Skip to Content
Symphonies
Tweaked BTC Roths Dynamic - Momentum + Mean Reversion
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Each week, own 5 picks: the 3 strongest recent performers and the 2 most “oversold” from a Bitcoin‑sensitive stock/ETF list. Equal weight. BIL/STIP serve as cash‑like options. Extra plan: exit or short for ~1 year starting around Nov‑2025.
NutHow it works
Universe: MSTR, COIN, and bitcoin miners (MARA, HUT, BITF, RIOT) plus cash‑like ETFs BIL (T‑bills) and STIP (short TIPS). Weekly: pick 3 with best ~1‑month trend (moving‑average return), and 2 that look most “oversold” over ~10 days (low RSI = recent fast drop). Split money equally. Plan says exit/short for ~1 year around Nov‑2025.
CheckmarkValue prop
Out-of-sample edge: ~45% annualized return vs S&P ~21%, with Calmar ~0.87 and Sharpe ~0.88. Crypto-proxy diversification plus cash ballast, weekly momentum and mean-reversion. Accept higher drawdowns (~52%) for outsized upside.

Loading backtest data...

Invest in this strategy
OOS Start Date
Jul 12, 2023
Trading Setting
Weekly
Type
Stocks
Category
Crypto proxies, momentum, mean reversion, weekly, tactical rotation, bitcoin-sensitive equities, t-bills/tips, long-only + cash
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 toHUT, MARA, RIOT, BITFandMSTR. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 37.22%. 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.