A daily, cash-equal, multi-group equity strategy that rotates among broad-market, sector/defensive, and commodity ideas using momentum-like signals and a market regime check; it rebalances daily across a curated mix of stocks and ETFs to seek growth while managing risk.

- Step 1: Check the market regime by comparing the current price of a broad market proxy (VTI) to its 200-day moving average. If the price is above the 200-day average, the system proceeds with its main set of rotation ideas; if not, it still selects defensive or alternative exposures. This gate helps avoid chasing trends when the market is weak. - Step 2: Build several groups of ideas. Each group is treated as an independent sleeve that will receive an equal cash allocation in the final mix. Examples include: a broad-market group, a commodity/ metals contrarian group, a defensive/low-volatility group, and a sector/stock-pick group called “Inside Knowledge.” - Step 3: Within each group, pick assets using simple rules. These rules rely on momentum signals like relative strength (how strong a name has performed versus others) and moving-average performance over a specified window. Some screens pick the top assets by these signals; others may pick the bottom assets if a contrarian tilt is intended (expecting mean reversion). Some screens also apply a short-term drawdown or return filter (e.g., max drawdown over a window) to identify relatively resilient picks. - Step 4: Weighting. Each group is allocated cash equally (cash-equal weighting) across its selected assets. When a group yields multiple assets, they are mixed so the group contributes an equal portion to the overall portfolio. - Step 5: Rebalance daily. The positions are adjusted every trading day to restore the equal-weighted structure across the selected ideas. This keeps the strategy dynamic but avoids over-concentration. - Step 6: Asset set. The strategy uses a mix of widely-known tickers (e.g., VTI for broad U.S. equities, SSO for S&P 500 momentum, QLD for Nasdaq/momentum, UPRO/TQQQ for leveraged growth bets) and specialty ETFs/ETFs that target sectors or commodities (CPER copper, SLV silver, GLD gold, SLX steel, PALL palladium, PPLT platinum, UGL gold leverage). The presence of these assets indicates a tilt toward both traditional equities and commodities, with some defensive/variance protection via bond-like and consumer staples/defensive names in other groups. - Step 7: Objective. The aim is to capture upside when momentum is favorable while maintaining diversification across groups and assets to reduce single-name risk. The “A Few Good Stocks” label encapsulates the idea that the strategy is not blindly market-wide but a curated set of sympathetic ideas chosen by these rules. Important nuance: the specific scoring and selection details (e.g., exact window lengths, top/bottom selection, and the precise combination of rules) are embedded in a tree of decisions. The layman takeaway is that the system screens a broad mix of ideas every day and buys a small, diversified set of winners while rotating away from weaker ideas.

Out-of-sample edge: Sharpe 4.39 vs SPY 2.29, Calmar 19.7, annualized return 69% vs 28%, max drawdown 3.5% vs 5.1%, beta ~0.53. Daily cash-equal, multi-group momentum rotation diversifies and reduces risk vs the S&P 500.