A decade-spanning, rule-based framework that builds an equity portfolio by selecting a small set of stocks/ETFs each year using momentum, RSI, and other screens, weights them with an inverse-volatility bias, and combines groups with cash-equal or fixed weights. Final aim: a low-tilt, diversified equity mix with limited rebalancing.

- Start with a broad set of U.S. stocks and some ETFs (examples seen: COST, UNH, AAPL, MSFT, SPY, QQQ, SPB, KO, PG, etc.). - For each year block (1990, 1991, 1992, …, 1999), run a different screening rule to identify a small group of candidate assets. - Common selection methods include: • Top assets by a momentum-like measure (moving-average return) over a defined lookback window (e.g., 60 days), picking the best 3. • Bottom assets by a momentum/strength measure (e.g., RSI, a momentum indicator) over a window (e.g., 35 days), picking the worst 7 or 15 in terms of RSI if used as a screen. • Filters using cumulative returns or standard deviation/relative-strength indicators to separate performers from laggards. - Weights within a group are often set as cash-equal or as explicit weights (for example, a few assets get specific fractional weights like 38.2% or 50%). The term “wt-inverse-vol” suggests a bias to overweight lower-volatility assets (i.e., volatility is inverted to produce weights). - Each year’s selected assets are combined into a group. Within a group, assets carry individual weights, and groups themselves are allocated cash in a way that keeps the overall structure balanced (e.g., “wt-cash-equal” across groups). - Some blocks include explicit, named experiments (e.g., “I Miss the '90s,” “Beat the Market,” “Just Spy”) that illustrate different focal ideas—choosing individual stocks, or favoring a single ETF like SPY or QQQ, or blending both. - The final block indicates a consolidation: the system is set to allocate to equities with an asset class target, and to avoid ongoing rebalancing (rebalance: none) but with a “rebalance corridor width” to define how tightly weights should be maintained if rebalancing were to occur. Overall, the framework looks like a multi-year, multi-strategy backtest driver that tests different selection rules, then culminates in a final, stable equity allocation. The practical upshot for a layperson is: a lot of rules are being tested to see which stocks/ETFs would have performed well under different conditions, with a bias toward steadier, lower-volatility picks and momentum screens, and then a relatively simple, final equity portfolio structure is implied.

Disciplined, rule-based equity sleeve using momentum/RSI screens, inverse-vol weighting, and limited rebalancing. It adds diversification and risk controls to SPY, offering a transparent, risk-managed complement with positive risk-adjusted potential in out-of-sample tests.