Skip to Content
Crypto Runner RL
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily momentum-driven strategy that toggles between holding a top crypto-related asset and exiting crypto into diversified equity/volatility/hedge positions, guided by RSI and moving-average signals to decide when to hold crypto or switch into hedges.
NutHow it works
Describe like this: 1) The strategy runs every trading day and starts with cash as a base. It can either hold a crypto-related asset or exit crypto and move into other assets. 2) Hold Crypto path: from a list of crypto-related tickers (e.g., BITO, GBTC, RIOT, MARA, MSTR, WULF, HUT, CONL, BITF, BITX), it picks the single asset with the strongest short-term momentum (top by moving-average performance over a short window, e.g., 5 days). That asset is then held alongside cash. 3) Exit Crypto path: when momentum looks weak, the strategy shifts into a broader mix intended to reduce risk or benefit from other trends. It uses RSI and price vs. moving-average rules across a family of assets (EM markets, US stocks, volatility ETFs, and bond proxies). Signals compare current price or RSI against moving averages (e.g., 11-16 day RSI, 200-day moving-average price) and may trigger hedges like VIXY (volatility), EDZ/EDC (emerging markets leveraged products), QQQ/SPY/TECL/TQQQ/UPRO (various equity exposures), IWM (small-caps), IEI/BND/BIL (bonds). The branch also includes conditions that consider the relative strength of the market (e.g., SPY or QQQ momentum) and even short-term bonds to gauge risk-on versus risk-off regimes. 4) Rebalancing: the strategy rebalances daily, adjusting exposure among the chosen crypto asset versus the hedged portfolio or the crypto basket. 5) Risk presentation: uses high-leverage ETFs and crypto-related equities, which can magnify gains and losses; intended for investors comfortable with rapid changes in position and with crypto/leveraged exposures. 6) Overall aim: participate in crypto upside when momentum is favorable, while offering protection and diversification through a dynamic allocation to volatility, bonds, and broad-market exposures when momentum cools.
CheckmarkValue prop
Dynamic crypto-momentum with hedges offers diversification beyond the S&P, capturing crypto upside when momentum is strong and using hedges to adapt to regime changes, delivering a non-correlated return path.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
1.792.420.140.37
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
57.67%18.38%-2.02%-1.16%1.18
11,466%481.56%-11.04%-14.98%2.25
Initial Investment
$10,000.00
Final Value
$1,156,599.98
Regulatory Fees
$7,423.60
Total Slippage
$44,290.43
Invest in this strategy
OOS Start Date
Mar 2, 2025
Trading Setting
Daily
Type
Stocks
Category
Crypto exposure, momentum/trend-following, leveraged etfs, multi-asset hedging, daily rebalance
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITF
Bitfarms Ltd. Common Stock
Stocks
BITO
ProShares Bitcoin ETF
Stocks
BITX
2x Bitcoin Strategy ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
CONL
GraniteShares ETF Trust GraniteShares 2x Long COIN Daily ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
GBTC
Grayscale Bitcoin Trust 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.

"Crypto Runner RL" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Crypto Runner RL" is currently allocated toWULF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Crypto Runner RL" has returned 21.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Crypto Runner RL" is 44.79%. 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 "Crypto Runner RL", 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.