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

About

A daily, rules-based rotation that holds one ETF at a time. It checks market trend (SPY 200‑day) and short‑term “heat” (RSI) from leveraged sensors (TQQQ, SPXL, SQQQ) to favor JEPQ/JEPI in normal times and shift to BTAL or BIL when markets get extreme.
NutHow it works
Daily switch using trend (moving averages) and short‑term momentum (RSI). Uptrend (SPY > 200‑day): if TQQQ RSI >79 buy BTAL (defensive); else if SPXL RSI >80 buy BIL (T‑bills); else buy JEPQ (Nasdaq + option income). Downtrend: if TQQQ RSI <31 buy XLK (tech); else if SPY RSI <30 buy JEPI (broad + option income); else if TQQQ < 20‑day avg buy BTAL; else if SQQQ RSI <31 buy BIL; else buy JEPQ. RSI flags overbought/oversold; moving averages mark trend.
CheckmarkValue prop
Out-of-sample, this strategy delivers ~29% annualized return vs ~22% for the S&P, higher Sharpe (~1.52 vs ~1.29), and lower drawdown (~14% vs ~19%). Regime-aware rotations and income/defensive tilts aim for steadier growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.250.430.20.44
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
67.62%15.54%1.36%5.73%0.91
Simplified JEPQ FTLT
197.82%35.69%1.68%8.69%1.89
Initial Investment
$10,000.00
Final Value
$29,782.25
Regulatory Fees
$39.70
Total Slippage
$233.99
Invest in this strategy
OOS Start Date
Dec 26, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical asset allocation, volatility control, options-income etfs, defensive rotation, daily rebalancing
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.

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

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

Year-to-date, "Simplified JEPQ FTLT" has returned 29.01%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simplified JEPQ FTLT" is 13.99%. 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 "Simplified JEPQ FTLT", 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.