Wooden ARKK Machine 2.2 w/ 2.2a 5percent
Today’s Change (Jan 19, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, high‑risk “market mood” strategy. It compares short‑term strength of safety bonds (IEI) vs high‑beta stocks (SPHB), then buys one leveraged ETF from a bull or hedge list—the one that just fell the most—95% main, 5% sidecar.
Each day it compares a 0–100 “strength score” (RSI over ~7 days) for two funds: IEI (mid‑term US Treasury bonds—safety) and SPHB (the most jumpy S&P 500 stocks—risk). If SPHB’s score is higher, it picks from bullish funds; if IEI’s is higher, it picks from bearish/hedge funds. From that chosen list, it buys just one fund—the one that did the worst over the last ~4 days—betting on a short‑term bounce. About 95% goes to this main pick, and ~5% goes to a small side list that adds a couple of extra choices. Rebalanced daily.
Out-of-sample upside with a disciplined pattern: ~80% annualized return vs 23% for the S&P, supported by a strong risk-adjusted Calmar ~1.89. Higher drawdowns, but potential for superior growth and diversification beyond the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.47 | 0.72 | 0.04 | 0.19 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 77.21% | 16.81% | 2.19% | 5.01% | 0.98 | |
| 15,907.3% | 296.81% | -9.03% | -1.01% | 2.45 |
Initial Investment
$10,000.00
Final Value
$1,600,729.61Regulatory Fees
$8,669.90
Total Slippage
$53,947.94
Invest in this strategy
OOS Start Date
May 17, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation,risk-on/risk-off,rsi momentum,leveraged/inverse etfs,contrarian laggard buying,daily rebalanced
Tickers in this symphonyThis symphony trades 17 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
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
JDST
Direxion Daily Junior Gold Miners Index Bear 2X Shares
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X Shares
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