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Symphonies
SRC- Oct'24-002
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A trend‑following crypto strategy: buys Bitcoin‑linked stocks (miners and Coinbase) only when Bitcoin’s trend is healthy but not overheated; otherwise holds T‑bills. Weights favor steadier names. Occasionally shorts natural gas.
NutHow it works
Goal: ride Bitcoin uptrends via crypto‑linked stocks; sit in cash otherwise. Market check: BITO (Bitcoin futures ETF) must be in an uptrend (above 20‑day average, strength on multiple windows) and not overheated (RSI, a 0–100 heat gauge, under ~75–90). Picks: WULF, HUT, IREN, COIN only if they have momentum, aren’t one‑day spikes, and the miners group (WGMI) plus GBTC look healthy; skip if that group’s drawdown > ~15% or too hot. Sizing: calmer names get bigger weights (inverse volatility ~45 days). If nothing qualifies, hold BIL (T‑bills). Side trade: may short natural gas (KOLD) on an oil/commodity signal.
CheckmarkValue prop
Low-beta crypto-trend strategy with a cash overlay. Diversifies against the S&P. Out-of-sample Calmar ~0.30 and Sharpe ~0.45 with positive alpha and risk controls—seeking Bitcoin-driven upside while preserving capital.
1M
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6M
YTD
1Y
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Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.290.230.020.14
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
75.63%22.73%1.36%5.73%1.41
SRC- Oct'24-002
135.95%36.64%0.33%10.61%1.37
Initial Investment
$10,000.00
Final Value
$23,595.15
Regulatory Fees
$45.48
Total Slippage
$240.27
Invest in this strategy
OOS Start Date
Oct 21, 2024
Trading Setting
Threshold 2%
Type
Stocks
Category
Crypto momentum, bitcoin miners, coinbase, trend-following, risk-managed, inverse-vol weighting, cash overlay, tactical commodities
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.

"SRC- Oct'24-002" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SRC- Oct'24-002" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SRC- Oct'24-002" has returned 8.89%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SRC- Oct'24-002" is 29.50%. 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 "SRC- Oct'24-002", 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.