Bitcoin Bebop
Today’s Change (Mar 17, 2026)
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About
A daily, rules-driven, multi-asset rotation that chases momentum across crypto and traditional markets while hedging risk with volatility plays and Treasuries; levered ETFs and crypto exposure add complexity and risk.
Bitcoin Bebop runs a daily, rule-based decision tree to pick a small number of top assets from a wide universe (crypto-related, equities, bonds, gold, volatility proxies, and managed-futures vehicles). It ranks candidates by short- to medium-term momentum, then allocates capital to the leaders. At the same time, it checks volatility and risk signals (via leverage proxies and VIX-related assets) and tilts toward hedges when risk rises. The plan uses nested groups (Rotators, DeETFs, Planets) to diversify exposures and maintain a balanced risk budget. Rebalancing happens every day, so positions can shift quickly as signals change. Important caveat: the strategy relies on levered and inverse products, which magnify both gains and losses and increase complexity and risk.
Out-of-sample edge: Sharpe ~1.94 vs S&P 1.83; annualized return ~119.6% vs 39%; Calmar ~7.26 signals exceptional risk-adjusted performance. A daily, rules-based, cross-asset momentum strategy with built-in volatility hedges for downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.4 | 1.41 | 0.34 | 0.58 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 26.07% | 27.67% | -1.77% | 0.2% | 1.43 | |
| 88.84% | 95.49% | -4.12% | -0.06% | 1.75 |
Initial Investment
$10,000.00
Final Value
$18,884.41Regulatory Fees
$57.70
Total Slippage
$288.86
Invest in this strategy
OOS Start Date
Jan 21, 2025
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, momentum, volatility hedging, leveraged etfs, crypto exposure, rotational strategy
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type