A two-sided, rules-based system that goes long ARK ETFs when trend signals favor them and hedges with inverse/volatility assets when risk rises, using layered momentum and risk checks to pick a single best asset per side.

CONS V1.0.0 R3 is a two-sided, rules-based model. It splits decisions into a Bullish (long) leg and a Bearish/Hedged (short) leg, then uses layered screens to pick a single asset to hold on each side. The main trend test compares ARKK (ARKK) to QID over 60 days; if ARKK looks stronger, the long side is favored. If not, the system leans toward hedges and inverse/volatility assets. Each side searches a pool of assets (ARK ETFs on the long side; SARK, SQQQ, UVXY, VIXY, BTAL, TMV, PSQ, UGL, etc., on the short side). Assets are ranked by momentum (price history), risk (drawdown, standard deviation), and other signals (RSI, moving-average returns, cumulative returns). The top candidate from each side is selected (often one asset per side) and given a weight (frequently around 30% of capital per chosen asset, or full exposure in some blocks). Rebalancing is disabled or minimal with a small corridor width to reduce churn. The structure is layered with multiple groups (The Voting Booth, See You Tomorrow, Plaid Inner Baller, etc.), each applying its own filters to ensure robustness and diversify risk. The approach is described as experimental and ARK-centric, with changes made to reduce overfitting (e.g., removing ARKK Surfing from the bearish leg). Important nuance: You don’t need to understand every indicator in detail to grasp the gist. The model uses historical performance patterns and risk measures to decide when to bet on ARK-related growth (long) and when to hedge with inverse or volatility instruments (short). It aims to avoid chasing performance by requiring several conditions to be met before taking a position and by restricting how often it rebalances.

Two-sided, ARK-focused strategy with hedges. Out-of-sample: 34.49% annualized return vs SPY 24.06%; Calmar 0.62. Seeks higher upside with risk-managed hedging and layered filters, acknowledging larger drawdowns in downturns.