AAPL, TSLA, AMGN, MSFT, GOOGL, AMD, UPS, LLY, XOM, SPGI, AVGO, PG, CVX, AMZN, PANW, ABBV, GE, KO, PM, PEP, WFC, BAC, GILD, SYK, TMO, VRTX, MCD, BMY, ELV, CAT

1. Combined signal score > 0.65 (strong momentum confirmation)
2. 12-1 momentum score in top 30% of watchlist universe
3. SPY regime is trending_up or price > 200-day MA

1. Trailing stop-loss: sell if price drops 15% from trailing high
2. Signal score drops below 0.35 (thesis invalidation)
3. Position reaches profit target of 30% gain (take partial profits)

Base allocation: 13% of portfolio per position,Scale-up condition: conviction > 0.8 → allocate up to 13%,Max concurrent positions: 7,Max single-position concentration: 15%

- Max portfolio drawdown before going to cash: 15%
- Max concurrent positions: 7
- Max single-position concentration: 15%

- (To be updated by evolution engine after first week of trading)

- Initialized: 2026-03-11