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

About

A daily, contrarian mean‑reversion sleeve. It compares bond vs high‑beta‑stock “heat” (RSI) to choose a bull or bear menu, then buys the most beaten‑down ETF for a short‑term bounce. Uses leveraged long/inverse funds across equities, Treasuries, and global beta.
NutHow it works
Daily it compares short‑term “heat” (RSI = a 0–100 gauge of how fast price has moved recently) of 3–7Y US Treasuries (IEI) vs high‑volatility US stocks (SPHB). If bonds look hotter, it picks 1 long ETF; otherwise 1 inverse ETF. It always buys the one that has fallen most over ~4 days, aiming for a bounce. Only a small sleeve (~27–30%) is used; the rest stays in cash/elsewhere.
CheckmarkValue prop
Out-of-sample upside: ~52% annualized return vs ~22% for SPY. Sharpe ~0.95, Calmar ~0.96. Risk controlled by a small sleeve and cash. Drawdowns ~54%, but potential big upside from short-term mean-reversions.

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Invest in this strategy
OOS Start Date
Jun 4, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical, mean reversion, leveraged etfs, long/short, rsi signal, risk-on/off, daily rebalanced
Tickers in this symphonyThis symphony trades 20 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
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
JDST
Direxion Daily Junior Gold Miners Index Bear 2X ETF
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X 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

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

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

Year-to-date, "Wooden ARKK Machine 2.2b" has returned 54.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Wooden ARKK Machine 2.2b" is 53.91%. 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 2.2b", 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.