Weekly mega-cap rotation: compare QQQ vs QQQE using 20-day returns; if QQQ wins, go equal-weight into MSFT, AAPL, NVDA; if not, go all-in on LLY; rebalance weekly.

- Each week, compute the 20-day moving-average return for QQQ (top-heavy Nasdaq-100 ETF) and for QQQE (equal-weight Nasdaq-100 ETF). The 20-day return is the average of daily percentage moves over the last 20 trading days. - If the QQQ 20-day return is greater than the QQQE 20-day return, you invest evenly (equal-weight) in three mega-cap stocks: MSFT, AAPL, and NVDA. - If the QQQE 20-day return is greater, you invest all available cash into Eli Lilly (LLY). - Investments are rebalanced weekly, meaning the exact amounts are reset to equal weights in the chosen basket. - “wt-cash-equal” means you allocate the available cash equally across the selected assets in that basket, rather than weighting by market size. - No short selling or hedging is described; it’s a simple, directional, long-only rotation based on the relative momentum of two ETFs. - The strategy exposes you to tech mega-caps (MSFT, AAPL, NVDA) under one regime and to a healthcare stock (LLY) under the other regime; it does not cover broader risk controls.

Out-of-sample edge: ~52.7% annualized return and 1.63 Sharpe (vs SPY 21.4%/1.28). Calmar ~2.19; max drawdown ~24% vs ~19% for SPY. Higher upside from mega-cap leadership with superior risk-adjusted performance vs the S&P 500.