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Dev - Wolf_V2 // Indicators for Bitcoin Test SVIX vs GBTC + VIXY vs. BITI
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, risk-on/risk-off Bitcoin strategy. Uses volatility signals (SVIX vs VIXY) plus short- vs long-term trend checks to choose: long Bitcoin (GBTC), short Bitcoin (BITI), or cash-like T‑bills (BIL).
NutHow it works
It reads market “mood” from two volatility funds: SVIX (goes up when fear falls) and VIXY (goes up when fear rises). It checks if each is stronger short-term than long-term (a momentum/RSI test). If calm: buy Bitcoin via GBTC only if its recent 20‑day performance beats its 200‑day. If fearful: short Bitcoin via BITI only if its 20‑day trails its 200‑day. Otherwise hold T‑bills (BIL).
CheckmarkValue prop
Volatility-driven crypto strategy that times Bitcoin exposure to limit downside. OOS drawdown ~10.6% vs SPY ~18.8%; Calmar ~0.44 indicates better risk-adjusted diversification beyond the S&P 500.

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Invest in this strategy
OOS Start Date
Jan 20, 2025
Trading Setting
Daily
Type
Stocks
Category
Crypto, bitcoin, trend-following, volatility regime filter, tactical, momentum, daily, cash-like fallback
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITI
ProShares Short Bitcoin ETF
Stocks
GBTC
Grayscale Bitcoin Trust ETF
Stocks
SVIX
-1x Short VIX Futures ETF
Stocks
VIXY
ProShares VIX Short-Term Futures 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 toGBTC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 6.57%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 10.61%. 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.