Yieldmax Ultra Short Option Income Strategy ETF (SLTY) Stock Price, Quote & News

Company Profile

The fund’s strategy involves constructing a short portfolio of U.S.-listed equity securities or derivatives that provide short exposure to those underlying securities and generating income through an options portfolio, which involve using options contracts on underlying securities. The fund is non-diversified.

Dragon_Trader_67 Mar. 14 at 1:06 PM

$CRSH Inverted Pair Momentum — Balance Growth Curve Diagnostics $CRSH, $DIPS, $FIAT, $SLTY & $WNTR Last week’s inverted pairings ranked as: 1. SLTY/ULTY, 2. CONY/CRSH, 3. FIAT/DIPS, 4. TSLY/WNTR & 5. MSTY/NVDY The overall Inverted Pairings Strategy continues curving upward: • 1M: +6.71% • 3M: +24.40% • YTD: +17.43% • 1Y: +67.45% This progression isn’t random. It’s the system gaining weight. The short window shows the latest movement, the 3‑month window captures early acceleration, the YTD window smooths the slow start of the year, and the 1‑year window reflects the full force of weekly reinforcement across all five pairs. These pairings form a 10-rung ETF ladder of inverted Yieldmax ETF pairings. By purchasing the lowest percentage ETF each week, the ladder tightens and dividend mass increases while each timeframe should continue to outrank the last. Heavy engines compound faster, and this one gets heavier every week. This structure is doing what it was designed to do.

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Dragon_Trader_67 Mar. 13 at 2:28 PM

$CRSH Purchased shares today in FIAT, lowered the cost basis, and strengthened the position. The process is simple: grow the share count, grow the dividends, and let the account balance continue to move higher. Using my Inverted Pair System, all of the consolidated dividends from 10 ETFs were applied to reinforce FIAT after it rotated into the low percentage on the ladder of 10 ETFs slot. It now sits in the third rung on the percentage ladder. That lowered the cost basis and kept the structure balanced across the five permanent pairings: TSLY/CRSH, ULTY/SLTY, NVDY/DIPS, MSTY/WNTR, and CONY/FIAT. The process stays the same — add shares, lower cost basis, grow dividends, grow share count, and let the overall account balance grow every week. $CRSH, $DIPS, $FIAT, $SLTY & $WNTR

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Dragon_Trader_67 Mar. 11 at 2:32 PM

$CRSH My Inverted Pair System — Weekly Dividend Structure uses this structure weekly to consolidate the dividends and once the lowest percentage dividend is identified, it will become this week's purchase Friday morning. This week’s dividend declarations are in, so I matched each inverted pair and totaled their combined per‑share payouts. The system evaluates pairs as units, not individuals — the combined output is what drives structural strength and weekly compounding. Ranked by combined dividend (highest → lowest): 1️⃣ CONY (0.5942) / FIAT (0.3488) — 0.9430 2️⃣ MSTY (0.3847) / WNTR (0.5468) — 0.9315 3️⃣ ULTY (0.4161) / SLTY (0.3894) — 0.8055 4️⃣ NVDY (0.1197) / DIPS (0.4642) — 0.5839 5️⃣ TSLY (0.2854) / CRSH (0.2597) — 0.5451 The combined dividends show the structural hierarchy of the pairs this week. The system uses this information to maintain balance, reinforce weakness, and compound strength. No predictions — just mechanical execution. $CRSH, $DIPS, $FIAT, $SLTY & $WNTR

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Dragon_Trader_67 Mar. 10 at 5:33 PM

$SLTY $SLTY $ULTY My previous post was incorrect and here is the correction on last week’s payout math for this pairing: ULTY actually paid $0.4797 last week and will pay $0.4161 this week (‑13.26%). SLTY paid $0.3632 last week and will pay $0.3894 this week (+7.21%). Combined per‑share output moves from $0.8429 to $0.8055 (‑4.44%). The structure hasn’t changed—this system is built on the actual weekly cashflow built through the consolidated dividends of all 10 ETFs to purchase shares in the lowest percentage ETF of the 10 total. My earlier numbers for ULTY were incorrect, my system remains the same. I will still own more shares at the end of this week on Friday than I came into the week with.

