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Symphonies
Pick the Winner - Momentum Edition
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Each week, hold 100% in whichever of Bitcoin or Ethereum had the higher 5-day return, switching on the weekly rebalance. A simple momentum “pick the recent winner” approach within crypto.
NutHow it works
- It looks at Bitcoin (BTC) and Ethereum (ETH), the two largest cryptocurrencies. - Each week, it checks which one went up more over the last 5 days (about a week). - It then puts 100% of the portfolio into that coin until the next weekly check.
CheckmarkValue prop
Weekly BTC/ETH momentum rotation offers transparent, rule-based crypto exposure and diversification vs the S&P 500. OOS: ~15.8%/yr, Sharpe 0.54, max drawdown ~50% (SPY: ~22.8%/yr, Sharpe 1.32, max drawdown ~19%).

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Invest in this strategy
OOS Start Date
Jan 15, 2024
Trading Setting
Weekly
Type
Crypto
Category
Crypto, momentum, weekly rotation, btc vs eth
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.

"Pick the Winner - Momentum Edition" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Pick the Winner - Momentum Edition" is currently allocated toCRYPTO::BTC//USD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Pick the Winner - Momentum Edition" has returned 15.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Pick the Winner - Momentum Edition" is 49.92%. 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 "Pick the Winner - Momentum Edition", 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.