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Symphonies
Bitcoin Scale v1
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A crypto momentum strategy that smoothly scales between Tether (cash‑like) and Bitcoin. With weak 200‑day strength (RSI ≤45) it holds Tether; as RSI rises toward 55 it adds BTC in ~9% steps; above 55 it’s fully in BTC. Rebalanced daily.
NutHow it works
Each day it measures Bitcoin’s recent‑returns score (RSI: a 0–100 gauge of recent ups vs downs) using a long, ~200‑day lookback. It compares that score to 11 cutoffs (45–55). For each cutoff passed, ~9% shifts into Bitcoin; the rest stays in Tether (a dollar‑pegged “cash” coin). 0% BTC at ≤45, 100% BTC at >55.
CheckmarkValue prop
Crypto momentum with a cash buffer offers diversification from the S&P 500: beta ~0.71, oos return ~15.4%, oos Sharpe ~0.57, and positive alpha—serving as a risk-off/risk-on complement, though oos drawdowns may exceed SPY in crypto regimes.

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Invest in this strategy
OOS Start Date
Sep 26, 2024
Trading Setting
Daily
Type
Crypto
Category
Crypto, bitcoin, momentum, trend-following, risk-on/risk-off, rsi, daily rebalancing, btc/usdt
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 Scale v1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Bitcoin Scale v1" is currently allocated toCRYPTO::BTC//USDandCRYPTO::USDT//USD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Bitcoin Scale v1" has returned 15.41%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Bitcoin Scale v1" is 26.46%. 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 Scale v1", 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.