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Symphonies
Wooden ARKK Machine 2.2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it gauges fear vs greed by comparing a safe bond fund (IEI) to high‑beta stocks (SPHB). Then it buys one ETF that fell the most recently—either a leveraged bull fund if bonds lead, or an inverse fund otherwise. ~90% invested, ~10% cash.
NutHow it works
Each day it compares a safer bond fund (IEI) with a high‑volatility stock fund (SPHB) using a simple 0–100 recent‑move score. If bonds look stronger, it buys the biggest 4‑day dip from bull ETFs: TARK 2x ARKK, TECL 3x tech, UPRO 3x S&P, TMF 3x long US Treas, SOXX semis. Otherwise it buys the biggest dip from inverse ETFs: SARK short ARKK, PSQ short Nasdaq‑100, TMV short long Treas, DRV short real estate. ~90% in that ETF; ~10% in cash.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.46 vs SPY ~1.41; annualized return ~96% vs 22%; Calmar ~2.25. Regime-driven, single-ETF dip-buying aims for faster, disciplined growth; note higher drawdowns (~43%) than the S&P 500.

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Invest in this strategy
OOS Start Date
Apr 23, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, mean reversion, regime filter, daily rebalance, single-position, inverse etfs
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
SARK
Investment Managers Series Trust II Tradr 1X Short Innovation Daily ETF
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPHB
Invesco S&P 500 High Beta ETF
Stocks
TARK
Investment Managers Series Trust II Tradr 2X Long Innovation ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"Wooden ARKK Machine 2.2" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Wooden ARKK Machine 2.2" is currently allocated toDRV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Wooden ARKK Machine 2.2" has returned 96.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Wooden ARKK Machine 2.2" is 42.74%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "Wooden ARKK Machine 2.2", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, crypto, and options.