Covered Call Income

Covered call ETF income with VIX regime overlay

Total Return

+44.9%

Sharpe Ratio

0.85

Max Drawdown

-14.1%

Win Rate

61.0%

Alpha

-52.3%

Comp. Score *

0.15

Risk Parameters

Max Allocation15.1%

Stop Loss20.0%

Take Profit10.5%

Max DD Tolerance14.1%

Rebalanceweekly

Execution Guidance

Order TypeLimit

Entry RuleBuy on ex-dividend date dips or when yield exceeds 5-year average.

TimingSAFE TO BUY. *

ScalingBuild position over 4-6 weeks. Reinvest all dividends.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
QYLD	BUY	15%	12.9% below entry	6.8% above entry	23.4%	TV YH
JEPI	BUY	12%	10.0% below entry	5.3% above entry	30.1%	TV YH
JEPQ	BUY	17%	14.4% below entry	7.6% above entry	20.9%	TV YH
XYLD	BUY	12%	10.3% below entry	5.4% above entry	29.4%	TV YH
SVXY	BUY	42%	35.0% below entry	18.5% above entry	8.6%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy has decent long-term performance. Consider allocating 5-10% of portfolio. Rebalance quarterly.

Avg 5Y Return

27.1%

Avg 5Y Sharpe

0.12

Avg 5Y Max DD

-16.4%

10Y Return (2015-2024)

74.0%

10Y Sharpe

0.22

10Y Max DD

-17.5%

HODL Composite

0.19

Windows Tested

Consistency

71%