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V1.0.0|Cathie's One Night Stand|Hawk
Today’s Change

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About

Daily, rules‑based ARK switch: trend + momentum decide between 2x long ARKK (TARK), inverse ARKK (SARK), safe T‑bills (SGOV/BIL), or a top ARK fund. Aims to ride strength, short weakness, and hide in cash when choppy.
NutHow it works
Tickers: ARK funds (ARKK=innovation, ARKF=fintech, ARKG=genomics, ARKQ=robotics, ARKW=internet, ARKX=space), TARK=2x ARKK, SARK=short ARKK, SGOV/BIL=T‑bills, UUP/USDU=USD strength, HIBL=high‑beta gauge. Daily: If ARKK is below trend or weak, favor SARK or T‑bills; if it stabilizes, briefly buy the best ARK fund. If ARKK is strong/above trend, switch among TARK, SARK, or T‑bills using momentum/volatility and a risk‑on/off check.
CheckmarkValue prop
A dynamic ARK-tactical sleeve adds diversification and risk control to SPY via trend/momentum signals and cash hedges. Best as a satellite strategy; out-of-sample shows higher volatility and drawdowns vs SPY, not a core replacement.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.38
-0.54
0.03
-0.16
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
69.34%
16.46%
-1.67%
2.89%
0.97
56.53%
13.84%
7.59%
-8.97%
0.51
Initial Investment
$10,000.00
Final Value
$15,653.42
Regulatory Fees
$190.69
Total Slippage
$1,172.79
Invest in this strategy
OOS Start Date
Nov 14, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, ark etfs, leveraged/inverse, momentum, trend, volatility, risk-on/off, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type