Equal-weighted, daily-rebalanced plan that buys big, quality stocks only when their price is above a 200-day average; otherwise substitutes SPY to maintain market exposure.

Here’s how it works in plain language: 1) You have a list of big, well-known U.S. stocks (AAPL, MSFT, NVDA, AMZN, META, GOOGL, BRK/B, AVGO, LLY, JPM) plus the SPY ETF as a market proxy. 2) Every trading day, for each stock, you check if its current price is higher than its 200-day moving average (an average price over roughly the last 200 trading days). 3) If the stock is above its 200-day average, you take that stock as part of your portfolio. If it is not, you instead include SPY for that position. 4) You then divide your capital equally among all the assets you’ve decided to hold on that day. 5) Repeat the process every trading day, so the mix can change as prices move and as stocks flip above or below their 200-day averages.

Out-of-sample edge: 23.2% annual return and ~1.10 Sharpe vs S&P 16.4% and ~0.93. Equal-weighted big-cap picks above 200-day avg; otherwise SPY, daily rebalanced for upside with market exposure. Drawdown modestly higher (~21.6% vs 18.8%).