CQ | BTC Rally Rider - Minimal Noise
Today’s Change (Mar 18, 2026)
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About
If Bitcoin’s trend is strong, put 30% in the hottest BTC‑linked stock/ETF and keep the rest in cash. If not, rotate daily among volatility hedges, 3× tech longs/shorts, staples, and oil using simple “overheated/washed‑out” and 200‑day trend checks.
Each day it checks Bitcoin’s trend using BITO (a US Bitcoin ETF). If both medium- and long‑term trends are up, it puts 30% into the single strongest BTC‑linked pick (Coinbase, miners, MicroStrategy, or BTC ETFs) and keeps 70% in cash.
Otherwise it runs a stock/vol playbook: if the S&P 500 or Nasdaq looks overheated (RSI>80; RSI is a 0–100 “heat gauge” of recent speed), buy a volatility hedge. If tech is washed out (RSI on a 3× Nasdaq fund <31), buy a 3× tech bull. If bonds look steadier than a Nasdaq short, buy a 3× mega‑cap tech note. Else, if the S&P 500 is above its 200‑day average, split between staples and whichever of oil‑up or oil‑down is stronger; if it’s below, use 3× tech bear funds. Rebalances daily.
Two-regime approach targets S&P outperformance: OOS annualized return ~115.7% with Calmar ~1.42; BITO-based crypto bets (30%) when BTC trends up, plus hedged rotations otherwise. Higher upside, but crypto drawdowns can be large.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.44 | 3.28 | 0.21 | 0.46 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 82.97% | 20.76% | -1.77% | 0.2% | 1.32 | |
| 13,167.51% | 360.13% | 27.45% | 32.17% | 1.92 |
Initial Investment
$10,000.00
Final Value
$1,326,750.55Regulatory Fees
$3,136.42
Total Slippage
$17,252.59
Invest in this strategy
OOS Start Date
Dec 21, 2023
Trading Setting
Daily
Type
Stocks
Category
Crypto trend-following, tactical rotation, momentum/rsi, leveraged etfs, volatility hedging, market timing
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
BITF
Bitfarms Ltd. Common Stock
Stocks
BITO
ProShares Bitcoin ETF
Stocks
BITQ
Bitwise Crypto Industry Innovators ETF
Stocks
BITS
Global X Blockchain & Bitcoin Strategy ETF
Stocks
BTF
Valkyrie ETF Trust II CoinShares Bitcoin and Ether ETF
Stocks
BULZ
MicroSectors FANG & Innovation 3x Leveraged ETN
Stocks
COIN
Coinbase Global, Inc. Class A Common Stock
Stocks
CONL
GraniteShares ETF Trust GraniteShares 2x Long COIN Daily ETF
Stocks
DBO
Invesco DB Oil Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks