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...The fuddy duddy FAs on this forum are already using the first strategy ....
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Haha funny.
On points 1 and 2 it's pretty clear when you sell and thus it's clear what the expected return is.
I'll concede that I may not have read 3 and 4 closely enough but it's not so clear. Maybe you just sell when you acheive your expected return.
From a portfolio theory perspective, a portfolio of these selections can be evaluated such that the risk being undertaken can be compared to taking the equivalent risk of buying something like SPY and comparing your expected returns to the expected returns from SPY for the equivalent risk. I also note that acheiving a higher return than the market return involves using leverage with SPY. A long winded way of saying that IMO there's a decent chance such a portofolio is sub-optimal. Maybe I should just say that you need to develop the risk aspects more thorougly FWIW.
Effecient Frontier - Risk and Returns