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Dragon_Trader_67 Mar. 10 at 1:52 PM

$SLTY I continue to run a system built on five inverted ETF pairings, and SLTY + ULTY make up one pairing of those five. In today’s declaration, YieldMax raised both payouts this week: $ULTY moved from $0.3733 last week to $0.4161 this week (+11.46%). $SLTY moved from $0.3633 last week to $0.3894 this week (+7.17%). Combined per‑share output increased from $0.7366 last week to $0.8055 this week (+9.36%). This pairing matters because it’s one of the higher‑output components in my structure, and when both increase together, the weekly reinforcement effect strengthens. My focus stays on consistent weekly income and long‑term compounding. The higher yields likely reflect stronger returns in the collateral money‑market instruments these ETFs rely on.

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Dragon_Trader_67 Mar. 7 at 12:56 PM

$CRSH Thoughts for a Saturday regarding my HI-YIELD WEEKLY DIVIDEND PAYING INVERTED PAIR SYSTEM. What I see means the engine is running correctly based on the Rules of Engagement: • Balance rising -That’s the system’s output. • Share count rising - That’s the system’s compounding mechanism. • Weekly dividends hitting - That’s the system’s cash‑flow heartbeat. Those three together are the entire point of the architecture. If those three are rising, the system is functioning — As designed and intended. The quiet truth: Price is noisy. Dividends are real. Share count is permanent. Balance is the scoreboard. You’re watching the scoreboard move upward every week. That’s the only metric that matters. $CRSH, $DIPS, $FIAT, $SLTY & $WNTR

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nextrated Mar. 6 at 4:36 PM

$CRSH $CRSH $DIPS $FIAT $SLTY $WNTR Im just doing nvdy and dips pair enjoying that weekly divis this is the long game

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Dragon_Trader_67 Mar. 6 at 3:07 PM

$CRSH Today I reinforced my inverted pairings strategy by adding to ULTY, which opened as the lowest weighted percentage ETF in the ladder. When an ETF sits at the bottom, it becomes the natural reinforcement target because it delivers the greatest improvement to the system’s overall payout structure. Now, it's been moved up to the #3 position near the top. Increasing ULTY’s share count boosts its future dividend contributions and keeps the engine aligned with its weekly income objective. Here are this week’s inverted pairings rankings by total payouts (top → bottom): 1. SLTY / ULTY — 0.3632 + 0.4797 = 0.8429 2. NVDY / DIPS — 0.1162 + 0.4883 = 0.6045 3. TSLY / CRSH — 0.2960 + 0.2953 = 0.5913 4. MSTY / WNTR — 0.3850 + 0.5750 = 0.9600 5. CONY / FIAT — 0.3115 + 0.2940 = 0.6055 “Strength isn’t found in the move — it’s found in the discipline to make it.” $CRSH, $DIPS, $FIAT, $SLTY & $WNTR

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Dragon_Trader_67 Mar. 5 at 2:44 PM

$CRSH Most people sort their YieldMax ETFs by total gain/loss and get confused when only one or two show profits. In a paired, hedged system, that’s exactly what you should see. Each inverted pair has one ETF drifting up and one drifting down. The system doesn’t win through price—it wins through weekly dividends, weekly share count growth, and buying the lowest‑percentage ETF each week. Price losses don’t hurt the engine because the inverse partner offsets the drift, and weekly dividends repair the basis over time. The account grows even when individual ETFs show red because compounding comes from weekly rotation and cash flow, not price. Controlled losses, rising weekly dividends, expanding share count, long‑term balance growth. All compounding. Cash flow & balance growth are the intent. My performance: 1M +5.21%, 3M +22.64%, YTD +15.78%, 1Y +65.09%. This beats every major market index! Compounding is the engine; balance growth is the horsepower. $CRSH, $DIPS, $FIAT, $SLTY & $WNTR

