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Symphonies
SOL Sister (SOL/BTC/ETH Volatility Catcher) - Bill_Cali
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Crypto strategy that switches with market “mood”: momentum into the 5 strongest coins when Bitcoin is very choppy; otherwise holds BTC/ETH/SOL with risk-aware sizing—unless ETH is calmer than BTC, then it concentrates in Solana.
NutHow it works
It watches how jumpy prices are (volatility) and who’s been winning lately (momentum). If Bitcoin’s last ~2 weeks are choppier than Solana’s typical last ~3 months, it splits equally into the 5 best performers from a basket of major coins. Otherwise, if Ethereum is choppier than Bitcoin over ~1 month, it holds BTC/ETH/SOL, giving more to the calmer ones. If Ethereum is calmer than Bitcoin, it goes 100% into Solana.
CheckmarkValue prop
Out-of-sample edge: 20.96% annualized return vs 18.88% for the S&P, with adaptive volatility regimes and momentum rotation across crypto majors. Defensive USDT ballast and inverse-vol weights aim for higher upside with controlled drawdowns.

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Invest in this strategy
OOS Start Date
Sep 16, 2024
Trading Setting
Threshold 5%
Type
Crypto
Category
Crypto, tactical allocation, volatility regimes, momentum, inverse-vol weighting, trend following
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toCRYPTO::ETH//USD, CRYPTO::SOL//USDandCRYPTO::BTC//USD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.96%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 46.33%. 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 the symphony, 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.