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Symphonies
simple crypto momo
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily crypto momentum: 90% follows a Bitcoin trend filter; if BTC is strong, own the past‑week winner among major coins (or USDC). If BTC is weak, hold USDC. Keep 10% in cash; rebalance daily.
NutHow it works
- Each day, check if Bitcoin is above its 20‑day average (a simple uptrend test). - If yes, buy the single best performer over the last 7 days from: BTC, ETH, SOL, LINK, DOGE, YFI, or USDC (a dollar‑pegged coin). If all fell, USDC may win. - If no, hold USDC. - 90% follows these rules; 10% stays in cash.
CheckmarkValue prop
Crypto momentum sleeve using BTC regime filter and 10% cash. Capitalizes on top crypto leaders in up markets and parks in USDC on weakness, adding diversification versus the S&P. Note: out-of-sample risk is material; use as a tactical sleeve.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.330.620.010.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
120.72%16.05%1.2%6.23%0.95
simple crypto momo
8,898.79%132.39%-5.41%-14.93%1.27
Initial Investment
$10,000.00
Final Value
$899,878.73
Regulatory Fees
$0.00
Total Slippage
$49,298.38
Invest in this strategy
OOS Start Date
Jul 16, 2024
Trading Setting
Daily
Type
Crypto
Category
Crypto, momentum, trend-following, tactical allocation, daily rebalance, stablecoin defense, concentrated
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.

"simple crypto momo" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"simple crypto momo" is currently allocated toCRYPTO::LINK//USD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "simple crypto momo" has returned -22.47%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "simple crypto momo" is 71.54%. 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 "simple crypto momo", 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.