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Dragon_Trader_67 Mar. 3 at 3:26 PM

$CRSH Every YieldMax ETF has a built‑in inversion long before you even get to the inverted paired structures. Each fund runs on two forces that move differently: the options engine (driven by volatility and rate inputs) and the collateral engine (Treasuries and cash‑equivalents that respond to yields). When volatility rises, option premiums expand. When yields rise, collateral income expands. Those forces often move opposite the underlying stock, so the ETF’s income engine is structurally inverted from the stock’s price action. Then you add the external inversion of the pairings — TSLY/CRSH, NVDY/DIPS, MSTY/WNTR, CONY/FIAT, ULTY/SLTY. Even though these pairs move opposite each other in price, they all share the same internal mechanics. That’s why rising yields help all 10 ETFs at the same time. Internal inversion (options vs. collateral) + external inversion (pair vs. pair) creates an income engine that benefits regardless of direction. $CRSH, $DIPS, $FIAT, $SLTY & $WNTR

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YieldMax® ETFs Announces Weekly Distributions for Group 1 ETFs

CHPY FEAT FIVY GPTY LFGY QDTY RDTY

Oct 14, 2025, 6:55 AM EDT - 5 months ago

YieldMax® ETFs Announces Weekly Distributions on ULTY, LFGY, YMAX, YMAG, SLTY, and Others

LFGY ULTY YMAG YMAX

Oct 8, 2025, 11:00 AM EDT - 5 months ago

YieldMax® ETFs Announces Transition to Weekly Distributions Across Product Suite

CHPY GPTY LFGY QDTY RDTY SDTY ULTY

Oct 8, 2025, 6:55 AM EDT - 5 months ago

YieldMax® ETFs Announces Distributions on BABO, MARO, ULTY, MRNY, SLTY and Others

BABO MARO MRNY ULTY

Oct 1, 2025, 6:55 AM EDT - 5 months ago

YieldMax® ETFs Announces Distributions on TSLY, ULTY, SLTY, TSMY, RBLY, and Others

TSLY TSMY ULTY

Sep 26, 2025, 5:42 PM EDT - 6 months ago

ULTY And SLTY: The Gambler's Income ETF Has A Twin

ULTY

Sep 24, 2025, 6:55 AM EDT - 6 months ago

YieldMax® ETFs Announces Distributions on WNTR, MSTY, ULTY, SLTY, SMCY, and Others

MSTY SMCY ULTY WNTR

Sep 10, 2025, 6:55 AM EDT - 6 months ago

YieldMax® ETFs Announces Distributions on ULTY, MARO, SLTY, BABO, DIPS and Others

BABO DIPS MARO ULTY

Aug 21, 2025, 6:55 AM EDT - 7 months ago

YieldMax® ETFs Introduces Ultra Short Option Income Strategy ETF (SLTY)

Dragon_Trader_67 Mar. 14 at 1:06 PM

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Dragon_Trader_67 Mar. 13 at 2:28 PM

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Dragon_Trader_67 Mar. 11 at 2:32 PM

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Dragon_Trader_67 Mar. 10 at 5:33 PM

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Dragon_Trader_67 Mar. 10 at 1:52 PM

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Dragon_Trader_67 Mar. 7 at 12:56 PM

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nextrated Mar. 6 at 4:36 PM

$CRSH $CRSH $DIPS $FIAT $SLTY $WNTR Im just doing nvdy and dips pair enjoying that weekly divis this is the long game

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Dragon_Trader_67 Mar. 6 at 3:07 PM

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Dragon_Trader_67 Mar. 5 at 2:44 PM

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Dragon_Trader_67 Mar. 3 at 3:26 PM

