A rule-based system that tries to own up to 7 mega-cap stocks only when they’re in a healthy uptrend with solid momentum, otherwise parking cash in BIL. It uses price vs moving averages and multi-window RSI checks to decide entries and exits, with equal-weighting among passing stocks and no fixed schedule for rebalancing.

- Start with seven big U.S. stocks: AMZN, AAPL, GOOGL, META, MSFT, NVDA, TSLA. - Rank by short-term performance (20-day moving-average return) and select the top few to consider (the code calls a top/selection function and then builds seven groups, one per stock). - For each stock, check if price is above a long-term trend line (price > moving-average, usually MA50 or MA200 depending on the node). If yes, proceed to momentum checks. - Momentum checks use RSI (a momentum measure that compares recent gains to losses). Several RSI lookbacks are used (10-day and 2-day windows) with several thresholds (e.g., RSI above ~75–95 on short windows or RSI below very low thresholds for exits). If RSI signals are favorable and price is above the trend, the stock is included with an equal weight inside the stock sleeve (weighting shown as 100/100 for each included stock). - If a stock does not satisfy the entry criteria, or if opposing RSI signals appear (e.g., extreme overbought or deteriorating momentum), the strategy routes capital into BIL (short-term U.S. Treasuries ETF) to maintain a cash-like position rather than forcing an equity holding. - The overall portfolio structure shows an equity sleeve (up to 7 stocks with equal weights) and a cash sleeve (BIL). The “rebalance” rule is set to none, meaning re-evaluation happens on signal dates rather than on a fixed cadence. - The asset class is equities with a risk-control corridor width of 0.2, implying modest limits on deviation from target weights and some built-in diversification control. - The design is explicit about using BIL as the cash proxy and about having a lookback window (100 days) for some of the gating logic. The final outcome is to hold the best-acting mega-cap stocks when conditions are favorable and to park the rest in short-term Treasuries when conditions aren’t. Note: the exact numeric thresholds are ticker-specific within the nested logic, so behavior can vary by stock and time.

Out-of-sample, this mega-cap rule-based strategy targets ~37% annualized return vs 17% for the S&P, with Sharpe ~1.44 (vs 0.97), drawdown ~14.7% (vs 18.8%), and positive alpha. Cash-risk controls boost upside with less downside.