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Symphonies
BTC/FAANGT Rally + VIX Checks 7/18/2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive momentum strategy: rides Bitcoin/Big Tech/small-cap winners (often via leveraged funds) when trends are up; flips to a volatility hedge (UVXY) when markets look overheated, and may short Bitcoin in downtrends. Very high risk.
NutHow it works
Goal: ride rallies in Bitcoin, Big Tech and small caps, and step aside when things look too hot. RSI = a 0–100 speedometer of recent gains; >75–80 = overheated. Moving averages (50 vs 200 days) flag uptrends. If many indexes look overheated, it moves to UVXY (a volatility fund). Else: if Bitcoin trends up, ~80% goes to recent winners (crypto plays/FAANG/small caps) and ~20% trades volatility (UVXY or SVIX). If Bitcoin trends down, it may short Bitcoin.
CheckmarkValue prop
Out-of-sample, this strategy targets ~51% annualized returns with a 0.93 Sharpe and Calmar 1.17, far above the S&P. It combines momentum in BTC, FAANG & small caps with a dynamic volatility hedge to limit drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.040.920.040.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
25.87%18.07%-0.02%2.14%1.03
BTC/FAANGT Rally + VIX Checks 7/18/2023
241.09%142.53%15.13%38.4%1.49
Initial Investment
$10,000.00
Final Value
$34,109.02
Regulatory Fees
$102.44
Total Slippage
$561.31
Invest in this strategy
OOS Start Date
Nov 21, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Momentum, trend-following, crypto, big tech, small caps, volatility hedging, leveraged etfs, tactical allocation
Tickers in this symphonyThis symphony trades 95 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AAPU
Direxion Shares ETF Trust Direxion Daily AAPL Bull 2X Shares
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X Shares
Stocks
ANET
Arista Networks
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AXON
Axon Enterprise, Inc. Common Stock
Stocks
BABX
GraniteShares ETF Trust GraniteShares 2x Long BABA Daily ETF
Stocks
BITF
Bitfarms Ltd. Common Stock
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.

"BTC/FAANGT Rally + VIX Checks 7/18/2023" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"BTC/FAANGT Rally + VIX Checks 7/18/2023" is currently allocated toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BTC/FAANGT Rally + VIX Checks 7/18/2023" has returned 73.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "BTC/FAANGT Rally + VIX Checks 7/18/2023" is 43.63%. 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/FAANGT Rally + VIX Checks 7/18/2023", 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.