Bank Blender V1.0 is a daily-rebalanced, two-bank strategy that selects the top 14-day momentum bank (30% weight) and the top 14-day least-volatile bank (70% weight) from a global bank universe, forming a concentrated bank-stock portfolio.

Here’s the idea in plain language: - It looks at a list of big banks (mostly in US, plus some Europe) and checks how they’ve moved recently. - Two simple rules pick two different banks each day: 1) The bank that has gone up the most in the last 14 days gets 30% of your money. 2) The bank that has shown the smallest price swings in the last 14 days gets 70% of your money. - You end up with a two-bank portfolio that is rebalanced every trading day. - If the same bank wins both rules, you effectively own just that one bank. - The list includes familiar names like Bank of America (BAC), JPMorgan (JPM), Citigroup (C), Wells Fargo (WFC), Goldman Sachs (GS), etc., plus foreign banks like HSBC, Santander (SAN), Deutsche Bank (DB), Barclays (BCS), BBVA. - This is a sector-focused, momentum-plus-defensive approach; it concentrates risk in banks and can be sensitive to financial-market conditions and currency effects from ADRs.

Out-of-sample: global bank momentum with a low-vol tilt. OOS annualized return ~57% vs SP ~21%, Sharpe ~1.69 vs ~1.30, Calmar ~3.0, max drawdown ~19% vs ~18.8%. Higher upside with solid risk-adjusted profile than the S&P 500.