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Symphonies
RSI 2 GBTC
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Owns Bitcoin via GBTC when trend is up or on extreme dips; otherwise parks in T‑Bills if overheated, or uses a lower‑vol mix of US stocks, Treasuries, and gold. Rebalanced daily.
NutHow it works
- If GBTC > its 10‑day average price, buy GBTC (a Bitcoin fund you can trade like a stock). - Else, if GBTC’s 2‑day RSI < 5 (very oversold), buy GBTC (bet on a bounce). - Else, if RSI > 95 (very overbought), hold BIL (T‑Bills, cash‑like). - Else, hold SPY (US stocks), IEF/TLT (US Treasury bonds), and GLD (gold) sized inverse to 30‑day volatility. Rebalance daily. 10‑day avg = last‑10‑day average. 2‑day RSI = 0–100 “heat” of very short‑term moves.
CheckmarkValue prop
Out-of-sample annualized return ~18.2% with Sharpe ~0.67 and Calmar ~0.75—more upside than the S&P 500. A dynamic trend/RSI approach with risk-parity diversification and built-in safety bets; expect higher drawdowns (~24%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.790.650.030.18
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
301.87%13.61%6.16%5.09%0.8
RSI 2 GBTC
160,900.69%96.87%5.31%-2.55%1.37
Initial Investment
$10,000.00
Final Value
$16,100,068.78
Regulatory Fees
$81,390.26
Total Slippage
$560,798.12
Invest in this strategy
OOS Start Date
Sep 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Crypto, trend-following, mean reversion, tactical allocation, rsi, moving average, inverse-vol weighting, risk parity
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GBTC
Grayscale Bitcoin Trust ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond 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.

"RSI 2 GBTC" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"RSI 2 GBTC" is currently allocated toGBTC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RSI 2 GBTC" has returned 12.28%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI 2 GBTC" is 27.55%. 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 "RSI 2 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.