Income investing using tools to collect 8%+ yields across different sectors of the market, while using data-driven models to identify the current market regime
Joined December 2024
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Some people think concentration risk is only a concern for the 1%ers. I hate to break it to them, but concentration risk doesn’t care how much money you have.
Look at $FITZ, the portfolio concentration, and the performance. It makes me wonder if @fitz_keith has taken concentration to an entirely new level of performance. 👀
Ok, it is official: most people should just buy and hold $VOO as they have no clue what they are buying and why they are buying it.
We sit down with Si and find out about changes and what might be next.
youtu.be/QPm5AWbwTSc?si=xLzk…
🤖 Made with AI
I have a video coming next week with $FIZY in it. Compared to two other ETFs. It’s interesting as all 3 of the ETFs hold about 40% + of the exact same holdings. 3 different active fund managers picking 40%+ of the same stocks. None of them have more than 40 holdings.
I don’t think this is random.
Income Architect retweeted
Well, well, well… maybe change is in the air…
Ken Griffin explains why the rise of passive investing only works as long as active managers keep doing the research that sets prices
“So what’s very interesting is the rise of passive investing plays to the realization that markets are either efficient or semi-efficient."
"And it’s a way for investors to have low-cost exposure to either broad indices, to the world as a whole, or to specific sectors without having to pay the fees of active management."
"It’s been revolutionary for the world, this embracing of passive investing. But passive investing only works if there’s a meaningful community of people involved in fundamental research who are helping to set the pricing of securities."
"So passive investing requires the existence of capable, successful, and competitive traditional asset managers for the theory that underlies passive investing to actually play out, to actually manifest itself."
"So the rise of short-term investors helps to ensure that markets are efficient with respect to news that’s rapidly evolving. But we should really try to make sure that we take every step possible to make it that traditional asset managers have the ability to have prosperous and successful firms because they are so critical in the price discovery process that passive investing depends upon.”
Income Architect retweeted
Wow - what a morning. We are humbled by your trust in us, and incredibly grateful for the opportunity to serve you all!
Big money there :) nice.
🚨 BIG $OVQ PURCHASE! 🚨
I bought 3,005 shares of $OVQ in my IRA and another 1,005 shares in my retail account — approximately $100,000 invested across my accounts!
I also bought $75,000 worth for my mother!
I'm glad this ETF is finally here, and I'm excited to see how it performs. I'll be sharing my experience here on My Retirement Trading!
Not financial advice. These are my personal investment decisions. Always do your own research.
#OVQ #ETFs #Investing #PassiveIncome #Retirement
Income Architect retweeted
Overlay Shares Nasdaq 100 Income ETF ($OVQ) is now available!
✓ @Nasdaq 100 Equity Exposure
✓ Active Risk-Managed Put-Spread Overlay
✓ Targets a 12% Annual Distribution Rate (Paid Monthly)*
Learn more now: LSFunds.com/OVQ
Read the prospectus carefully before investing. See this thread for a link
Income Architect retweeted
$TSYX & $TDAX announce 10/20 distributions ✔️
The T² Lift™ Series Powered by TappAlpha + Tuttle Capital
More income. More growth. Same strategy — Lifted.
The T² Lift™ Series offers light-leverage versions of TSPY and TDAQ — built to deliver 30% more exposure to the growth and income strategies investors already trust.
Learn more here: TappAlphaFunds.com
TSYX
Distribution Amount: $0.08752 per share
Distribution Rate (as of 10/21/26): 19.75%
30-day SEC Yield (as of 9/30/26): 1.78%
TDAX
Distribution Amount: $0.09895 per share
Distribution Rate (as of 10/21/26): 22.32%
30-day SEC Yield (as of 9/30/26): 1.50%
Ex-Date - Wednesday, 10/21/2026
Payable Date - Thursday, 10/22/2026
The return of capital for TSYX’s most recent distribution was estimated to be 91%.
The return of capital for TDAX’s most recent distribution was estimated to be 98%.
ROC reduces NAV and may be taxable as ordinary income or capital gain upon disposition or sale of Fund shares.
#TSYX #TDAX @TappAlphaFunds @TuttleCap
Nice one.
'Twas the night before OVQ, and all through the house,
Not an investor was stirring, not even a mouse.
The stockings were hung, the portfolios in sight,
Dreaming of OVQ launching at first light! 🎁🚀
One more sleep!
