A daily, rules-based rotation that picks one asset from a YieldMax/related ETF universe (plus a cash proxy) using short-term momentum signals and multi-window performance metrics, prioritizing income strategies on AAPL/TSLA and leveraged tech plays, with a cash fallback and a “No K-1” tax angle.

The system screens a predefined pool (mostly YieldMax income ETFs on AAPL/TSLA and related leverage vehicles, plus cash proxies like BIL/QQQ). Each candidate is checked against short-term market signals (RSI-based gates) and performance tests over multiple short windows (roughly 14–42 days). After filtering, it ranks candidates by a chosen metric (cumulative return or volatility) and picks a single asset to hold for the day. The process is repeated daily, with cash as a base if none meet the gates. The net effect is a daily single-asset rotation into an income-oriented or high-momentum tech exposure when conditions look favorable, otherwise a move toward cash. The “No K-1” tag refers to the tax treatment of YieldMax products used here. Assets include conventional big-name tickers (QQQ, AAPL, TSLA proxies) and less-known ETF tickers (APLY, TS LY, TECL, TQQQ, TSLS, AAPD, etc.). The approach blends momentum discipline with focused exposure to option-income strategies and leveraged tech bets, aiming to generate income and upside while curbing risk via RSI gates and a cash default. It is a complex, rules-based system intended for automated or semi-automated daily operation rather than manual discretionary trading.

Out-of-sample edge: ~27.6% annualized return vs ~23% for the S&P, aided by cash fallback and RSI-driven daily rotation into income/tech. Accept higher drawdowns for bigger upside; risk-adjusted metrics remain competitive (Calmar ~1.01).