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 125 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ABBV
ABBVIE INC.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITF
Bitfarms Ltd. Common Stock
Stocks
BITI
ProShares Short Bitcoin ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks