A daily, rules-based portfolio: a conservative core (5% VGSH + 5% VIG) plus two momentum-driven bets. If market momentum is high, tilt to two 3x tech/semis ETFs; if not, tilt to two big-cap momentum stocks. Uses 30-day returns for levered ETFs and 45-day RSI for big caps. High risk, high potential reward.

- Core ballast: 5% in VGSH (short-term Treasuries) and 5% in VIG (dividend-paying stocks). - Risk tilt decision (daily rebalance) uses SPY momentum (RSI, 14-day): - If SPY RSI > 70 (market is hot): pick top 2 among SOXL, TECL, SPXL based on 30-day cumulative return; allocate 10% to each of the two picks. - If SPY RSI <= 70: - If SPY RSI < 30 (extremely weak momentum): again pick top 2 among SOXL, TECL, SPXL by 30-day momentum; allocate 10% each. - Else (moderate momentum): pick top 2 from a list of large-cap names (MSFT, AAPL, AMZN, GOOGL, META, NVDA, TSLA, AMD, INTC, NFLX, AMGN, CSCO, TMUS, AVGO, SBUX, etc.) using 45-day momentum (relative strength); allocate the bulk (about 90%) of the risk portion to these two picks. - The remaining allocation goes to the conservative core; the exact weights are managed by the algorithm (softly described as a 90/10 split within the risk portion, and 5%/5% in the core). - Rebalance: daily, with the two selected assets replacing older picks as rules dictate. - What you’re betting on: a rules-based approach to capture momentum in either high-conviction tech/semiconductors or in top large-cap growth names, while keeping a safety cushion in Treasuries and dividend stocks.

Out-of-sample edge: higher risk-adjusted gains, with oos Sharpe ~1.32 vs SPY ~1.28, annualized return ~47.5% vs ~20.4%, and Calmar ~1.78. A conservative core plus momentum bets seeks outsized upside while aiming to beat the S&P 500 on risk-adjusted terms.