Own the two strongest names (mostly mega-cap U.S. stocks) only when they’re in an uptrend but not overheated; otherwise sit in short-term Treasuries. Universe: AAPL, MSFT, GOOGL, TSLA, META, NVDA, AMZN, SPY, COST, PEP. Daily ranking and rebalancing.

Each day it checks 10 big U.S. names: AAPL (Apple), MSFT (Microsoft), GOOGL (Alphabet), TSLA (Tesla), META (Meta), NVDA (Nvidia), AMZN (Amazon), SPY (S&P 500 fund), COST (Costco), PEP (PepsiCo). It holds a stock only if: 1) price is in an uptrend (short-term average above a 50–200 day average), 2) it isn’t too “hot” or too weak (RSI, a 0–100 speed/overheating score, is roughly 45–80), and 3) it hasn’t been a recent loser. If a stock fails, that slot sits in U.S. Treasury bond funds (SHV, IEI, BIL). Then it ranks everything by last 20 trading days’ return and buys the top two, 50/50. Rebalanced daily.

Strong out-of-sample edge: Sharpe ~2.08 vs SPY 1.01; drawdown ~9.8% vs 18.8%; annualized return ~56% vs ~18%; lower beta (~0.5) and risk controls using momentum and Treasuries.