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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

Rides short‑term momentum in Bitcoin plays, Big Tech and small caps, with a 20% volatility overlay. If markets look overheated it shifts to UVXY; if Bitcoin dumps outside an uptrend it shorts BTC. Very aggressive; uses leveraged ETFs.
NutHow it works
1) Checks if Bitcoin is in an uptrend (recent avg price above long‑term). If yes and the market isn’t overheated on a short‑term heat gauge (RSI), it buys a few of the fastest risers from Bitcoin plays, Big Tech (AAPL, MSFT, AMZN, GOOGL, META, NFLX, TSLA) and small caps. 2) Keeps ~20% in a VIX (market fear) overlay that flips between betting on rising fear (UVXY) or fading it (SVIX). 3) If things look too hot, it moves 100% to UVXY briefly. 4) If Bitcoin isn’t trending and just fell hard, it shorts Bitcoin (BITI, inverse MSTR). Very aggressive and leveraged.
CheckmarkValue prop
Out-of-sample edge: ~51% annualized return vs ~16% SPY; Sharpe ~0.93 vs 0.89; Calmar ~1.17. Higher drawdown (~43.6% vs ~18.8%), but dynamic volatility controls aim for far greater upside.

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Invest in this strategy
OOS Start Date
Nov 21, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Momentum, crypto/btc, big tech, small caps, leveraged etfs, volatility (vix), tactical, trend/mean‑reversion
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 ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF
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 toBITIandMSTZ. 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 45.34%. 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 43.64%. 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, and options.