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Symphonies
Tweaked BTC Roths Dynamic - Momentum + Mean Reversion
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A weekly momentum+mean-reversion strategy: go long the 3 strongest 21-day movers from crypto-linked names, short the 2 weakest 10-day RSI names, with equal-weight sizing, and a planned exit/short around late 2025 for about a year before reinvesting.
NutHow it works
- Every week, scan a fixed list of crypto-linked stocks and two bond proxies. - Step 1: Pick the 3 assets with the strongest 21-day price gain and go long (buy). - Step 2: Pick the 2 assets with the lowest 10-day RSI and go short (borrow and sell). - Allocate equal money to each active position (3 long, 2 short) and hold cash as needed. - Near November 2025, close the long bets and switch to a one-year short, then reinvest afterward. - The universe includes MSTR, COIN, MARA, HUT, BITF, RIOT, BIL, and STIP as applicable; BIL is a cash-like candidate in the long screen, STIP extends diversification in the short screen.
CheckmarkValue prop
Out-of-sample annualized return ~45% vs S&P ~21%, driven by weekly momentum/mean-reversion on crypto-linked names. Higher upside with crypto diversification via bond proxies, but expect higher drawdowns (~52%) than SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.162.360.290.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
76.68%12.51%-1.77%0.2%0.78
Tweaked BTC Roths Dynamic - Momentum + Mean Reversion
150.46%20.94%6.83%-2.57%0.63
Initial Investment
$10,000.00
Final Value
$25,045.79
Regulatory Fees
$52.05
Total Slippage
$217.04
Invest in this strategy
OOS Start Date
Jul 12, 2023
Trading Setting
Weekly
Type
Stocks
Category
Long/short equity, crypto-exposed, momentum, mean-reversion, weekly rebalance, predefined exit 2025
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITF
Bitfarms Ltd. Common Stock
Stocks
COIN
Coinbase Global, Inc. Class A Common Stock
Stocks
HUT
Hut 8 Corp. Common Stock
Stocks
MARA
MARA Holdings, Inc. Common Stock
Stocks
MSTR
Strategy Inc Common Stock Class A
Stocks
RIOT
Riot Platforms, Inc. Common Stock
Stocks
STIP
iShares 0-5 Year TIPS Bond ETF
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toCOIN, HUT, MARA, RIOTandMSTR. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 34.17%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 57.88%. 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 symphony, 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.