A monthly, two-group mega-cap strategy that selects two top performers from tech and two top performers from defensives, based on specific performance windows, with a 50/50 group split and equal weighting within each group, rebalanced monthly for simplicity and potential outperformance.

- You have two buckets of stocks: Mega Cap Tech and Mega Cap Non-Cyclical, each intended to hold 50% of your portfolio. - Mega Cap Tech list includes big tech names like AAPL, MSFT, GOOGL, AMZN, NVDA, TSM, ASML, AVGO, ORCL; Mega Cap Non-Cyclical includes names like MRK, PFE, KO, UNH, WMT, MA, V, BRK/B, JNJ, NVS, COST, etc. - Each month, within Mega Cap Tech, pick the top 2 stocks from the eligible tech list based on moving-average-return over the last 135 trading days. This is the average of daily gains (the idea is to pick those with strongest recent trend). The two selected stocks are weighted equally within this group (i.e., each gets 25% of the total portfolio). - Within Mega Cap Non-Cyclical, pick the top 2 based on cumulative return over the last 220 trading days (the total gain from the start to the end of that window). These two are also weighted equally within their group (25% each). - The two groups themselves carry equal weight (50% to Tech group, 50% to Non-Cyclical group). - Rebalance occurs monthly, so the holdings and the 50/50 split are reset each month to reflect the latest rule-based selections. - The goal is to beat broad benchmarks (like S&P 500 and QQQ) over time with a simple, transparent process and similar maximum drawdown, while avoiding overfitting by using clearly defined lookbacks and group structure.

Out-of-sample annualized return ~50.6% vs S&P ~20.2%; Sharpe ~1.69 vs ~1.28; Calmar ~1.84. A simple monthly mega-cap momentum strategy (tech vs defensives) with higher risk-adjusted upside than the S&P.