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Dragon_Trader_67 Mar. 3 at 2:56 PM

$CRSH My system dwells in the inverted pairings world. One thing people overlook with the YieldMax ETFs is how much they all benefit when yields rise. Every one of these funds — NVDY/DIPS, TSLY/CRSH, MSTY/WNTR, CONY/FIAT, and ULTY/SLTY — uses Treasuries and cash‑equivalents as collateral for their daily option‑selling strategy. When short‑term yields move up, that collateral earns more. At the same time, higher rates increase option premiums across the board. So even though these ETFs are inverted pairings, they all see stronger income potential in a rising‑yield environment. Higher yields = richer collateral income + richer option premiums = stronger weekly distributions. The price action between the pairs may diverge, but the income engine underneath all 10 ETFs gets a tailwind when yields rise. $CRSH, $DIPS, $FIAT, $SLTY & $WNTR

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Dragon_Trader_67 Feb. 28 at 2:37 PM

$CRSH Inverted Pair System — Rotation executed. The weakest hi‑yield dividend‑paying ETF was reinforced and the ladder re‑indexed. Pair symmetry remains intact: one side bleeds, the other absorbs, and the volatility differential gets harvested automatically. System drift is irrelevant. Daily noise is irrelevant. The only signal is percentage compression across the five inversions, and the engine keeps converting that into share‑density expansion. This week: SLTY was the consolidated dividend purchase. Dividends continue to hit on cadence, feeding the compounding loop and increasing the system’s torque. Balance trajectory remains upward despite surface‑level turbulence. No timing. No emotion. No overrides. Just the architecture doing exactly what it was built to do. The market moves. The system adjusts. I don’t. Slow is smooth. Smooth is fast. $CRSH, $DIPS, $FIAT, $SLTY & $WNTR

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Dragon_Trader_67 Feb. 27 at 3:59 PM

$CRSH Within the rules of investing I use for the inverted pairings; the weekly rotation was executed as scheduled. SLTY was the lowest‑percentage ETF in our 10‑rung ladder this morning, so the system reinforced it as required. That purchase moved SLTY from the bottom rung all the way to the top, which is exactly how the ladder is designed to rebalance itself. Current holdings remain the full set of inverted pairs: TSLY, CRSH, CONY, FIAT, NVDY, DIPS, MSTY, WNTR, ULTY, and SLTY. Strengthening the lowest position increases future dividend mass, restores pair symmetry, and sets up a cleaner rotation for next week. Back to observation mode until the cycle comes around again next week. $CRSH, $DIPS, $FIAT, $SLTY & $WNTR

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Dragon_Trader_67 Feb. 25 at 5:09 PM

$CRSH Using my system each week of buying the lowest percentage ETF on the 10 rung percentage ladder, I make my weekly buy as close to the Friday market open as possible. That’s the most honest moment of the week — both ex‑dividend drops are priced in, overnight orders clear, and volatility is at its peak. Fridays are also weekly options expirations for these ETFs, which adds even more price movement at the open. Buying the lowest‑percentage ETF during that window gives me the best structural entry because weakness is exaggerated. I’m not timing anything… I’m reinforcing the ETF that’s already lagging the most when volatility is highest. That’s how the system compounds. It can be a bit hit or miss, but I've hit more than I miss and the hits are always much stronger for me than the misses. $CRSH, $DIPS, $FIAT, $SLTY & $WNTR

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Dragon_Trader_67 Feb. 24 at 2:37 PM

$CRSH The Inverted Pair System I have developed and I'm using functions similarly to a growth‑style savings account, where the dividends act like the interest. The difference is that the “interest rate” rises over time because the system keeps increasing the share count that generates the dividends. The hedge created by each inverted pair—TSLY/CRSH, ULTY/SLTY, NVDY/DIPS, MSTY/WNTR, and CONY/FIAT—keeps weekly movement small and stable, and that stability allows the weekly reinvestments to compound the balance more efficiently. As the share count grows, the dividend base expands, accelerating the system’s long‑term savings‑style growth rate. $CRSH, $DIPS, $FIAT, $SLTY & $WNTR

