A momentum/trend-based screen that scans many tickers, requires constructive price action and positive short-term momentum, then picks the top 2 to own with equal weights. It uses a small rebalancing band and may include safe-haven proxies for balance.

- The system scans a broad list of stocks (including well-known names such as AAPL, MSFT, AMZN, META, GOOGL, TSLA, and others) and some non-traditional assets. - For each stock, it runs several checks: 1) Trend check: is the short-term price (roughly last 5 periods) higher than the longer-term price (roughly last 50 periods)? This is like asking: “Is the price going up recently?” 2) Momentum checks: uses a momentum gauge (RSI). It looks for momentum that’s positive but not extreme (roughly RSI above a modest level and not in an overheated zone). 3) A price/average check using a moving average (a simple indicator that smooths price history) to confirm the stock is still showing constructive price action. 4) A recent performance check: the stock’s cumulative return over a short window (about the last 10 periods) should be positive. - If a stock passes all these gates, it becomes a candidate in the pool. The model also references a benchmark or hedge group (GLD for gold, IEI for short/intermediate Treasuries, BIL for very short-term bills) in some branches, which can act as risk controls or ballast. - From all candidates, the system ranks by recent performance (cumulative return) and selects the top 2. These two are allocated capital with equal weighting. - The overall structure includes a small allowable drift around target weights (rebalance corridor width of 0.03), meaning the system won’t immediately snap weights back to target but will rebalance gradually. - The design appears to emphasize trend-following and momentum within a US equity universe, with a simple equal-weight rule for the final two holdings.

Momentum-driven, two-stock strategy with ballast that captures uptrends and adds diversification beyond SPY. Out-of-sample: ~10.2% annualized return, Calmar ~0.69, Sharpe ~0.46—a risk-aware complement to the S&P 500.