BisonQuant Singing In The Rain
Today’s Change (Jun 22, 2026)
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About
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.
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.
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%.
Income-focused strategy via covered-call ETFs and option-income assets. Out-of-sample stats show weaker risk-adjusted returns vs SPY, but it aims for steady income and lower correlation, acting as a ballast alongside the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| -0.48 | 1.39 | 0.62 | 0.79 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 14.23% | 71.76% | 1.36% | 14.23% | 3.68 | |
| 6.64% | 29.88% | -3.56% | 6.64% | 1.12 |
Initial Investment
$10,000.00
Final Value
$10,664.46Regulatory Fees
$4.14
Total Slippage
$25.32
Invest in this strategy
OOS Start Date
Jun 16, 2026
Trading Setting
Threshold 5%
Type
Stocks
Category
Covered-call etf rotation, income, mean reversion, momentum, multi-asset option-income
Tickers in this symphonyThis symphony trades 52 assets in total
Ticker
Type
AAPY
Kurv Yield Premium Strategy Apple (AAPL) ETF
Stocks
AIPI
REX AI Equity Premium Income ETF
Stocks
AMDY
YieldMax AMD Option Income Strategy ETF
Stocks
AMZY
YieldMax AMZN Option Income Strategy ETF
Stocks
CEPI
REX Crypto Equity Premium Income ETF
Stocks
CONY
YieldMax COIN Option Income Strategy ETF
Stocks
CVRD
Madison Covered Call ETF
Stocks
DIVO
Amplify CWP Enhanced Dividend Income ETF
Stocks
DJIA
Global X Dow 30 Covered Call ETF
Stocks
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
Stocks