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Symphonies
Top 10 Dual Momentum Strategy
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules-based crypto strategy: only buy coins that have risen over the last 20 days, then hold the 3 biggest gainers equally. If few are rising, the leftover stays in Tether. Rebalanced daily; tends to excel in altcoin uptrends.
NutHow it works
Every day it checks how much each of 10 major coins changed over the last 20 days. If a coin is up, it can be bought; if it’s down, that slot goes to Tether (a dollar‑pegged coin). Then it picks the 3 coins that rose the most, splits money equally among them, and keeps the rest in Tether.
CheckmarkValue prop
Offers diversification and crypto-cycle alpha by riding the top 3 rising coins with a cash ballast. Can complement an S&P core, but out-of-sample data show negative long-run return and sizable drawdowns—use as a small, tactical sleeve, not core.
1M
3M
6M
YTD
1Y
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Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.340.790.040.21
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
66.28%12.44%1.2%6.23%0.75
Top 10 Dual Momentum Strategy
183.84%27.1%-15.17%-25.45%0.69
Initial Investment
$10,000.00
Final Value
$28,384.18
Regulatory Fees
$0.00
Total Slippage
$1,461.65
Invest in this strategy
OOS Start Date
Sep 16, 2024
Trading Setting
Daily
Type
Crypto
Category
Crypto, dual momentum, trend following, momentum, altcoins, systematic, daily rebalance
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.

"Top 10 Dual Momentum Strategy" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Top 10 Dual Momentum Strategy" is currently allocated toCRYPTO::USDT//USDandCRYPTO::BCH//USD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Top 10 Dual Momentum Strategy" has returned -22.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Top 10 Dual Momentum Strategy" is 60.70%. 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 "Top 10 Dual Momentum Strategy", 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.