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Symphonies
RSI Weighting - BTC
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple BTC momentum strategy: use a 14‑day RSI on Bitcoin to adjust between BTC and dollar‑like Tether. Strong momentum holds more BTC; weak momentum shifts to Tether. Daily rebalancing with targets 60/40, 50/50, or 25/75 based on RSI.
NutHow it works
RSI is a 0–100 gauge of how strong recent price moves have been over ~14 days; lower = weaker/downswing, higher = stronger/upswing. BTC = Bitcoin; USDT (Tether) = a crypto token meant to track $1, used like cash. Rules (checked daily): - If RSI>50: 60% BTC / 40% USDT - If 35<RSI<=50: 50% / 50% - If RSI<=35: 25% / 75% Portfolio is rebalanced daily to these targets.
CheckmarkValue prop
RSI-driven BTC momentum overlay with a USDT cash proxy offers a distinct, lower-beta exposure to stocks. With a ~0.62 S&P beta, positive out-of-sample alpha, and Calmar ≈0.58, it adds diversification and an alternative risk/return profile to a S&P 500-heavy portfolio.

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Invest in this strategy
OOS Start Date
Jan 15, 2024
Trading Setting
Daily
Type
Crypto
Category
Crypto, bitcoin, momentum, trend-following, tactical allocation, risk management, daily rebalancing
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
BTC
Bitcoin
Crypto
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.

"RSI Weighting - BTC" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"RSI Weighting - BTC" holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RSI Weighting - BTC" has returned varies based on market conditions. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI Weighting - BTC" is varies based on market conditions. 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 Weighting - 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, and options.