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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 Bitcoin-linked momentum strategy: buy the best performer among COIN, MARA, BITF, or 2x BTC ETF (BITX) when trend is up; only flip to inverse BTC ETF (BITI) after a sharp drop during a non-uptrend.
NutHow it works
It checks Bitcoin’s trend using BITO (a Bitcoin ETF): is the average price over the last 50 days above the last 200 days? If yes, it puts 100% into the strongest of: COIN (Coinbase stock), MARA or BITF (Bitcoin miners), or BITX (a 2x Bitcoin ETF). If the trend is down and Bitcoin just fell >10% in ~30 days, it switches to BITI (an ETF that rises when Bitcoin falls). Otherwise it still picks the strongest of the four.
CheckmarkValue prop
Out-of-sample, this Bitcoin-linked momentum strategy targets bigger upside than the S&P 500: ~51% annualized return vs ~22%, with ~0.90 Sharpe and Calmar ~0.82. Higher risk: ~63% max drawdown vs ~19% SPY. A disciplined, trend-driven crypto proxy.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.082.480.150.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
53.18%16.8%-4.19%-3.74%1.09
Simplified CQ | BTC Rally Rider v2.1a
1,594.76%180.28%-25.95%-23.14%1.53
Initial Investment
$10,000.00
Final Value
$169,476.02
Regulatory Fees
$1,348.07
Total Slippage
$5,787.57
Invest in this strategy
OOS Start Date
Dec 21, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Crypto, bitcoin, trend-following, momentum, tactical allocation, rotational, leveraged, inverse, single-position
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BITF
Bitfarms Ltd. Common Stock
Stocks
BITI
ProShares Short Bitcoin ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
BITX
2x Bitcoin Strategy ETF
Stocks
COIN
Coinbase Global, Inc. Class A Common Stock
Stocks
MARA
MARA Holdings, Inc. Common Stock
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.

"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 toBITI. 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 40.42%. 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 64.15%. 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, and options.