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Symphonies
Price Trend Rebalance Strategy - Dumpster Fire 🗑
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Simple trend follower: three equal slices in BTC, ETH, and SPY. Hold an asset when its 20‑day average price is above its 50‑day average; otherwise park that slice in Tether (USDT). Checked and rebalanced daily.
NutHow it works
Each day the portfolio is split into three equal slices: Bitcoin (BTC), Ethereum (ETH), and the S&P 500 fund (SPY). If an asset’s recent 20‑day average price is above its 50‑day average, hold it; otherwise hold Tether (USDT), a dollar‑pegged cash‑like coin. Rebalance daily.
CheckmarkValue prop
Out-of-sample edge: ~36.6% annual return vs ~28.4% SPY, lower drawdown (11.0% vs 13.7%), and higher risk-adjusted returns (Sharpe ~1.52, Calmar ~3.32). Diversified BTC/ETH/SPY with USDT cash buffer.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.830.3500.06
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
305.98%15.01%2.19%5.01%0.87
Price Trend Rebalance Strategy - Dumpster Fire 🗑
58,277.16%88.46%3.97%5.49%0.8
Initial Investment
$10,000.00
Final Value
$5,837,715.77
Regulatory Fees
$724.75
Total Slippage
$36,275.59
Invest in this strategy
OOS Start Date
Mar 16, 2025
Trading Setting
Daily
Type
Hybrid
Category
Trend-following,moving-average crossover,crypto+equities,risk-on/risk-off,daily rebalance,equal-weight
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BTC
Bitcoin
Crypto
ETH
Ethereum
Crypto
SPY
SPDR S&P 500 ETF Trust
Stocks
USDT
Tether
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.

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

The symphony is currently allocated toSPY, CRYPTO::BTC//USDandCRYPTO::ETH//USD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.02%. 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 the symphony, 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.