Build the income. Understand the trade-offs.
Keep the capital you want to preserve in view.
Example allocations are editable illustrations. Yields use dated cash distributions and prices.
Track the money left invested when every distribution is withdrawn.
Price-growth assumptions start at 0%. Your target does not become a forecast.
Principal means your original dollars invested, rather than an issuer’s stated amount. Daily closes do not capture intraday lows.
Total return, with distributions reinvested.
Illustrations from your inputs. Not a forecast.
Annual price changes exclude distributions. Cash per share stays constant unless you change the yield assumption. Reinvested cash buys the same product monthly. No tax, trading costs or inflation adjustment.
An immediate price shock and a separate payout cut.
Compare allocations to your selected products and cash. Find the lowest historical volatility among the mixes tested, using your income and capital-growth targets.
Targets filter the comparison. They do not change your product-level price-growth assumptions.
This is a comparison of tested mixes, not a guaranteed optimal allocation. Price-growth assumptions start at 0%; an 8–11% target can remain unmet. Short historical samples and shared Bitcoin or issuer exposure can understate future risk.
A product can pay a large distribution while its price falls. This lab keeps cash income, capital value and total return visible together.
Starting investment × allocation × annual cash run-rate ÷ snapshot price. ETF payouts annualize the latest cash distribution; preferred payouts use the current stated annual dividend. These are editable estimates, not promised returns. STRK assumes cash settlement.
Verified daily closes and ex-dividend cash flows form total returns, with split adjustments applied consistently. Portfolio weights rebalance monthly. Only overlapping trading dates are used; missing history suppresses portfolio risk metrics.
Capital volatility uses the sample standard deviation of daily price returns × √252, with payouts withdrawn. Capital drawdown measures the largest observed peak-to-trough fall. The total-return tab separately reinvests payouts. Neither calculation establishes a maximum possible loss.
A dated research snapshot, with no automatic price feed. USD unless shown otherwise. Unallocated cash earns 0%. Fractional shares assumed. Results exclude investor taxes, trading costs and slippage; fund expenses are already reflected in fund prices.
The reference is your original investment. The capital view tracks price movements while distributions are withdrawn; a payout can reduce invested capital without reducing capital plus cash received. Observed lows and highs use daily closes, not intraday extremes.
Five-session blocks of synchronized historical price movements preserve observed co-movement. Historical average log returns are removed and replaced with your product-level growth assumptions. The range uses the 5th percentile of each path’s lowest value and the 95th percentile of its highest value; it is not a guaranteed boundary. The model does not impose issuer price targets or call-price caps, or predict defaults and market regimes absent from the sample. Risk-model limitations ↗
The search compares selected products and cash using the same historical window and price covariance. It finds the lowest estimated volatility among tested mixes that meet your filters. Targets do not become forecasts, and a short sample cannot establish the best future allocation.
| Product | Price / basis | Annual cash / share | Payout cadence | Source |
|---|
Common issuer and Bitcoin-related exposure can persist across different tickers. Higher income does not automatically mean greater diversification. New issues and thinly traded shares can make historical risk measures unrepresentative.