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

About

Rules-based bitcoin timing: hold GBTC in uptrends or when deeply oversold; otherwise park in T‑Bills or rotate into one defensive/alternative ETF (gold, bonds, staples, managed futures, or short bitcoin) by 160‑day momentum.
NutHow it works
Daily check on GBTC (a fund that tracks bitcoin). If price > its 100‑day average (uptrend), own GBTC. Else if RSI (a speed/overbought‑oversold gauge) < 30, still own GBTC. Else if price < its 15‑day average, hold the top 160‑day performer among: BITI (short BTC), TLT, BSV, TBF, GLD, KMLM (managed futures), XLP. Otherwise sit in BIL (T‑Bills), unless RSI ≤ 10, then GBTC.
CheckmarkValue prop
Out-of-sample edge: annualized return ~102.6%, Sharpe ~4.05, Calmar ~20.94, beta ~0.50. SPY: ~17.4% return, Sharpe ~1.63. A trend/momentum crypto-timing strategy targeting far higher risk-adjusted returns with a subdued market beta and disciplined drawdown control.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.570.770.050.23
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
72.6%19.56%0.54%-0.34%1.26
GBTC
508.14%80.54%-0.99%-20.67%1.44
Initial Investment
$10,000.00
Final Value
$60,814.27
Regulatory Fees
$111.52
Total Slippage
$750.20
Invest in this strategy
OOS Start Date
Dec 9, 2025
Trading Setting
Daily
Type
Stocks
Category
Crypto timing, trend following, momentum rotation, tactical allocation, defensive hedging, daily rebalance
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITI
ProShares Short Bitcoin ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
GBTC
Grayscale Bitcoin Trust ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
TBF
ProShares Short 20+ Year Treasury ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "GBTC" has returned -63.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "GBTC" is 30.41%. 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", 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.