Are you sure they aren't already clearcoated? OEM wheels normally are. Some aftermarket polished wheels aren't.
A polyurethane liquid clearcoat won't adhere well to polished aluminum. You would want to get a powder coat finish, preferably acrylic although a polyester will do as well.
Another option, especially if your wheels won't be exposed to salt is Zoop seal. Zoop seals the surface providing less chance of corrosion. If the wheel isn't exposed to harsh conditions, it should keep the finish looking good for a year or so.
I went through this on my '92 Cad...the factory polyester clear coat started to crack and peel off. I stripped them and had them powder coated with acrylic, and they stayed like new until the car was gone.
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