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Symphonies
Bitcoin 200d Moving Average | Monthly
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own Bitcoin via BITO only when its price is above its 200‑day average; otherwise sit in SHV (short‑term Treasuries). A simple monthly trend-following switch to ride uptrends and step aside during downtrends.
NutHow it works
Once a month, it looks at BITO (an ETF that gives Bitcoin exposure via futures). It compares today’s price to BITO’s 200‑day moving average—the average closing price over ~9–10 months. If price is above that long‑term average, it goes 100% into BITO. If not, it parks 100% in SHV (an ETF holding very short‑term U.S. Treasuries, a cash‑like place to wait). Then it repeats next month.
CheckmarkValue prop
Similar long-run growth to the S&P (out-of-sample 22.64% vs 22.01%), with BITO Bitcoin exposure and a transparent monthly SMA200 rule that shifts to SHV in weak trends - diversify returns and add a disciplined, rule-based growth engine.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.270.730.070.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
73.59%16.74%-0.15%0.4%1.02
Bitcoin 200d Moving Average | Monthly
185.09%34.18%0.26%0.87%0.87
Initial Investment
$10,000.00
Final Value
$28,509.35
Regulatory Fees
$3.18
Total Slippage
$17.45
Invest in this strategy
OOS Start Date
Jan 7, 2024
Trading Setting
Monthly
Type
Stocks
Category
Trend following, bitcoin, moving average, tactical allocation, risk on/off, etf rotation
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
BITO
ProShares Bitcoin ETF
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
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 200d Moving Average | Monthly" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Bitcoin 200d Moving Average | Monthly" is currently allocated toSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Bitcoin 200d Moving Average | Monthly" has returned 21.67%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Bitcoin 200d Moving Average | Monthly" is 33.09%. 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 200d Moving Average | Monthly", 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.