Arena build Yu Huang

This build shows you neither understand the character or the basics of the game

Huang's passive is at best a clearing assistance tool, not a excuse to build him with auto attack items

Regarding damage, my comment about penetration still stands, I'd say you want more in any damage build situation. If you're committing that much to basic attacks (which you shouldn't)I, you might consider Typhon's or Demonic, with appropriate other item support to make those effective.

Here's the thing with mage basic attacks. They scale horribly (20% from power compared to 100% for physical gods). The only ones that can really do well are those that have functional boosts to basic attacks in their kits. Freya has her 1 and 2 do bonus damage. Sol has AS and damage boost from Heat. Oloron has crits. Chronos has AS and basic attack damage boost in Accelerate section 4. And outside of those, situational basic attackers also have things that help...Zeus has stacking lightning charges for extra damage in his 3, and Poseidon has AS and base damage boost in his 2. Yu Huang's bonus chain is meant only to help wave and camp clear, not fighting gods. His basic attack damage sucks.

You mention being a target, but basic attacks aren't going to save him, especially if you also don't have things to help you live, e.g. lifesteal, anti-slows, etc.

He's got pretty safe damage from range (especially with his ult), and an ability that prevents him from being a target for like 3 seconds while also allowing him to retreat. If you're still having problems surviving that, either your entire team is getting overrun and there's nothing you can do no matter your build, you're not aware enough of the fighting ground, or you're not positioning correctly.

Trust me, go ability focus, with CDR and pen. Consider items like Chronos' Pendant, Divine for anti-heal is fine, Deso, Tahuti, Myrddin, Reaver, etc. If you're really worried about safety, consider picking up Doom Orb for the MS or Warlock's Staff for the health, as these both still have some % pen to help your damage output. If you're just wanting to do something different, okay but I wouldn't suggest it in this space.