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Symphonies
The Ethereum Train v1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

All‑in/all‑out ETH trend follower: buy ETH only when it’s above its 200‑ and 50‑day averages and momentum (PPO) is stronger than +2.5%; otherwise hold Tether (cash).
NutHow it works
It only owns Ethereum (ETH) in strong uptrends; otherwise it sits in Tether (USDT), a dollar‑pegged coin (cash). It requires: 1) ETH above its 200‑day average 2) Also above its 50‑day average 3) PPO momentum (a fast vs slow average) > +2.5% If all pass → 100% ETH; else → 100% Tether. It switches only when signals change.
CheckmarkValue prop
Crypto trend-following with a cash hedge: 100% ETH in uptrends, else 100% USDT. Out-of-sample: ~16.5% annualized return, positive alpha, Calmar ~0.53. Diversified, rules-based exposure that adds crypto upside with defined risk control vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.90.1300.01
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
313.35%15.63%1.36%5.73%0.9
The Ethereum Train v1
652,836.63%145.4%0.03%-0.23%0.58
Initial Investment
$10,000.00
Final Value
$65,293,663.40
Regulatory Fees
$0.00
Total Slippage
$382,906.88
Invest in this strategy
OOS Start Date
Sep 26, 2024
Trading Setting
Threshold 10%
Type
Crypto
Category
Crypto, ethereum, trend following, momentum, long/flat, moving averages, ppo, stablecoin
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 Ethereum Train v1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"The Ethereum Train v1" is currently allocated toCRYPTO::USDT//USD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "The Ethereum Train v1" has returned 16.49%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "The Ethereum Train v1" is 30.88%. 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 Ethereum Train v1", 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.