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

About

Daily momentum tilt between levered long vs bear ETFs; pick one asset from the appropriate pool using a 4-day momentum screen and allocate almost all active capital to that single asset (with ~30% in cash).
NutHow it works
Daily, relative-momentum decision between a long, levered ETF pool and a bear/short ETF pool. If RSI(IEI,7) > RSI(SPHB,7) you buy one levered long ETF (the best candidate per a 4-day momentum screen); else you buy one bear/short ETF (again the best candidate per the same screen). About 30% of the portfolio sits in cash; the active allocation goes into a single selected ETF (roughly 70–100% of the active portion).
CheckmarkValue prop
Out-of-sample, this strategy seeks ~71% annualized return vs ~23% for the S&P, with 30% cash and Calmar ~1.69. Daily momentum tilts between leveraged longs and bears target big upturns, with risk controls—drawdowns can hit ~42%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.570.840.040.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
71.41%15.08%-2.02%-1.16%0.9
Wooden ARKK Machine 2.2a
24,817.28%321.24%7.48%-25.21%2.35
Initial Investment
$10,000.00
Final Value
$2,491,727.78
Regulatory Fees
$15,625.18
Total Slippage
$100,781.49
Invest in this strategy
OOS Start Date
May 16, 2023
Trading Setting
Daily
Type
Stocks
Category
Quantitative, leveraged etfs, momentum, long/short
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 toLABU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Wooden ARKK Machine 2.2a" has returned 73.76%. 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.