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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

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
Cross-asset mean-reversion with a cash cushion: levered bets on the hotter side ~2 weeks. Aims to beat the S&P on risk-adjusted return, with strong OOS alpha and Calmar ~1.8, while cash buffers limit drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.570.810.040.19
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
91.74%17.19%0.09%13.88%1.02
Wooden ARKK Machine 2.2a
38,183.91%326.1%26.7%38.02%2.37
Initial Investment
$10,000.00
Final Value
$3,828,390.66
Regulatory Fees
$14,941.10
Total Slippage
$125,466.92
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 0 assets in total
Ticker
Type

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 toJDST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Wooden ARKK Machine 2.2a" has returned 89.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Wooden ARKK Machine 2.2a" is 49.94%. 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.