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Dragon_Trader_67 Feb. 23 at 8:13 PM

$CRSH Most traders argue direction. I don’t. I run a system that doesn’t care who’s right. It only cares whether the structure is aligned. Price isn’t the signal — it’s the residue. Every candle is a delayed disclosure of a computation already resolved. I don’t trade symbols. I trade the tension between opposing states. The asymmetry that forces motion. The boundary conditions that make outcomes inevitable. Most people react to movement. I monitor the pre‑movement geometry — the constraint architecture that determines what price is allowed to become. When the topology shifts, the chart is already obsolete. When the chart shifts, the topology has already resolved. I don’t trade the echo. I trade the inversion that created it. If you understand this, predictions become irrelevant. If you don’t, predictions become an obsession. Markets aren’t random. They’re just operating on variables most people don’t measure. $CRSH, $DIPS, $FIAT, $SLTY & $WNTR

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Dragon_Trader_67 Feb. 20 at 4:52 PM

$CRSH Fidelity is showing my account balance‑growth percentages as of today, so here’s the clean snapshot of what strict high‑yield dividend ETF mechanics look like when you follow the Rules of Engagement that define this system: 1‑Month: +12.67%, 3‑Month: +22.74% & 1‑Year: +70.04% My system runs on five inverted high‑yield pairings: TSLY/CRSH • ULTY/SLTY • NVDY/DIPS • MSTY/WNTR • CONY/FIAT These percentages line up exactly with how the Rules of Engagement operate: • Weekly reinforcement at the bottom of the ladder • Consistent ETF rotation through the full cycle • Dividend consolidation into the lowest positions • Symmetry maintenance across inverted pairs • Zero prediction, zero emotion, zero drift • Balance‑growth first, price‑movement last This is a balance‑growth engine. When you stick to the Rules of Engagement and let the cycles run, the compounding shows up naturally — and Fidelity’s metrics make it easy to see the progression. $CRSH, $DIPS, $FIAT, $SLTY & $WNTR

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Dragon_Trader_67 Feb. 20 at 2:56 PM

$CRSH TSLY and SLTY spent the whole week slap‑fighting like two kids in the back seat on a road trip — ‘I’m lower!’ ‘No, I’m lower!’ — and right when it mattered, TSLY threw itself on the floor dramatically and won the bottom‑rung Oscar. So we bought it, gave it a juice box, and it immediately sprinted up the ladder to 3rd place like nothing ever happened. Meanwhile SLTY is still down there pouting, waiting for its turn next Friday. But will it be the lowest ETF on the ladder next week, stay tuned. In a rules‑driven engine, the one who falls lowest rises fastest — that’s the power of disciplined rotation. $CRSH, $DIPS, $FIAT, $SLTY & $WNTR

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Dragon_Trader_67 Feb. 19 at 1:42 PM

$CRSH Buying inverted pairs is a winner once you understand the mechanics of ETF cycle rates. ⭐ Inverted Pair Momentum Engine — Rules of Engagement Cycle Rate = how long it takes an ETF to complete one full momentum wave. A full momentum wave is: high apex → low apex → high apex on the MACD histogram. Fast cycles = more rotations + more bottom‑rung resets. Slow cycles = stability + smoother ladder behavior. Cycle Speeds (avg days): • NVDY: 30–40 • TSLY / CONY: 35–45 • ULTY / SLTY / DIPS / CRSH: 45–55 • MSTY / WNTR / FIAT: 55–65 Pair Speeds (effective): • NVDY/DIPS: 35–45 • TSLY/CRSH: 40–50 • CONY/FIAT: 40–50 • ULTY/SLTY: 45–55 • MSTY/WNTR: 55–65 Why inverted hedges matter: Each pair moves opposite its partner, creating a built‑in brake that controls volatility while fast cyclers drive torque. More cycles = more bottom‑rung buys = more share accumulation = steady balance growth. “When two forces pull apart, the disciplined hand moves forward.” $CRSH, $DIPS, $FIAT, $SLTY, $WNTR

