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

About

A simple Bitcoin “risk dial.” When 90‑day price swings are high, it shifts to 25% BTC and 75% USDC; when swings are calmer, it holds 100% BTC. Goal: reduce big drawdowns while keeping more upside in quieter periods.
NutHow it works
It watches how bumpy Bitcoin’s price has been over the last ~90 days. If those bumps are above a preset line, it holds 25% Bitcoin and 75% USDC (a dollar‑like crypto). If bumps are below that line, it holds 100% Bitcoin. It trades only when that rule flips or weights drift a lot.
CheckmarkValue prop
Out-of-sample, this strategy delivers ~16.46% annualized return with beta ~0.64 and modest alpha (~0.09%), while using a volatility-dial to shift to 25% BTC/75% USDC in turbulent times—offering diversification and upside relative to the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1,091.37-117.020-0.01
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
197.09%16.82%2.19%5.01%0.89
low vol btc
1,242,982.98%282.67%5.75%-8.81%0.38
Initial Investment
$10,000.00
Final Value
$124,308,297.97
Regulatory Fees
$0.00
Total Slippage
$138,770.44
Invest in this strategy
OOS Start Date
Jul 12, 2024
Trading Setting
Threshold 10%
Type
Crypto
Category
Crypto, bitcoin, volatility targeting, risk management, stablecoin, tactical allocation
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
BTC
Bitcoin
Crypto
USDC
USDC
Crypto

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.

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

"low vol btc" is currently allocated toCRYPTO::BTC//USDandCRYPTO::USDC//USD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "low vol btc" has returned 16.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "low vol btc" is 26.46%. 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 "low vol btc", 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.