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Symphonies
CONS V1.0.0 R3
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

ARKK‑centric tactical switch: if ARKK’s 60‑day trend lags inverse Nasdaq, it shorts growth (SARK/SQQQ) or hedges with volatility, bonds, USD, or gold; if strong, it rides TARK (2x ARKK). Uses RSI/trend/volatility filters. Experimental; high risk.
NutHow it works
First it checks if ARK Innovation (ARKK) is trending better than a fund that rises when Nasdaq falls (QID) over 60 days. If weak: it usually holds SARK or SQQQ (bets against ARKK/Nasdaq) and sometimes VIXY/UVXY (fear), USD (UUP/USDU), bonds (TMV/UBT/IEF/IEI/TLH/SPTL/BIL) or gold (UGL). If strong: it favors TARK (2x ARKK). It uses RSI (a quick ‘heat’ gauge of recent ups vs downs), plus short‑term trend/volatility, to choose. Uses leveraged/inverse ETFs; expect big swings.
CheckmarkValue prop
Out-of-sample, this ARKK-based strategy aims higher: 34.49% annualized return vs S&P's 24.06%, with lower market sensitivity (beta ~0.65) and Calmar ~0.62. Expect bigger swings and drawdowns (~55%), but potential for stronger upside.

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Invest in this strategy
OOS Start Date
Mar 17, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical momentum, arkk/tech timing, trend-following, leveraged/inverse etfs, volatility/bonds/gold hedges, short-capable, experimental
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
ARKG
ARK Genomic Revolution ETF
Stocks
ARKK
ARK Innovation ETF
Stocks
ARKQ
ARK Autonomous Technology & Robotics ETF
Stocks
ARKW
ARK Next Generation Internet ETF
Stocks
ARKX
ARK Space & Defense Innovation ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
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.

"CONS V1.0.0 R3" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"CONS V1.0.0 R3" is currently allocated toTARK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "CONS V1.0.0 R3" has returned 27.03%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "CONS V1.0.0 R3" is 55.38%. 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 "CONS V1.0.0 R3", 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.