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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

Rides crypto uptrends via Coinbase and select Bitcoin miners; otherwise parks in T‑bills. Uses simple trend and “not overheated” checks, sizes by recent volatility, and occasionally adds a short natural‑gas trade when commodity signals align.
NutHow it works
It watches Bitcoin’s trend using a Bitcoin ETF: price above 20–300 day averages, recent gains positive, and not overheated (a simple “heat” score kept below caps). When true, it buys Coinbase and three Bitcoin miners, giving bigger weights to steadier names. Extra checks avoid buying right after crashes or one‑day spikes. If signals fail, it holds T‑bills. Rarely, it adds a trade that wins if natural gas falls.
CheckmarkValue prop
Diversified, risk-controlled crypto strategy with low beta to the S&P (~0.24) and a cash overlay. Out-of-sample return ~9.55% with solid risk-adjusted metrics (Calmar ~0.32), offering diversification and downside protection vs. a pure SPY exposure.
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
72.65%19.79%-1.77%0.2%1.27
SRC- Oct'24-002
141.73%33.9%0.27%0.86%1.34
Initial Investment
$10,000.00
Final Value
$24,172.77
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 trend-following, bitcoin miners, momentum, risk-on/risk-off, inverse-vol weighting, tactical commodities, cash overlay
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 8.96%. 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.