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Symphonies
JEPI-DBMF-TQQQ | Simple Monthly | Jefe
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

80% core in income‑focused US stocks (JEPI) and diversifying managed‑futures (DBMF). A 20% sleeve buys leveraged tech (TQQQ) only when QQQ’s trend is up; otherwise that 20% stays in the core. Rebalanced monthly.
NutHow it works
Each month it holds a core: 40% JEPI (large US stocks using options to pay income, steadier than the market) and 40% DBMF (trend‑following futures across rates, currencies, and commodities that diversify stocks). The last 20% is tactical: it buys TQQQ (a 3× version of the tech‑heavy QQQ index) only when QQQ’s average price over the last 20 days is above its 150‑day average—a simple sign of an uptrend. Otherwise that 20% is added back to JEPI and DBMF.
CheckmarkValue prop
Out-of-sample risk-adjusted edge: Calmar 1.37, max drawdown 16.7% vs SPY 18.8%, and 22.9% annualized return. Lower volatility with income (JEPI) and diversified futures (DBMF), plus a tactical tech tilt on confirmed uptrends.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.080.650.560.75
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
161.99%17.77%6.16%5.09%1.04
JEPI-DBMF-TQQQ | Simple Monthly | Jefe
188.86%19.74%-2.77%-0.03%1.29
Initial Investment
$10,000.00
Final Value
$28,886.20
Regulatory Fees
$2.33
Total Slippage
$10.08
Invest in this strategy
OOS Start Date
Mar 12, 2023
Trading Setting
Monthly
Type
Stocks
Category
Rules-based, monthly rebalance, trend filter, tactical tech tilt, equity income, managed futures, diversification
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
JEPI
JPMorgan Equity Premium Income ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"JEPI-DBMF-TQQQ | Simple Monthly | Jefe" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"JEPI-DBMF-TQQQ | Simple Monthly | Jefe" is currently allocated toDBMFandJEPI. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "JEPI-DBMF-TQQQ | Simple Monthly | Jefe" has returned 19.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "JEPI-DBMF-TQQQ | Simple Monthly | Jefe" is 16.70%. 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 "JEPI-DBMF-TQQQ | Simple Monthly | Jefe", 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.