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

About

A rules-based crypto plan that shifts between Bitcoin and a dollar-pegged coin using Bitcoin’s 14-day RSI: more BTC when momentum is stronger, more “cash” when weak. Rebalanced daily; BTC weight ranges from 25% to 60%.
NutHow it works
It watches Bitcoin’s 14-day RSI, a 0–100 score that compares recent up days to down days (higher = stronger uptrend). Each day it sets weights: - RSI > 50: 60% Bitcoin (BTC), 40% Tether (USDT, a $1-pegged “cash” coin). - RSI 35–50: 50% BTC, 50% USDT. - RSI ≤ 35: 25% BTC, 75% USDT. Rebalanced daily.
CheckmarkValue prop
Momentum crypto strategy: 25–60% BTC with USDT, daily rebalances. OOS: ~15.8% annualized return, Sharpe 0.69, beta 0.62, max drawdown 23%. Benefits: lower equity correlation, cash-like risk control, competitive risk-adjusted upside vs S&P.
1M
3M
6M
YTD
1Y
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Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.720.3700.05
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
300.53%15.04%1.36%5.73%0.87
RSI Weighting - BTC
7,182.91%54.03%-6.49%-10.87%0.58
Initial Investment
$10,000.00
Final Value
$728,290.91
Regulatory Fees
$0.00
Total Slippage
$5,905.60
Invest in this strategy
OOS Start Date
Jan 15, 2024
Trading Setting
Daily
Type
Crypto
Category
Crypto, momentum, tactical allocation, bitcoin, rsi, daily rebalance, risk management
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.

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

"RSI Weighting - BTC" is currently allocated toCRYPTO::BTC//USDandCRYPTO::USDT//USD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RSI Weighting - BTC" has returned 15.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI Weighting - BTC" is 23.06%. 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, crypto, and options.