Use The SweePro Benchmark to roll your own live model

The last post in this series showed SweePro's track record. A \$100,000 allocation grew to \$138,472 since 2007, net of fees, versus \$129,881 for BIL. First, this post shows how to use SweePro and Oracle to build and test a T-bill rotation rule of your own. We follow that up with an embarrassingly simple way to execute trades once you have it.

Use SweePro and Oracle as benchmarks

SweePro ranks the front of the Treasury curve, 1 to 12 month bills, and allocates 100% to the top-ranked tenor each month. The current month's ranking is never published. The API always returns stale data, lagged by one month.

Use SweePro and Oracle to build and test your own models. SweePro is useful to measure your own strategies against a real historical implementation. Oracle should be used as a perfect foresight upper bound on what's possible since no real model can ever exceed Oracle's performance. Models with performance falling in between these two benchmarks should be considered favorably.

This is how you retrieve the completed-month allocation history:

curl -H "Authorization: Bearer $SWEEPRO_TOKEN" \
  https://www.yieldcurve.pro/api/v1/sweepro/history

This is how you retrieve the monthly returns for SweePro, Oracle, and the ETF benchmarks, with cumulative values:

curl -H "Authorization: Bearer $SWEEPRO_TOKEN" \
  https://www.yieldcurve.pro/api/v1/sweepro/performance

Both endpoints are open to any active SweePro subscriber, monthly or annual, with a token from your account dashboard.

A venue that can actually trade

TreasuryDirect has no secondary market of its own. T-bills purchased there are locked up for at least 45 days and can only be sold early by transferring them to a bank or broker. That works for buy and hold. It does not work for a rule that rotates tenors month to month.

Jiko is built for that rotation. Jiko includes bank and brokerage in one account. You are able to bank and trade on one consolidated platform.

Feeding your strategy to Jiko

Once you have developed a model that you are happy with, you can submit orders to Jiko with one API call. Jiko represents each tenor as an allocation attached to a pocket, and a pocket is created for a specific tenor rather than repointed at a new one later. Rotating into next month's tenor means opening a new pocket with that tenor's allocation:

curl -i -X POST \
  'https://api.business.jiko.io/api/v2/pockets/' \
  -H 'Authorization: Bearer <YOUR_TOKEN_HERE>' \
  -H 'Content-Type: application/json' \
  -d '{
    "trading_strategy_id": "UST-4W",
    "pocket_name": "rotation-2026-09"
  }'

The trading_strategy_id maps directly to a tenor: UST-4W is Jiko's 1 month bucket, UST-13W is 3 months, UST-26W is 6 months, UST-52W is 12 months.

The curl call above is for illustrative purposes only. See Jiko's authentication guide for the real flow. Moving funds out of last month's pocket, settlement timing, and how that interacts with an existing allocation are details we will leave to the reader.

SweePro and Oracle exist to answer one question: is your T-bill rotation rule any good? Download the history, backtest your rule against both, and you'll know if you have a real, implementable strategy. Once you're happy with the rule, use Jiko to allocate idle cash to the tenor of your choice.

DISCLAIMER: SweePro is a research benchmark, not investment advice. All results shown are hypothetical and simulated prior to June 2026. The Jiko API call above is illustrative, drawn from Jiko's public API documentation. It is not a partnership, an endorsement, or a guarantee that the call works for your account. See our Terms of Service for full disclosures.