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first your horse has to be able to see rosette comps, this requires very high skill levels in the primary skill for the competition type (ie gallop for gallop comps). You will be able to find more rosette comps if they exist for that comp type and if your horse can see them through their skill level, by filtering the comps for higher kitty. Most of the time, rosette comps have high kitties.
Then of course the horse has to win the comp - so it will need a very high skill level in the supporting skills as well as the primary skill as well as all the bonuses it can get etc as most horses that enter rosette comps are amongst the best of the best.