Composer · investment strategy
by Composer Technologies · via Composer
Equal-weight, daily-rebalanced basket of YieldMax option-income ETFs tied to Tesla, Google, Snowflake, TSMC, Exxon, bitcoin, and YieldMax baskets. Seeks high income, but caps much of the upside and still carries sizable downside and tech-heavy concentration risk.
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.
No rules extracted from this strategy’s text yet.
10 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
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.
0.0% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-07-31) · not identified: SNOY 11%, TSMY 11%, TSLY 11%, OARK 11%, GOOY 11%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 27% · 2026-10-19 ()
0.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
0 of 9 funds in its are
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
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.
4 missing
The text the rules are quoted from, with where it came from.
It splits your money equally across nine YieldMax “option income” ETFs tied to big names (Tesla, Google, Snowflake, TSMC, Exxon), bitcoin, and two YieldMax baskets (Innovation, Magnificent 7, Universe). It rebalances daily to keep each slice equal.<br><br>These ETFs try to pay high monthly income by selling options on the referenced stocks or bitcoin. That brings in cash now but gives up much of the upside if prices jump. If prices fall a lot, you can still lose a lot. Some funds-of-funds here may already hold the single-name ETFs, so exposures can stack.
Equal-weight, daily-rebalanced basket of YieldMax option-income ETFs tied to Tesla, Google, Snowflake, TSMC, Exxon, bitcoin, and YieldMax baskets. Seeks high income, but caps much of the upside and still carries sizable downside and tech-heavy concentration risk.
Out-of-sample: 20.61% vs 16.45% S&P, with positive alpha and competitive risk-adjusted results (Sharpe ~0.94, Calmar ~0.82). Higher drawdowns (~25% vs ~19%). Targets higher income and upside via option-income tech exposure.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $16k | 2026-10-19 | |
| Backtest regulatory fees | $16 | 2026-10-19 | |
| Backtest slippage cost | $11 | 2026-10-19 |
| AI categories (Composer) | covered-call-like, daily rebalance, equal-weight, high yield, option income, single-stock etfs, tech-heavy | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 11 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.11 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "GOOY", "OARK", "SNOY", "TSLY", "TSMY", "XOMO", "YBIT", "YMAG", "YMAX" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.14 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-19 |
| Remixes (copies) | 1 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 541 | 2026-10-19 | |
| Out-of-sample length | 462 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 24.88% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 61.26% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.61% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 40.46% | ||
| Return, trailing 1 day (out-of-sample) | -2.73% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.53% | ||
| Return, trailing 1 week (out-of-sample) | -3.56% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 11.99% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 15.88% | ||
| Return, trailing 2 weeks (out-of-sample) | -4.12% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 9.66% | ||
| SPY annualized return over the backtest window (backtest) | 17.05% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.99 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.82 | ||
| Maximum drawdown, backtest period (backtest) | -25.01% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.03% | ||
| Sharpe ratio, backtest period (backtest) | 1.12 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.94 | ||
| Sortino ratio, backtest period (backtest) | 1.62 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 22.17% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.63% |
| Annualized turnover, backtest period (backtest) | 0.15 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.02 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.45% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.11% | 2026-10-19 |
Collective2
Composer Technologies · Composer
