRO, SPXU, or cash. Out-of-sample: 21.4% annualized return with Calmar ~1.02 over 796 days—offers diversification and solid risk-adjusted potential vs. a pure SPY bet.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.45-0.340.04-0.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
56.75%11.45%2.19%5.01%0.7
Bitcoin signal | RSI Check
350.86%43.79%1.62%5.55%1.35
Initial Investment
$10,000.00
Final Value
$45,085.85
Regulatory Fees
$223.35
Total Slippage
$1,479.73
Invest in this strategy
OOS Start Date
Nov 15, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Bitcoin signal, s&p 500 timing, 3x leveraged etfs, momentum, rsi, inverse etf, tactical allocation, t‑bills
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
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 21.42%. 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, crypto, and options.