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Symphonies
LIQ. LSAB3X: Long-Short Anti-Beta | BT 1/15/21 = A.R. 83% / 23.7% / Beta -0.64 *much as I live it, pretty crap set-up (sorts etc.)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, concentrated long/short. Holds one 3× bull ETF (55%) and one 3× bear ETF (45%) only when their trend looks better than KMLM; otherwise parks in KMLM (managed futures). Seeks steady returns with low correlation to broad stocks.
NutHow it works
The portfolio is 55% “long” and 45% “short.” Long side: picks ONE 3× bull fund (TNA small-caps, DRN real estate, LABU biotech, HIBL high‑beta, FNGU/FNGG Big Tech, UDOW Dow) only if its 20‑day strength score (RSI: 0–100; higher=stronger) beats KMLM’s 10‑day RSI; else it holds KMLM (a diversifying managed‑futures ETF). Short side: similarly checks 3× bear funds (TZA, DRV, LABD, HIBS, FNGD, SDOW) with a “switch”; if off, it also parks in KMLM. It then holds just ONE short candidate, chosen by highest recent volatility. Aim: be slightly net long, but resilient in selloffs via KMLM and selective short exposure.
CheckmarkValue prop
OS return 26.1% vs SPY 24.8%; Calmar 1.26. A disciplined long/short anti-beta strategy using KMLM for diversification—higher upside and lower stock correlation than the S&P, with periodic larger drawdowns in stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.52-0.280.02-0.13
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
73.53%12.91%1.36%13.5%0.78
LIQ. LSAB3X: Long-Short Anti-Beta | BT 1/15/21 = A.R. 83% / 23.7% / Beta -0.64 *much as I live it, pretty crap set-up (sorts etc.)
535.18%50.27%5.59%8.94%1.26
Initial Investment
$10,000.00
Final Value
$63,518.32
Regulatory Fees
$184.08
Total Slippage
$1,390.34
Invest in this strategy
OOS Start Date
Jun 26, 2025
Trading Setting
Threshold 10%
Type
Stocks
Category
Long/short, momentum (rsi), leveraged & inverse etfs, managed futures (kmlm), anti-beta, small-caps, real estate, biotech, high-beta, big tech, dow
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 symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toHIBLandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.11%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 20.73%. 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.