I am constantly trying to improve the strategy. Here is the latest, which generated a 36% compound annual growth rate 12/31/99-4/28/2026 (it doesn't include the monster run-up we had since April).

1) you determine if SPY is above its 325 day SMA (it is right now). If not you go to cash on trade day.
2) you trade the 2nd-to-last TRADE day of each month.
3) you get the list of Nasdaq100 stocks and make sure Nasdaq didn't make changes since you last looked.
4) you make two lists: a list of the top 9 months price change stocks, top 5 in the Nasdaq100, through yesterday's close (i.e. close on the 3rd-to-last day of the month).
5) you make another, separate list of the top 5 in the Nasdaq100 measured by the next ratio: price / (sum of highest price in last 1 year + lowest price in the last year)
6) on the 2nd-to-last day of every month you buy the stocks that overlap from those 2 lists i.e. in #4 and #5

Often there will be fewer than 5 total stocks. I tested going back to the two lists to buy more so you own 5 or 10 stocks, and it massively reduced return. So my advice is to buy much more of the overlap list you create and if you still want some more stocks use less money to buy other stocks from the 2 lists.