Composer · investment strategy
by Composer Technologies · via Composer
Monthly, buy the 4 of 7 income ETFs with the best ~40‑day performance, equal‑weighted. Most are covered‑call funds (high income, limited upside) plus SCHD/JEPI/DIVO for dividend and option‑income diversification.
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.
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.
6 missing
The text the rules are quoted from, with where it came from.
Once a month, look at 7 income‑focused stock ETFs (QYLD, RYLD, XYLD, QQQH, JEPI, SCHD, DIVO). Rank them by how much they gained over the last ~40 trading days (about 2 months). Buy the best 4 and split the money evenly until next month.<br>Many hold big U.S. stocks and earn extra cash by selling call options (steady income but capped upside). SCHD is a dividend fund; JEPI/DIVO blend dividends and options.
Monthly, buy the 4 of 7 income ETFs with the best ~40‑day performance, equal‑weighted. Most are covered‑call funds (high income, limited upside) plus SCHD/JEPI/DIVO for dividend and option‑income diversification.
Monthly ETF rotation aims for risk-adjusted resilience. Out-of-sample: Sharpe ~0.99 vs SPY ~1.08; max drawdown ~13% vs ~17%; beta ~0.64; Calmar ~0.90. Lower risk, steady income, and downside protection vs the S&P 500.
Select the best performing of the popular Quadfecta ETFs
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | covered-call income, dividend income, etf rotation, momentum, monthly rebalance, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | monthly |
| Return, out-of-sample period (annualized) (out-of-sample) | 11.69% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 19.75% | ||
| Return, trailing 1 month (out-of-sample) | 0.30% | ||
| Return, trailing 1 year (out-of-sample) | 16.97% | ||
| Return, trailing 3 months (out-of-sample) | 0.90% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.90 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.05% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.99 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.92% |
Collective2
Composer Technologies · Composer
