Weekly momentum-based two-stock portfolio: pick the top-performing stock from two groups (Unique Stocks and Small Cap) over the last 90 days, invest 50% in each top stock, and rebalance weekly.

- Start with two groups of stocks: Unique Stocks and Small Cap Stocks. - In each group, look at many possible stocks and compute how much money you would have earned if you held each stock for the last 90 days (momentum over 90 days). - Rank stocks in each group by that 90-day return and pick the top one in that group. - Allocate 50% of the portfolio to the top stock from Unique Stocks and 50% to the top stock from Small Cap Stocks. - Rebalance every week: recompute momentum, reselect the top stock in each group, and adjust holdings to keep the 50/50 split. - You end up with two positions at any time, one from each group, with capital weights that sum to 100%. - This strategy uses only price momentum and does not incorporate other risk controls or fundamentals.

Two-basket weekly momentum with a 50/50 split and rules-based rebalancing. Out-of-sample testing shows stronger risk-adjusted returns and more resilient drawdowns versus the S&P 500, all in a transparent, simple process.