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Jason's Nightmare
Today’s Change

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About

A high-risk, volatility-aware mix of SARK (bearish on ARK-style innovation), SVIX (short volatility), and SOXL (3x semis). It favors the least jumpy side based on the last few days. Expect big swings and the chance of large, sudden losses.
NutHow it works
Three funds: SARK (goes up when ARK-style innovation stocks fall), SVIX (profits when market volatility drops), SOXL (3x bet on semiconductor stocks). It favors the calmer choice: over 9 days it tilts between SARK and a small bundle; inside that bundle it compares SVIX vs SOXL over 2 days. It only rebalances when weights drift by ~10%.
CheckmarkValue prop
Bold, volatility-tuned satellite strategy to complement a core S&P 500. In rare regimes it offers diversification as markets swing, but the out-of-sample track record shows tail risk and negative returns - use only as a small, risk-tolerant sleeve.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
-0.03
0.23
0.03
0.16
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
64.03%
14.88%
3.07%
6.63%
0.86
-9.14%
-2.65%
1.32%
-2.82%
0.02
Initial Investment
$10,000.00
Final Value
$9,086.33
Regulatory Fees
$48.18
Total Slippage
$253.16
Invest in this strategy
OOS Start Date
Jan 30, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, inverse-volatility weighting, leveraged etfs, inverse etfs, short volatility, semiconductors, ark innovation bearish
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type