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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

Each day it checks whether bonds or risky stocks look stronger, then makes a contrarian bet: buy the biggest short‑term loser from a small list of leveraged ETFs (bullish or bearish). One holding at a time, ~90% invested, very high risk.
NutHow it works
Daily, it runs a simple heat check: compare a 7‑day “up‑vs‑down” score (often called RSI) of US Treasuries (IEI) to risky stocks (SPHB). If bonds look stronger, it buys the single worst 4‑day performer from a set of bullish, leveraged ETFs; otherwise it buys the worst from a set of inverse (bearish) ETFs. It puts ~90% in that one fund and leaves the rest in cash. It’s a short‑term contrarian bounce tactic.
CheckmarkValue prop
Out-of-sample annualized return ~103% vs S&P ~22.5%, with Sharpe ~1.52 and Calmar ~2.40. A regime-based contrarian strategy that concentrates on one leveraged ETF bet at a time, offering higher upside with disciplined risk vs the S&P.

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Invest in this strategy
OOS Start Date
Apr 23, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical etf rotation, leveraged etfs, mean reversion, regime switching, daily rebalance, long/short
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
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 ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
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 102.45%. 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, and options.