A rules-based, momentum-driven equity strategy that picks a few top performers from a set of large-name stocks, backs them with a cash-like ballast (SCHD, JPST, BIL), and uses hedges (SPXU, SOXS, TQQQ) as conditions change. It blends short-term signals (moving-average/RSI) with a top-N momentum screen and has embedded fallbacks to protect against downturns.

Plain-language description of the core logic: - The strategy scans a set of well-known stocks (e.g., AAPL, MSFT, NVDA, AMZN, GOOGL, SPY, etc.) and some leveraged or hedging instruments (SOXS, TQQQ, SPXU) and a ballast of cash-like and dividend ETFs (SCHD, JPST, BIL). - For each stock, it tests short-term trend signals: a fast moving-average crossover (roughly “is the recent price above its short-term average”) and a momentum test (relative strength / RSI over a short window). If these signals are favorable, the stock becomes a candidate for long exposure. - If a stock passes those tests, the system checks a quick momentum/return metric (cumulative return over a short window) relative to a reference (here the TQQQ track is used as a benchmark proxy). If the stock is among the top performers, it’s added to the “long leaders” group and given an equal-weight commitment alongside other leaders (the code often shows 100/100 style equal weighting within a sub-group). - A separate “N4” sub-block selects the top 2 performers from a subset of big names (AAPL, MSFT, PEP, GOOGL) by the same cumulative-return logic. Those two are the core long bets in that block. - Cash-like ballast is added: the portfolio includes allocations to SCHD (dividend focus), JPST and BIL (short-term bonds and bills) to smooth risk and provide liquidity. In effect, the system prefers a mix of growth names with a steady base of safer assets. - If the primary long signals are not favorable or if risk conditions intensify, the strategy uses hedges: SOXS (a 3x short on semiconductors) or SPXU (a short on the S&P 500) and even TQQQ as a directional indicator in some conditional branches. There are explicit fallback branches (the “Short NDVA or not / Short S&P or N4 Fallback” paths) that kick in when momentum signals deteriorate or when the system wants to reduce equity exposure. - Rebalancing is set to none in the root settings, which means the system doesn’t automatically rebalance on a strict schedule but rather on rule-driven reallocation within the decision tree. - The overall aim is to maintain a lean, risk-controlled long exposure to a small set of momentum leaders, with hedging and cash-like ballast to cushion drawdowns and provide liquidity for opportunistic redeployments. Leveraged ETFs boost potential upside but add substantial risk, so this is a high-octane, active approach rather than a conservative strategy.

Out-of-sample edge: Sharpe 3.39 vs SPY 2.03, Calmar 17.3, annualized return 182% vs 24.8%. Momentum leaders plus ballast and hedges aim for bigger upside with smarter risk than the S&P 500.