An experimental long/short strategy focusing on ARK ETFs, using short-term momentum signals to select a primary ARK bet (and a leveraged variant) while layering hedges from volatility, currency, and treasury/commodity proxies to manage risk.

What it tries to do: pick when ARK-related ETFs are likely to rise in the near term, while protecting against downturns with hedges. How it does it (in plain language): 1) Look at a list of assets (ARK funds, ARK-related bets like TARK and SARK, and risk hedges). 2) For each asset, measure recent momentum and performance over short windows (days to weeks). Momentum here means: has the asset been moving up steadily or recently rising/falling fast. Some checks also look at how volatile or risky the asset has been. 3) Rank assets by these signals and pick the best candidates for long exposure (bets on price going up) and the worst for short exposure (bets on price going down). 4) Build the portfolio by assigning full exposure to the chosen assets in each branch, or move to cash if signals are not strong enough. 5) Add hedges from volatility and risk-control assets (VIX proxies, anti-beta funds, dollar and treasury/gold hedges) to reduce downside risk during market stress. 6) Rebalance is not automatic in the base setup; changes happen only when the strategy logic fires (no constant daily rebalancing). 7) It is described as experimental with limited backtesting, so results are not guaranteed and real-money use would require rigorous testing.

Potentially higher upside: out-of-sample annualized return about 29% vs about 21% for the S&P. Built-in hedges across volatility, currency, and Treasuries aim to shield during stress. Note: downside risk can be larger; for risk-tolerant investors.