A daily, rule-based ARK-themed strategy that uses ARKK momentum to decide among SARK (inverse ARK), TARK (2x ARK), or OARK (income via options), with bond-market checks and a 50-day trend filter to manage risk. Leveraged and inverse ETFs increase potential gains and losses; bond ETFs (BIL, IEF, TLT, BND) provide hedging. High-risk, highly thematic, and rebalanced daily.

What the strategy does in plain language: - It runs every trading day and decides where to put your money among ARK-theme ETFs and some bond/cash substitutes. - It first looks at ARKK, the main ARK Innovation ETF, using a simple momentum gauge called RSI (think of it as a score that says whether the price has been moving up a lot recently or down a lot). A higher number means stronger recent gains; a lower number means weaker gains or a drop. - If ARKK’s momentum is extremely strong (RSI above 80), the bot bets ARKK may turn down soon by buying SARK, which is designed to go up when ARKK goes down (inverse exposure). - If ARKK’s momentum is very weak (RSI below 30), it bets ARKK might rebound by buying TARK, a 2x levered version of ARKK (larger moves up or down). - If ARKK’s momentum isn’t in the extreme zones, the bot may consider OARK (an ARK-themed option-income vehicle) but only if several bond-market checks look favorable. Those checks help gauge overall market risk using other bond ETFs. - There are also trend checks, like whether ARKK’s price is above its 50-day average, to confirm an uptrend before taking on exposure. - The bond-related checks compare ARKK’s momentum with bonds. If the bond market looks healthy, the strategy may lean toward OARK; if bonds look weak or risky, it may switch to cash-like or safer bond positions (BIL, IEF, TLT) instead. - The whole thing rebalances daily, meaning you’re adjusting exposures every day rather than sticking with a static mix. - Tickers and what they are: - ARKK: ARK Innovation ETF (the main ARK theme) - SARK: Inverse ARKK ETF (goes up when ARKK falls) - TARK: 2x levered ARKK ETF (larger moves in ARKK’s direction) - OARK: YieldMax Innovation Option Income Strategy ETF (uses options to generate income on ARK-like exposure) - BIL: Short-term U.S. Treasuries (cash-like safety) - IEF: Intermediate-term U.S. Treasuries - TLT: Long-term U.S. Treasuries - BND: Broad bond market ETF - The intent is to ride ARK’s growth when momentum is favorable, but to flip to hedges (SARK or bonds) when momentum is extreme or risk rises. Because leverage and inverse exposures are used, results can swing widely and losses can be large. - In short, it’s a risk-seeking, ARK-focused, signal-driven engine with built-in hedges and bond-hedging logic that rebalances every day.

Out-of-sample Sharpe ~1.30 and Calmar ~1.33; 10.7% max drawdown vs S&P 18.8%, beta ~0.09. This ARK-themed, dynamically hedged strategy offers stronger risk-adjusted gains and downside protection versus the S&P.