@EMcArdleInvest @LS_funds
Compare SEPI (fund) against VOO (benchmark) and deliver a 4K scorecard image. DATA - Pull weekly dividend-adjusted closes AND raw closes for SEPI and VOO from SEPI's first full week of trading (inception Sep 5, 2025) through the latest week (Alpha Vantage TIME_SERIES_WEEKLY_ADJUSTED). Align the dates. - Check that every SEPI distribution on Shelton's distribution page shows up as a step in Alpha Vantage's adjustment factor (adjusted ÷ raw close). If one is missing, add it back using the fund's ex-date and amount, and note the fix in the data note. (Alpha Vantage has been missing the Oct 30, 2025 $0.18 payment.) - Risk-free rate = average 3-month Treasury yield over the same period (Alpha Vantage TREASURY_YIELD, monthly). - Get the tax character of distributions from Shelton's own SEPI page (advisor.sheltoncap.com/inves…), using the latest Section 19a-1 notice: return of capital vs net investment income. If a year-end 1099 allocation has been published, use it instead. Use what the fund reports, not a third-party summary. CALCULATIONS (weekly returns; annualize with 52 / sqrt(52)) - Return: total return (adjusted closes), annualized return, price return excluding distributions (raw closes) - Risk: annualized volatility, downside deviation (below risk-free), max drawdown, upside capture, downside capture (geometric, on benchmark up/down weeks), beta to benchmark, R² vs benchmark - Risk-adjusted: Sharpe, Sortino, Treynor (3 decimals), Calmar - Alpha: Jensen's alpha (regression on excess returns), alpha t-stat, alpha 95% range, information ratio, tracking error EDGE LABELS - "Tie" if within 2%, the winning ticker otherwise, and add "(slight)" if within 10%. - Mark alpha "Not significant" if |t-stat| < 2, and its range "Includes zero" if it spans zero. - Mark R² ≥ 0.80 "Good fit". Label beta "Lower beta" / "Higher beta" (neutral, not a win). - Colors: green = fund wins; orange = benchmark wins on something important (return, price return, drawdown, capture, risk-adjusted ratios); gray = neutral. IMAGE - 3840×2160 PNG, matplotlib at 200 dpi, Inter font. - Title "SEPI vs VOO". Subtitle "Risk & return scorecard · <date range> · weekly, dividend-adjusted". Color chips for each ticker top right. - Two rounded card panels side by side, with columns: metric, fund value (bold), benchmark value, edge. - Left panel: RETURN (total, annualized, price return) and RISK (volatility, downside deviation, max drawdown, upside capture, downside capture, beta, R²). - Right panel: RISK-ADJUSTED (Sharpe, Sortino, Treynor, Calmar) and ALPHA VS VOO (Jensen's alpha, t-stat, 95% range, information ratio, tracking error). - Bottom: a two-line plain-English bottom line, both lines the same font size. It covers total return vs risk, the capture ratios, statistical significance, and how the return was delivered (distributions vs price) with its tax character. Describe distributions as doing "most of the work" only if price return is under half of total return. - Then a small gray data note: source, number of weekly returns, risk-free rate and its months, any distribution fixes, "Final tax character set on year-end 1099. Not investment advice." - SEPI has little history (about 13 months at last run). Say so in the bottom line or data note so the results aren't read as a long track record. - Make two versions: white background and dark background (#0F1419). Darken accent colors on the white version so they stay readable. - Before delivering, open each image and check for overlapping text, clipped labels, wording that doesn't match the numbers, and alignment; fix and re-render if anything is off.
I think we need to take a closer look at income ETFs and how we evaluate them.
How many of you would like to see these two people, along with some moderators, do a video explaining what these metrics actually mean and how to interpret them?
Forget the total returns chart for a moment. Let’s dig into the metrics that matter when evaluating income ETFs.
@DavidDziekanski @sikatara
Income Architect retweeted
Here is the SPY, IBIT, and GLD volatility harvesting update for $ISSB (IncomeSTKd 1x US Stocks & 1X Bitcoin Premium ETF) and $ISBG (IncomeSTKd 1x Bitcoin & 1X Gold Premium ETF).
We are harvesting very little volatility on SPY in ISSB, with a score of 1 / 10, unchanged from 1 / 10. Meanwhile, we are harvesting a high level of volatility on IBIT in ISBG, with a score of 10 / 10, up from 9 / 10. ISSB’s IBIT harvesting score is 9 / 10, up from 8 / 10. We are harvesting a modest amount of volatility on GLD in ISBG, with a score of 3 / 10, unchanged from 3 / 10.
The graphic shows SPY from ISSB and IBIT and GLD from ISBG. The IBIT dial represents ISBG only.
Scores are as of the close on 10/21/26. All comparisons are with the close on 10/20/26.
Scores are snapshots, not investment returns, yields, forecasts, or guarantees of income. A higher score does not by itself indicate better performance or lower risk.
Theta of the US equity options, theta of the Bitcoin options, and theta of the Gold options drive the volatility harvesting score of 1–10. Theta values correspond to the following scores: 1 (theta ≤ 0), 2 (0.01 ≤ theta < 0.03), 3 (0.04 ≤ theta < 0.06), 4 (0.07 ≤ theta < 0.10), 5 (0.11 ≤ theta < 0.13), 6 (0.14 ≤ theta < 0.16), 7 (0.17 ≤ theta < 0.19), 8 (0.20 ≤ theta < 0.23), 9 (0.24 ≤ theta < 0.27), 10 (0.28 ≤ theta). Theta, the Greek letter θ, is an options risk factor that measures the speed of decline in the value of an option as it approaches its expiration date.
Investing involves risk, including possible loss of principal. Options and leverage involve additional risks and may magnify losses; option-writing strategies may limit upside participation. Income and distributions are not guaranteed.
Before investing, carefully consider each Fund’s investment objectives, risks, charges, and expenses, and read its prospectus carefully. View fund holdings, prospectuses, and disclosures at quantifyfunds.com.
