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Symphonies
Simplified CQ | BTC Rally Rider v2.1a
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A one-position Bitcoin strategy. When the trend (50 vs 200-day averages on BITO) is up, it holds the hottest BTC proxy (Coinbase, miners, or a 2x BTC ETF). If the trend is weak and a recent drop >10% hits, it flips to a short BTC ETF; otherwise it holds the strongest proxy.
NutHow it works
Uses BITO (a Bitcoin futures ETF) to read trend: if its 50-day average price (average of last 50 days) is above its 200-day average, trend is up. If up: own just one—the strongest over ~3 days—of COIN (Coinbase), MARA or BITF (Bitcoin miners), or BITX (a 2x Bitcoin ETF). If trend not up: if BITO has dropped >10% from its 30-day high (drawdown), buy BITI (an ETF that rises when Bitcoin falls); otherwise still own the strongest of the four. One holding at a time.
CheckmarkValue prop
Out-of-sample annualized return ≈71% vs S&P ≈22%; Sharpe ≈1.03; Calmar ≈1.14. A one-position BTC strategy that rides uptrends via the best proxy and adds a downside hedge. Attractive upside, but higher drawdown than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.222.750.180.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
58.94%21.06%1.36%5.73%1.3
Simplified CQ | BTC Rally Rider v2.1a
2,140.17%260.5%-24.12%102.82%1.76
Initial Investment
$10,000.00
Final Value
$224,017.12
Regulatory Fees
$1,182.57
Total Slippage
$5,073.69
Invest in this strategy
OOS Start Date
Dec 21, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Crypto, bitcoin, trend-following, momentum, tactical allocation, leveraged etfs, inverse etfs, crypto miners
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.

"Simplified CQ | BTC Rally Rider v2.1a" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simplified CQ | BTC Rally Rider v2.1a" is currently allocated toBITX. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simplified CQ | BTC Rally Rider v2.1a" has returned 71.44%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simplified CQ | BTC Rally Rider v2.1a" is 62.68%. 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 "Simplified CQ | BTC Rally Rider v2.1a", 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.