Daily-rebalanced, three-retail-stock portfolio that uses a SPY trend rule (50-day vs 200-day moving averages) to drive allocation, overweighting Walmart and Costco with a smaller Target stake during recession signals.

- You hold only stocks (no bonds or cash implied here beyond the generic framework). - Rebalance happens daily, updating weights based on a simple market-tailoring rule. - The strategy centers on three retailers: Walmart (WMT), Costco (COST), and Target (TGT). - A trend signal uses moving averages of SPY (the broad market): the 50-day average vs the 200-day average. A moving-average comparison is a way to judge whether the market is in an uptrend or downtrend. - If the short-term SPY signal is weaker than the long-term signal (the 50-day MA is less than the 200-day MA), the code triggers an allocation path indicated in the else-branch, which assigns exact weights to WMT, COST, and TGT: WMT 61.64%, COST 34.91%, TGT 3.45% (summing to 100%). - The exact “then” branch is not shown in the snippet, but the presence of the condition means there is an alternate allocation when the condition is true. - Conceptual takeaway: when recession-style signals appear, the strategy leans heavily into large, staple retailers (WMT and COST) with a smaller tilt to Target, aiming for stability in weak markets. The system is rule-driven, not discretionary.

Disciplined, recession-aware exposure to WMT, COST, and TGT. Low market beta (~0.08) and solid OOS risk-adjusted performance (Sharpe ~0.96, Calmar ~2.14). Daily rebalancing adds regime-tuning diversification vs S&P 500.