High-Yield Position Sizing Guide

How Much Tier 5 Is Too Much? The Position Sizing Math That Protects You

The question isn't whether Tier 5 belongs in an income portfolio — it's how much. The answer is specific, data-backed, and not what most high-yield investors are currently doing.

What High-Yield Portfolio Builders Get Wrong

No Principled Maximum on High-Octane Exposure

Most high-yield investors size positions by conviction, not by risk math. The 15% Tier 5 rule is derived from income volatility data, not intuition.

Chasing Yield Without Balancing With Tier 1-2

A portfolio of all Tier 4-5 produces high headline yield and unacceptable income volatility. The tier mixing rules in Chapter 8 show why the blend matters.

Income Volatility Is the Hidden Cost of High Concentration

Month-to-month income swings of 30-40% are common in over-concentrated Tier 5 portfolios. The model portfolios show how to reduce this without sacrificing yield.

What's Inside

Chapters marked Most Relevant are specifically applicable to your situation.

1
Risk Spectrum Philosophy

Why systematic tier-based construction outperforms intuition-based picking.

2
Tier 1: Cornerstone Holdings

SGOV, BIL, T-bills — the foundation every income portfolio needs.

3
Tier 2: Yield Plus

SCHD, VIG, DGRO — dividend growth with capital stability.

4
Tier 3: Sector Specialties

REITs, BDCs, MLPs — higher yield with understood structural risks.

5
Tier 4: Volatility Harvest

JEPI, JEPQ, SPYI — covered call income at managed volatility.

6
Tier 5: High OctaneMost Relevant

Single-stock synthetics — position sizing rules and total return reality.

7
5 Model PortfoliosMost Relevant

Conservative (Tier 1-2), Balanced (Tier 1-3), Income (Tier 2-4), Aggressive (Tier 2-5), FIRE Bridge (Tier 3-4).

8
Rebalancing Rules & MonitoringMost Relevant

When to rebalance, what triggers a tier reassignment, quarterly review cadence.

2.3x income volatility, 1.1x income

Portfolios exceeding the 15% Tier 5 threshold showed 2.3x higher income volatility with only 1.1x income increase — a poor risk/return tradeoff.

Is This Guide Right for You?

This guide is for you if...

  • You hold or are considering Tier 5 ETFs like TSLY, NVDY, CONY, or MSFO
  • You want a principled maximum exposure rule backed by data, not opinion
  • You're building for maximum income but need a volatility framework
  • You've wondered whether your current Tier 5 allocation is too high
  • You want to see all 5 model portfolios from conservative to aggressive

This guide is NOT for you if...

  • You have no interest in Tier 4-5 ETFs and stick to Tier 1-2
  • You're early in accumulation with no income needs
  • You want a simple framework with no math
  • You're looking for specific Tier 5 ETF recommendations rather than sizing rules

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