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Symphonies
Core Holdings
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Simple crypto core: 90% Bitcoin, 10% Ethereum, rebalanced daily so big moves don’t skew the mix. Always stays in the two largest coins.
NutHow it works
It always holds 90% Bitcoin and 10% Ethereum. Each day it checks the mix and, if prices moved it off target, it trades back to 90/10—selling a bit of what rose more and buying what lagged. It stays fully invested in these two major coins.
CheckmarkValue prop
Crypto core (90% BTC, 10% ETH) with daily rebalancing. Out-of-sample: ~47% annualized return, Sharpe ~1.02, Calmar ~1.40 vs S&P ~22% return; higher drawdown (~33.7%) but stronger risk-adjusted upside.

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Invest in this strategy
OOS Start Date
Jan 15, 2024
Trading Setting
Daily
Type
Crypto
Category
Crypto, bitcoin, ethereum, core allocation, daily rebalancing, long-only
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.

"Core Holdings" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Core Holdings" is currently allocated toCRYPTO::BTC//USDandCRYPTO::ETH//USD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Core Holdings" has returned 47.10%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Core Holdings" is 33.67%. 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 "Core Holdings", 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.