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Symphonies
BTC vs Miner Rotation
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own Bitcoin by default (via IBIT). If long‑term Treasury bonds just plunged—meaning yields spiked—rotate into crypto stocks to buy the dip, split between WGMI (miners) and BLOK (blockchain). Switch back when the yield‑spike signal fades.
NutHow it works
It checks if a leveraged long‑term Treasury bond fund (TMF) has fallen 10% or more over about 9 days. That signals a jump in yields. When that happens, it “buys the dip” in crypto‑linked stocks—half WGMI (Bitcoin miners) and half BLOK (blockchain firms). Otherwise it holds Bitcoin via IBIT.
CheckmarkValue prop
Macro-timed crypto tilt: hold BTC via IBIT; on a TMF yield spike (≥10% drop in ~9 days) rotate 50/50 to WGMI/BLOK. Out-of-sample: ~18.1%/yr, Sharpe 0.58, Calmar 0.55—diversification with crypto upside beyond the S&P 500.

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Invest in this strategy
OOS Start Date
May 6, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Crypto, bitcoin, miners, blockchain equities, rotation, macro timing, treasury yields
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 vs Miner Rotation" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"BTC vs Miner Rotation" is currently allocated toIBIT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BTC vs Miner Rotation" has returned 18.11%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "BTC vs Miner Rotation" is 32.71%. 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 vs Miner Rotation", 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.