Two-sleeve, rules-based strategy that times TSLA and NVDA. It buys 1.5× long funds in uptrends and flips to inverse funds when moves look overheated, weak, or volatile. Signals come from broad tech/market trends, recent drops, and a fear gauge.

The portfolio is split into two parts: roughly 59% trades Tesla and 41% trades Nvidia. - Tesla part: If TSLA’s price is above its 10‑day average, it buys a fund that targets +1.5× TSLA’s daily move (TSLL). If below, it holds the inverse fund (TSLS). - Nvidia part: It flips between a +1.5× NVDA fund (NVDL), an −1.25× NVDA fund (NVDS), or (rarely) NVDA stock. It decides by checking: overall market trend (S&P 500 vs its 200‑day average), how “hot” or “washed‑out” recent moves look (RSI = a 0–100 speed/overheating score), whether the Nasdaq just dropped hard, short‑term rebounds, and a volatility gauge (UVXY) that spikes in stress.

Out-of-sample edge: Calmar 2.37, Sharpe ~1.34, ~88% annualized OOS return vs the S&P. Higher drawdowns (~37%) are the price for potentially larger, durable long‑term gains from disciplined trend/volatility signals.