This weekly strategy selects up to 20 stocks from a fixed list of 116 US stocks. Stocks above their 200-day simple moving average qualify; qualifying held stocks receive priority. Each stock target uses 5% of portfolio value, with a 2% rebalance band.
A market-breadth signal reduces the permitted number of stock positions and leaves the remaining allocation in cash.
Reconstructed 116-stock version. The original example selected from 125 US stocks. This executable version and its clones select from 116 stocks after removing ATVI, DISH, EA, FRC, JWN, MMC, UTX, WBA and XLNX because their stored price or corporate-action histories were incomplete. These exclusions were assessed retrospectively in September 2026 and introduce data-availability selection bias. This is a fixed historical universe, not a point-in-time universe or a complete backtest of all 125 original stocks.
Performance and strategy calculations use adjusted close, including split and dividend adjustments. Quantities are adjusted simulation units.
How does it work?
This weekly strategy selects up to 20 stocks from a fixed list of 116 US stocks. Stocks above their 200-day simple moving average qualify; qualifying held stocks receive priority. Each stock target uses 5% of portfolio value, with a 2% rebalance band.
Cash allocation
The saved market-breadth series measures the fraction of stocks above a 120-day exponential moving average in the original broader stock lists. At each weekly decision, the permitted stock count is 20 times that signal, rounded down. A signal of 0.5 permits at most 10 stock targets at 5% each. A zero signal exits stocks at the next simulated market open. The historical bootstrap uses full exposure before 5 September 2006.
Each run freezes its historical breadth observations. This series is reconstructed, not point-in-time certified. Holding more cash can reduce market exposure but does not guarantee protection from losses.
Performance and data limitations
Reconstructed 116-stock version. The original example selected from 125 US stocks. This executable version and its clones select from 116 stocks after removing ATVI, DISH, EA, FRC, JWN, MMC, UTX, WBA and XLNX because their stored price or corporate-action histories were incomplete. These exclusions were assessed retrospectively in September 2026 and introduce data-availability selection bias. This is a fixed historical universe, not a point-in-time universe or a complete backtest of all 125 original stocks.
The Performance and Statistics tabs show the current verified adjusted-price simulation in USD, with SPY as the benchmark. Both the historical calculation and live refresh have been checked for this 116-stock definition. The simulation retains TWTR and its evidenced cash exit on 28 October 2022. Historical performance does not establish future returns.
Simulated positions
The Positions tab shows dated, sampled simulated allocations, including cash. Quantities use adjusted simulation units. A sampled positions date can precede the final daily portfolio-value date shown in Performance.
