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Symphonies
JEPQ Since 2022
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, risk-on/risk-off rotation around JEPQ. In uptrends it holds JEPQ unless markets look overheated, then shifts to Treasuries. In down/sideways markets it toggles among bonds, inverse hedges, and occasional leveraged tech rebounds.
NutHow it works
It first asks: is the market in an uptrend (S&P 500 above its 200‑day average)? If yes, it mostly holds JEPQ (income from Nasdaq stocks) unless prices look too “hot,” then it parks in long Treasuries (TLT). If not, short‑term “stretched” readings (RSI ≈ how overbought/oversold) and 20‑day trends pick among: bonds/cash (TLT/IEF/SHV), inverse hedges (PSQ, QID), or brief dip‑buys (QLD; sometimes SMH or USD—2x semis). JEPI is a calmer S&P‑based income fund used in rough patches.
CheckmarkValue prop
An adaptive, rules-based rotation around Nasdaq income (JEPQ/JEPI) with Treasuries hedges. Out-of-sample Sharpe ~0.94 and Calmar ~1.08 with near-S&P beta—delivering competitive risk-adjusted returns and income in choppy markets.

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Invest in this strategy
OOS Start Date
Nov 30, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, trend following, option-income, tech/nasdaq tilt, bonds hedge, inverse & leveraged etfs
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.

"JEPQ Since 2022" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"JEPQ Since 2022" is currently allocated toJEPQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "JEPQ Since 2022" has returned 22.96%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "JEPQ Since 2022" is 21.29%. 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 "JEPQ Since 2022", 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, crypto, and options.