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Symphonies
GBTC RSI TMF WGMI checks
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rule-based crypto tilt: buy Bitcoin after a short-term drop; if not and bonds are sliding, own the stronger crypto-stock ETF (BLOK or WGMI); otherwise hold T‑Bills (BIL). One position at a time; switches only when rules change.
NutHow it works
Holds one fund at a time based on two checks. 1) If Bitcoin has fallen fast over ~10 days (RSI, a simple “speed of moves” gauge, is <32), buy GBTC (a Bitcoin fund). 2) Else, if long‑term Treasuries (TMF, a leveraged bond fund used only as a signal) had a big recent drop (worst 10‑day peak‑to‑trough loss ≥ ~10%), buy the stronger of BLOK (blockchain stocks) or WGMI (Bitcoin miners). 3) Otherwise, stay in BIL (T‑Bills, cash‑like).
CheckmarkValue prop
Out-of-sample annualized return ~25.13% vs S&P 20.41%; alpha ~0.12; Calmar ~1.0. Drawdowns ~25% vs ~19%; Sharpe ~0.87 vs 1.14. Higher upside in crypto cycles with a simple, rule-based, single-asset rotation.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.051.160.190.44
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
74.89%14.46%9.27%4.88%0.85
GBTC RSI TMF WGMI checks
7.13%1.68%4.82%4.69%0.27
Initial Investment
$10,000.00
Final Value
$10,713.17
Regulatory Fees
$25.70
Total Slippage
$146.82
Invest in this strategy
OOS Start Date
Sep 10, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Crypto timing, bitcoin/blockchain equities, oversold buying, risk-on/off rotation, single-asset switch, cash 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
BLOK
Amplify Blockchain Technology ETF
Stocks
GBTC
Grayscale Bitcoin Trust ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
WGMI
Valkyrie ETF Trust II CoinShares Bitcoin Mining 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.

"GBTC RSI TMF WGMI checks" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"GBTC RSI TMF WGMI checks" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "GBTC RSI TMF WGMI checks" has returned 24.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "GBTC RSI TMF WGMI checks" is 25.19%. 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 "GBTC RSI TMF WGMI checks", 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.