The strategy employs two equal-weight sleeves applied to US large-cap stocks (market cap >$5B, primary exchange), rebalanced at month-end via market-on-open orders using daily bars. The first sleeve is short-term mean reversion: among the 100 largest stocks by sector, it holds the 10 with the strongest 9-day low-price reversal rank, capped at 30% per position. The second sleeve is trend-filtered momentum: up to 10 stocks trading above their 189-day EMA with ADX ≤35, ranked by average return over 1/3/6/9/12 months, each capped at 20%. When 45% or more of the universe trades in its lowest price bands (a breadth-based risk signal), the momentum sleeve shifts entirely to short-term T-bills (BIL) until breadth improves by 60% from its peak or falls below 15%. Risk controls include per-security caps, a 5% cash reserve, and a 98% gross exposure limit. Orders use settled cash only (T+1), whole shares, and no leverage. The alpha sources are short-term price reversals and momentum with trend and volatility filters, supplemented by a breadth-based risk-off overlay.