Skip to Content
Symphonies
Wooden ARKK Machine 2.2a
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, cross‑asset, contrarian trader: compare 1‑week “heat” of Treasuries vs high‑beta stocks to pick a side, then buy one leveraged ETF that’s been the biggest 4‑day laggard on that side. Typically holds ~2 weeks and uses only a slice of cash.
NutHow it works
Each day it asks what’s been hotter over the last week: safe US bonds (IEI) or very volatile stocks (SPHB). If bonds are hotter, it buys one bullish leveraged ETF (tech/innovation, semis, biotech, China/EM, long bonds), picking the one that fell most in the last 4 days. If stocks are hotter, it buys one bearish/inverse ETF (short ARKK/Nasdaq/bonds/real estate/gold miners), again choosing the recent laggard. It often holds ~2 weeks and usually deploys only ~30%, leaving the rest in cash.
CheckmarkValue prop
Out-of-sample annualized return ~71% vs SPY ~23%; Calmar ~1.69 signals strong risk-adjusted upside. Drawdowns higher (~42% vs ~19%), but a cash buffer and disciplined daily cross-asset contrarian bets aim for bigger, durable gains.

Loading backtest data...

Invest in this strategy
OOS Start Date
May 16, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical, leveraged etfs, mean reversion, risk-on/off timing, cross-asset signal, daily rebalance, tech/growth tilt
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
JDST
Direxion Daily Junior Gold Miners Index Bear 2X ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X 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

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

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

Year-to-date, "Wooden ARKK Machine 2.2a" has returned 74.10%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Wooden ARKK Machine 2.2a" is 49.95%. 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 2.2a", 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.