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

About

Crypto‑focused, daily strategy: in T‑bills when bitcoin is weak; in bitcoin and crypto‑linked stocks when bitcoin is strong, with a stock‑market trend check and automatic flips to inverse bitcoin when individual names look “too hot.”
NutHow it works
Each day it checks bitcoin’s “heat” (RSI) on BITO. If above 50, it turns risk‑on; if not, it parks in T‑bills (BIL). If risk‑on and the stock market trend is up (SPY above its 200‑day average), it holds 50% BITO plus slices in COIN/MSTR/MARA/RIOT. Each slice flips to BITI (inverse bitcoin) if that stock’s heat looks very high (>79). The COIN slice picks the stronger of COIN vs 2× COIN (CONL) over the last 4 days. Tickers: BITO=bitcoin ETF, BITI=inverse bitcoin, COIN=Coinbase, CONL=2× COIN, MSTR=MicroStrategy, MARA/RIOT=bitcoin miners, SPY=S&P 500, BIL=T‑bills.
CheckmarkValue prop
Crypto-driven strategy with risk filters and hedges offers diversification vs the S&P: low beta (~0.66), non‑correlated upside to crypto cycles, and built‑in drawdown controls via BITI/BIL. Out-of-sample: ~13.4% annualized; Sharpe ~0.50; Calmar ~0.35.

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Invest in this strategy
OOS Start Date
Feb 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Crypto, momentum, trend filter, tactical allocation, inverse/leveraged etfs, daily rebalance, risk management
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.

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

"Example" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Example" has returned 13.38%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Example" is 38.65%. 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 "Example", 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.