A daily-rebalanced, risk-managed strategy that blends YieldMax option-income ETFs with momentum-based hedges. It buys two top-momentum assets from a tech/large-cap universe (by 40-day RSI) and uses short-term RSI signals to hedge with inverse/leveraged ETFs when market momentum is extreme. Exposed mainly to tech/semiconductors, with hedges across broad market and volatility products.

- The strategy is designed to be rebalanced every trading day. - It uses momentum/volatility signals to decide where to park cash and which assets to buy. - If very short-term momentum in a popular levered/long tech proxy is extreme (10-day RSI of TQQQ > 79), it moves into a hedge by buying SOXS (a Bear/short semiconductor ETF). This is a risk-control move when tech momentum looks overheated. - If the market shows a sharp downside signal (6-day cumulative return of TQQQ less than -13%), the plan shifts into a YieldMax-tilted setup: it looks at a universe of YieldMax option-income ETFs plus related names and picks two assets with the strongest longer-term momentum (40-day RSI within a defined universe). - The selection universe for the 40-day RSI screen includes several YieldMax products (like NVDY) and top tech/large-cap names (AAPL, MSFT, NVDA, AMD, XOM, NFLX, META, TSLA, AMZN, GOOG, COIN, etc.). It sorts them by 40-day RSI and selects the top 2. - The two selected assets are then weighted equally (50/50) in a cash-equivalent allocation. If cash is involved, it’s allocated evenly across the chosen assets. - There are also conditions that bring in inverse/hedging exposure (SPXU for broad-market downside and SOXS for semis) under specific momentum checks. - The overall goal is to generate income via YieldMax ETFs while using short-term momentum/volatility rules to reduce risk during tougher markets. - Sectors exposed include technology and semiconductors (NVDA, AAPL, MSFT, AMZN, GOOG, TSLA, NFLX), semiconductors via SOXS, energy via XOM, and broader exposure/hedges via SPXU and VIX-related considerations. The inclusion of COIN adds crypto-related exposure. The strategy is therefore tech-heavy with diversification across some other major sectors and hedges.

Out-of-sample, this strategy delivers higher risk-adjusted return and income than the S&P: Sharpe 1.54 vs 1.32, annualized return 55.8% vs 22%, Calmar 2.82. YieldMax income with hedges aims to capture tech upside while limiting drawdowns.