A daily rules-based portfolio of 10 mega-cap stocks that tries to hold winners, buy some sharp dips, and move weak positions into short-term Treasury bonds.

This strategy splits money across 10 big U.S. stocks and checks them every day. For each stock, it first asks: is the recent price trend stronger than the long-term trend? If yes, it owns the stock. If not, it looks for a sharp recent drop (using RSI, a “too far too fast” signal). If so, it often buys the stock anyway as a rebound bet. If neither is true, it asks whether the stock is still above its 31-day average. If yes, it owns it. Otherwise, that slice moves into SHY, a short-term Treasury bond fund.

Out-of-sample edge: Sharpe 1.64 vs 1.32; annualized return 33% vs 21%; beta ~0.95; drawdown ~18%; Calmar ~1.80. Daily mega-cap sleeves with a bond hedge seek stronger, more stable upside than the S&P 500.