A rule-based NVDA/TSLA momentum strategy using levered ETFs (NVDL/NVDS, TSLL/TSLS) plus market-trend filters, with cash-equal sizing and no frequent rebalancing. Focused on NVDA and TSLA moves via bull/bear ETFs, guided by RSI and short-term momentum signals.

- The strategy is built as nested if-then rules. It starts with two main exposure groups: NVDA-themed bets (NVDL bull, NVDS bear) and TSLA-themed bets (TSLL bull, TSLS bear). - Each group evaluates momentum using RSI (a momentum indicator) and moving-average-like price signals, plus short-term performance (1- and 5-day returns). - It also checks how the NVDA/TSLA instruments are performing relative to broader markets like SPY or QQQ, to avoid fighting a broad-market downtrend. - Depending on the signals, the system allocates cash into one or more of the levered ETFs (bull or bear) or keeps money in cash. Weights are explicit at each decision node (e.g., 100/100 or 57/100). - The rules are layered, with some branches selecting the best-performing NVDA-related vehicle (the “top” NVDA bear/bull option) and others using fixed combinations (like the TSLA bull/bear pair). - The design uses a fixed “rebalance corridor” but ultimately sets rebalance = none, so positions aren’t rebalanced regularly; they change only when the rules explicitly trigger a new allocation. - The intent is to ride short-term momentum in NVDA and TSLA, while moderating exposure using broad-market trend checks.

Out-of-sample edge: ~88% annualized return vs SPY ~22%, Calmar 2.37, Sharpe ~1.34. NVDA/TSLA momentum via levered ETFs with cash offers higher upside, beta ~1.18, but larger drawdowns (~37%).