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Dragon_Trader_67 Feb. 18 at 12:31 PM

$CRSH Most people stare at price. I stare at cycle velocity and cost‑basis erosion — the two forces that actually drive a weekly rotation system. Cycle Velocity: My buy timing never changes. One shot per week, lowest % wins. So, the ETFs are the ones doing the work. The faster an ETF drops in percentage (volatility, ex‑dividend markdowns, momentum shifts), the faster it hits the bottom and gets reinforced. Fast cyclers get bought more often, build share mass faster, and compound harder. Slow movers get left behind until they finally fall enough to earn their turn. Cost Basis: Every weekly buy goes into the weakest ETF. That means I’m constantly adding shares at structurally discounted levels. Over time, that grinds the cost basis lower across the board and increases future yield on cost. Translation: If your own system isn’t accelerating share count AND eating its own cost basis, it’s not compounding — it’s just hoping and poking. $CRSH, $DIPS, $FIAT, $SLTY & $WNTR

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Dragon_Trader_67 Feb. 17 at 4:14 PM

$CRSH RULES OF ENGAGEMENT — INVERTED PAIR SYSTEM Pairs: NVDY–DIPS, CONY–FIAT, TSLY–CRSH, MSTY–WNTR, ULTY–SLTY. With 10 ETFs and one weekly buy, you’d think each gets hit every ~10 weeks, but the ladder doesn’t rotate on a schedule. Percentages and technicals move at different speeds, so some names hit the bottom more often while others may not show up in that window. Percentages simply show the technical strengths to identify the greatest potential gain by purchasing the lowest percentage ETF each week. All dividends are consolidated into that same weekly buy, so the lowest‑percentage holding gets both new cash and the full dividend pool. That ETF is usually sitting at the weakest technicals, so the system is always buying the deepest reset. Uneven rotation tightens the spread, speeds recovery, and supports balance growth. $CRSH, $DIPS, $FIAT, $SLTY, & $WNTR

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Dragon_Trader_67 Feb. 14 at 12:43 PM

$CRSH Here's the weekly overview of my Inverted Pair System — Weekly Dividend Rankings. This week’s combined payouts per pair: 1. CONY/FIAT – 0.8843 2. ULTY/SLTY – 0.7585 3. MSTY/WNTR – 0.7524 4. TSLY/CRSH – 0.6330 5. NVDY/DIPS – 0.4625 Ranking shifts from last week: CONY/FIAT surges to #1, ULTY/SLTY climbs to #2, and MSTY/WNTR slides to #3. TSLY/CRSH and NVDY/DIPS remain stable in the lower tiers. Evaluating these ETFs individually misses the real income engine. Each pair tracks the same underlying stock(s) in opposite directions, so the combined dividend flow stays productive through every market cycle. Just DO NOT think you are investing in any stock ever. You are buying dividends paid from options trades. That's it! One side softens, the other strengthens — but the pair keeps paying and compounding. Short trading week ahead, so expect compressed payouts. Proverb: “One dollar earns, but paired dollars multiply through every Ebb & Flow.” $CRSH, $DIPS, $FIAT, $SLTY & $WNTR

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Market Cap	N/A
Revenue (ttm)	0.00
Net Income (ttm)	0.00
EPS (ttm)	N/A
PE Ratio	N/A
Forward PE	N/A
Profit Margin	0.00%
Debt to Equity Ratio	N/A

Volume	53,400
Avg Vol	N/A
Day's Range	N/A - N/A
Shares Out	N/A
Stochastic %K	N/A
Beta	N/A
Analysts	Strong Buy
Price Target	N/A