BisonQuant Singing In The Rain
Today’s Change (Oct 22, 2026)
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About
A high-income ETF rotation strategy that mostly buys beaten-down covered-call funds, while keeping a small slice in recent winners.
This strategy shops only among high-income funds that make money mainly by selling options.
It puts 85% into the 4 funds that have done the worst over about 2 months, betting they may bounce back.
It puts 15% into the 5 stronger funds from a smaller list, based on the last 4 days, to keep some exposure to current winners.
So it mixes “buy the dip” with a small dose of momentum.
Out-of-sample edge: ~53% annualized return with Calmar 4.43 and Sharpe 1.64 vs SPY ~9% return and Sharpe 0.82. A disciplined covered-call ETF rotation targets higher risk-adjusted upside with income, not just growth.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.04 | 1.39 | 0.42 | 0.64 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 18.56% | 33.63% | -0.05% | 3.57% | 2.31 | |
| 27.55% | 51.34% | -1.66% | 15.56% | 1.63 |
Initial Investment
$10,000.00
Final Value
$12,755.13Regulatory Fees
$9.61
Total Slippage
$54.00
Invest in this strategy
OOS Start Date
Jun 16, 2026
Trading Setting
Threshold 5%
Type
Stocks
Category
Income, covered call, etf rotation, momentum, mean reversion, options-income, multi-asset, high yield
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