Composer · investment strategy
by Composer Technologies · via Composer
Rotates among covered‑call ETFs to seek income plus rebounds: 85% buys recent laggards, 15% buys short‑term winners. Mix spans S&P 500/Nasdaq funds, single‑stock income ETFs, and a few commodity/crypto option‑income products.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
“It only trades if weights drift >5%.”
“15% buys the 5 best over ~1 week (riding short‑term strength)”
“85% buys the 4 worst performers over ~2 months (betting on a bounce while collecting income)”
“What it buys: covered‑call funds (they own stocks and sell call options for income)”
No published holdings for this strategy.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
No holdings on file, so nothing to test.
Strategies that share its Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
5 missing
The text the rules are quoted from, with where it came from.
What it buys: covered‑call funds (they own stocks and sell call options for income). Examples: JEPI/JEPQ/XYLD/QYLD/RYLD (S&P 500/Nasdaq), SPYI, DIVO; plus single‑stock income funds (e.g., TSLY for Tesla, NVDY for Nvidia), gold/silver, crypto, and more.<br>How it rotates: 85% buys the 4 worst performers over ~2 months (betting on a bounce while collecting income). 15% buys the 5 best over ~1 week (riding short‑term strength). It only trades if weights drift >5%.
Rotates among covered‑call ETFs to seek income plus rebounds: 85% buys recent laggards, 15% buys short‑term winners. Mix spans S&P 500/Nasdaq funds, single‑stock income ETFs, and a few commodity/crypto option‑income products.
Out-of-sample, this strategy outperforms the S&P 500 on risk-adjusted grounds: ~59% annualized return vs ~14%, Sharpe ~1.74 vs ~1.22, Calmar ~4.95. It uses covered-call income with mean-reversion to chase upside; max drawdown ~12%.
Singing in the rotates through covered call ETFs seeking both income and appreciation. If it works we will all be 'Singing In the Rain"
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | covered-call etf rotation, income, mean reversion, momentum, multi-asset option-income | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.37% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 16.16% | ||
| Return, trailing 1 month (out-of-sample) | -0.32% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 22.98% |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.95 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.00% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.74 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 29.68% |
Collective2
Composer Technologies · Composer
