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Symphonies
Bitcoin Hot Potato Rotator (Daily/Weekly) | HTX
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A weekly, all‑in switcher. If Bitcoin’s short‑term trend weakens, buy the most recently sold‑off choice among Bitcoin, gold, commodities, or the U.S. dollar. Otherwise, own the stronger of Bitcoin or the U.S. dollar based on medium‑term momentum.
NutHow it works
Each week: • If GBTC’s 5‑day average is below its 20‑day average (Bitcoin cooling), buy 100% of the single fund with the lowest 11‑day RSI (low = recently fell) among: GBTC (Bitcoin), GLD (gold), PDBC (broad commodities), USDU (long U.S. dollar). • Otherwise, buy 100% of the stronger of GBTC or USDU by 85‑day trend (price vs 85‑day average).
CheckmarkValue prop
Out-of-sample annualized return ~20.5% with Calmar ~0.66. Captures upside in uptrends via crypto/alternatives and rotates to defenses in drawdowns. Potentially higher returns than the S&P, but with higher volatility and ~30.9% max drawdown.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.790.640.030.17
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
318.32%14.64%-0.15%0.4%0.85
Bitcoin Hot Potato Rotator (Daily/Weekly) | HTX
97,372.03%92.89%-0.4%-11.29%1.3
Initial Investment
$10,000.00
Final Value
$9,747,203.02
Regulatory Fees
$14,023.75
Total Slippage
$94,011.16
Invest in this strategy
OOS Start Date
Feb 12, 2024
Trading Setting
Weekly
Type
Stocks
Category
Crypto rotation, trend filter, mean reversion, tactical allocation, weekly rebalance, momentum, alternatives
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
GBTC
Grayscale Bitcoin Trust ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toGBTC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 16.56%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 41.48%. 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 the symphony, 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.