(1) Using $AMZN, $AAPL, $NFLX, $GOOGL and $META
(2) On a daily basis, sum the cumulative daily returns of each name over the last 100-days
(3) Buy the strongest two names so long as the 5-day average volume is greater than the 100-day average volume
(4) Exit if it falls out of the top three rankings and replace, if applicable, with the name that moves into the top two.

Since 2013, which is when $META listed…

CAGR: +30.1%
maxDD: -30.6%
MAR: 0.98
Sharpe: 1.13