A daily-rebalanced, nuclear-energy themed stock portfolio. It picks the top 3 performers from five nuclear-related tickers based on 90-day momentum, then weights those picks by inverse volatility to favor steadier movers.

Here is how it works in plain language: - You start with five stock symbols that are related to nuclear energy: SMR, BWXT, LEU, EXC, and NLR. Each symbol is a company’s ticker used on stock exchanges. - Look back over the last 90 trading days and compute how much each stock has gained or lost in total. The stocks that have done the best over those 90 days are ranked highest. - Pick the top 3 stocks from that ranking. Those are the ones you will consider for the portfolio today. - For those top 3, measure how wild their price movements have been over the same 90 days (i.e., how volatile they are). You then give bigger weight to stocks that moved more calmly (less volatile) and smaller weight to the more volatile ones. This is the inverse-volatility idea. - Normalize the weights so they add up to 100%. For example, if the three picks end up with weights of 40%, 35%, and 25%, you would allocate that much of your capital to each. - Rebalance every trading day: buy or sell to match the new three-stock mix and weights. - The result is a focused, nuclear-energy themed portfolio that emphasizes recent winners but with a tilt toward more stable performers to control risk. - Caveats: this is a momentum-based, sector-specific approach. It can be sensitive to policy changes, sector downturns, and sudden shifts in sentiment. It also relies on the quality and liquidity of the five tickers and on the assumption that 90-day patterns are informative for the next period.

Out-of-sample: Sharpe ~1.70 vs ~0.84 (S&P); Calmar ~3.96; annualized return ~142% vs ~15%. Nuclear momentum with inverse-volatility tilt and daily rebalance aims for higher upside with controlled risk.