Universe: a fixed, DB-configurable watchlist of liquid, optionable large-cap names, narrowed daily by a live batch quality screen (debt/equity < 1.5x, free-cash-flow yield ≥ 3%, market cap ≥ $10B, average daily volume ≥ 1,000,000 shares, option open interest ≥ 500 contracts on the nearest 20-45 DTE put, bid-ask spread ≤ 6%, no earnings within 7 calendar days of the nearest 20-45 DTE expiration). Entry: sell a single cash-secured put, 20-45 days to expiration, targeting approximately 0.20-0.35 delta (a guideline, not a hard rule — the daily research-and-planning process has discretion within these structural bounds). On assignment: sell a single covered call on the assigned shares, 20-45 DTE, similarly targeting approximately 0.20-0.35 delta, until the shares are called away, then return to selling cash-secured puts. No multi-leg structures. Position sizing: no single put's strike-based collateral may exceed 15% of total portfolio notional; at least 10% of total notional held in uncommitted cash at all times. No new put on an underlying with a scheduled earnings report inside the option's expiration window. This portfolio shares one funded Tradier paper-trading account ($200,000 total) with The Swing Shift — each portfolio is independently budgeted at $100,000, and every trade is checked against both this portfolio's own budget and the real shared account's actual available cash (accounting for what the other portfolio has committed) before it is placed.

Why this changed: A live batch quality screen (fundamentals, liquidity, earnings-safety) now runs before any candidate reaches the daily research/strike-selection step, and this portfolio now shares its funded Tradier account with The Swing Shift rather than trading through a dedicated one. This revision corrects the published rule to match reality.