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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

Buys Bitcoin‑sensitive stocks (WULF, HUT, IREN, COIN) only when Bitcoin’s trend is healthy and not overheated; otherwise sits in T‑bills (BIL). Occasionally shorts natural gas via KOLD on commodity signals. Weights favor steadier picks.
NutHow it works
Goal: ride crypto uptrends, sit in cash otherwise. Tickers: BITO/GBTC = Bitcoin funds; WULF/HUT/IREN = Bitcoin miners; COIN = Coinbase; KOLD = rises when nat‑gas falls; BIL = T‑bill cash. Buy miners/COIN only when Bitcoin trends up (price above moving averages) and isn’t overheated (RSI = heat meter); avoid buying right after a 1‑day pop. If tests fail, hold BIL. Sometimes short nat‑gas via KOLD on commodity cues. Split money across picks, favoring steadier ones (lower recent volatility).
CheckmarkValue prop
Adds crypto-cycle exposure and risk-aware hedging to a traditional portfolio. Out-of-sample: ~9.5% annualized vs S&P 16.3%; higher drawdown ~29.5% vs 18.8%. Still, it offers diversification via cash hedges and regime filters for crypto upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.280.220.020.14
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
76.34%20.9%-0.15%0.4%1.33
SRC- Oct'24-002
141.44%34.31%0.27%2.32%1.35
Initial Investment
$10,000.00
Final Value
$24,143.71
Regulatory Fees
$46.91
Total Slippage
$249.52
Invest in this strategy
OOS Start Date
Oct 21, 2024
Trading Setting
Threshold 2%
Type
Stocks
Category
Crypto momentum, bitcoin miners, coinbase, trend-following, tactical, risk-managed, inverse-volatility, commodities short, cash fallback
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
COIN
Coinbase Global, Inc. Class A Common Stock
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBP
Invesco DB Precious Metals Fund
Stocks
GBTC
Grayscale Bitcoin Trust ETF
Stocks
HUT
Hut 8 Corp. Common Stock
Stocks
IREN
IREN Limited Ordinary Shares
Stocks
KOLD
ProShares UltraShort Bloomberg Natural Gas
Stocks
USL
United States 12 Month Oil Fund, LP
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.

"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 9.11%. 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, and options.