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Symphonies
BTC-Edge_1 | IAMCAPTN
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple crypto on/off switch. If Bitcoin’s recent price moves are lively (high volatility), it holds BTC. If things are calm, it parks in Tether (stable at ~$1). It rechecks daily and can flip between the two.
NutHow it works
Each day it checks how “bumpy” Bitcoin’s price has been over about the last month (a volatility score). If that bumpiness is above a set level, it holds Bitcoin. If it’s below that level, it holds Tether, a stablecoin that aims to stay near $1. It can switch daily. Why these tickers: Bitcoin is the largest, most-traded crypto. Tether is used as a cash-like place to sit out quieter periods.
CheckmarkValue prop
Out-of-sample: ~25.6% annualized return, Sharpe ~0.72, Calmar ~0.78, beating the S&P on upside. It shifts to USDT in calm crypto periods, offering crypto diversification and risk control, though drawdowns can exceed the S&P in downturns.

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Invest in this strategy
OOS Start Date
Oct 30, 2024
Trading Setting
Daily
Type
Crypto
Category
Crypto, bitcoin, volatility filter, regime switching, stablecoin, daily rebalance
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.

"BTC-Edge_1 | IAMCAPTN" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"BTC-Edge_1 | IAMCAPTN" is currently allocated toCRYPTO::BTC//USD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BTC-Edge_1 | IAMCAPTN" has returned 25.61%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "BTC-Edge_1 | IAMCAPTN" is 32.72%. 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 "BTC-Edge_1 | IAMCAPTN", 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.