A complex, experimental long/short ETF strategy using momentum and mean-reversion signals (mostly around ARK funds and related bets) plus risk hedges (USD, bonds, volatility, gold). It selects a single asset from each group to hold long and short, overlays a “See You Tmrw” mean-reversion tilt, and aims for limited rebalancing with tight risk controls.

- What it trades: a curated set of ETFs and funds, many focused on technology/innovation (ARKK, ARKW, ARKG, ARQ, and related leveraged/inverse plays like TARK and SARK), plus hedges and macro assets (VIX-related, USD, Treasuries, gold, dollar-long/short, etc.). - The core idea: the system runs two main decision engines that suggest what to own long and what to short. It also overlays a separate mean-reversion logic for overbought situations. - Momentum screening (how “RSI” and related ideas are used): RSI is a simple gauge of recent price strength. When the system says a group or asset has relatively strong or weak momentum (based on RSI and other momentum measures over a short window), it ranks candidates and picks one asset from a group to go long or short. In plain terms: if an asset has shown recent strength, it might be favored for long; if it’s lagging or overextended, it might be considered for a hedge or short exposure. - What “ARK Fund Surfing” does: within ARK-related ETFs (ARKK, ARKW, ARKG, ARQ) plus related plays (like TARK and SARK, which are leveraged/inverse variants), the model screens for the assets with the desired momentum pattern and selects one to hold as the core position. The selection uses a short window (about 7 days) to rank momentum and then picks a single asset from the group. - What the “ARK Baller” blocks do: there are long-side and short-side variants. Each side looks at ARK-family assets (and related hedges) and uses momentum and risk signals to decide which asset to take long or short. The long side tends to overweight assets that meet certain momentum criteria; the short side tends to overweight inverse/short components or less favorable assets. - The “Plaid Inner Baller” adds an additional control layer with a separate basket of assets (including USD hedges like USDU and UUP, Treasuries like IEI/IEF/TLH, and other hedges). It uses its own moving-average and relative-strength checks to decide on hedges or additional positions, often with a focus on balancing risk and avoiding large drawdowns. - The mean-reversion overlay “See You Tmrw” (overbought) looks at assets that recently ran up too far and tend to revert. It tends to place a separate short-term tilt (again with a 30% weight in the example) toward the top candidates that show the strongest drawdown signals or overbought readings, contributing to a mixed long/short tilt designed to capture pullbacks. - How risk is handled: there are multiple hedge layers (e.g., USD proxies like USDU/UUP, bond proxies like IEI/IEF/TLH, volatility proxies like VIXY, gold proxies like UGL, currency hedges, and beta-neutral/higher-beta hedges like BTAL and SPHB). The system also appears to cross-check exposures (e.g., BIL vs IEF or IEI vs TLH) to avoid excessive or under-hedged risk. Rebalance is set to none, implying positions are intended to be held for a period rather than traded daily, with a defined corridor that guides how close actual exposure should be to targets. - What you would see in practice: at any given time you’d expect a mix of long and short ETF positions with a tilt toward ARK-family ideas and beta/volatility hedges. The exact assets rotate depending on the momentum and mean-reversion signals, often selecting a single asset from a group to allocate to, and using inverses/leveraged versions to express short or hedged views. - Important caveats: this is an experimental, highly engineered strategy that relies on aggressive ETF products (including levered and inverse funds). It can produce large swings in draws or gains and may require active risk monitoring and capital management.

Out-of-sample edge: ~38% annualized return vs ~21% for the S&P, with momentum-driven bets, hedges, and low turnover. Potential for outsized gains in tech-driven markets; note higher drawdown risk in downturns.