Active, equal-weighted portfolio of 10 big-name stocks, using RSI and price/moving-average signals to decide entries; if a stock doesn’t meet signals, cash (BIL) is kept instead. Small rebalancing corridor keeps weights near equal; no fixed rebalancing rule at the top level.

- The strategy selects 10 well-known stocks (AAPL, MSFT, TSLA, META, GOOG, GOOGL, NVDA, BRK/A, AMZN, UNH). - Each stock is evaluated with a two-layer rule set. First, a momentum/oversold screen uses RSI (Relative Strength Index) over a small lookback (e.g., 5–14 days). If RSI is below a threshold (often 30 or similar), the stock is considered a buy candidate. - If the RSI condition isn’t met, a secondary trend/momentum check uses price vs. moving averages (or EMA) over short vs longer windows (for example, current price relative to a short-term moving average, or price above a longer-period EMA). If these conditions indicate positive momentum, the stock can still be included, provided another RSI check within a tighter window is favorable. - If a stock fails all entry criteria, the strategy allocates cash via BIL (short-term U.S. Treasuries) instead of holding that stock. - When assets qualify, they’re held with equal cash weight (100/100 within the stock’s block), contributing to an overall equal-weighted portfolio among those qualifying stocks. - The “rebalance corridor” is around 3.14%, meaning weights are kept close to equal; the root’s rebalance setting is none, indicating no fixed schedule rebalancing beyond the rule-driven adjustments and corridor constraint. The result is a dynamic, rule-based, equal-weighted portfolio that uses BIL as a cash cushion when markets or signals are unfavorable.

Out-of-sample edge: higher risk-adjusted returns with a cash cushion. Equal-weighted 10-name portfolio uses RSI and momentum signals; when weak, it sits in BIL. About 37% vs 22% S&P, with better Sharpe/Calmar and similar drawdowns.