Crypto Runner RL
Today’s Change (Mar 17, 2026)
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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.
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.
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
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.79 | 2.42 | 0.14 | 0.37 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe 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
$1,156,599.98Regulatory 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