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Symphonies
(C) BTC Ribbon & BIOWRECKED| Bitcoin | Garen (257%/30MDD) 2021)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own Bitcoin via BITO when it’s trending up; otherwise tactically rotate across tech and biotech, hedging with inverse Nasdaq, volatility, or short-term bonds using simple “hot/cold” (RSI) and trend filters. Rebalanced daily.
NutHow it works
Daily: 1) If Bitcoin is in an uptrend (BITO’s short avg > long), hold BITO. 2) Else, if stocks are in an uptrend (SPY 9>25-day): hedge when overheated (UVXY: volatility; or SQQQ: inverse Nasdaq), buy biotech on dips (LABU), else hold a tech basket (TQQQ + Apple, Microsoft, Nvidia, Amazon, Tesla, AMD, Taiwan Semi). 3) If stocks are weak: rotate among UVXY, SQQQ, or short-term bonds (BSV), using LABU only on deep oversold. RSI=0–100 “heat”; MAs=trend filters.
CheckmarkValue prop
Out-of-sample, this strategy offers much higher upside than the S&P (~77.5% annualized return) with a Calmar ~1.36 and SPY alpha ~0.53%, using BITO, biotech/tech rotations and volatility hedges. Note larger drawdowns (~57%) in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.890.470.010.12
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
52.25%10.24%-1.77%0.2%0.64
(C) BTC Ribbon & BIOWRECKED| Bitcoin | Garen (257%/30MDD) 2021)
2,124.72%105.28%-15.05%-10.97%1.38
Initial Investment
$10,000.00
Final Value
$222,471.53
Regulatory Fees
$701.44
Total Slippage
$4,342.36
Invest in this strategy
OOS Start Date
Jan 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, crypto, tech, biotech, leveraged etfs, volatility hedge, trend + mean reversion, daily rebalance
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BITO
ProShares Bitcoin ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
MSFT
Microsoft Corp
Stocks
NVDA
Nvidia Corp
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toBITO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 60.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 56.90%. 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 the symphony, 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.