A daily, Nvidia-focused momentum strategy that uses RSI and other signals to rotate among NVDA, MSFT, AAPL, with a cash-like buffer (BIL) and a currency hedge (UUP). It aims for 60-day take-profit at about 50%, while prioritizing risk-control in uncertain markets.

Plain-language overview: - The portfolio trades every day and decides how to split money among a small set of assets: Nvidia (NVDA), Microsoft (MSFT), Apple (AAPL) for equity exposure, plus BIL (short-term U.S. Treasuries) as a cash-like shield and UUP (the dollar index fund) as a possible hedge. - The decision uses several signals that lean on Nvidia as the key driver, but also consider how the broader basket is behaving. - First, it checks Nvidia’s momentum using recent price changes and a price-strength gauge (RSI). If Nvidia looks oversold (its RSI is below 39), the system becomes more willing to consider Nvidia-related exposure, but only under the broader rules that balance momentum and risk. - It compares Nvidia’s short-term momentum to its longer-term momentum (something like a 20-day vs 60-day look at returns) to see if Nvidia is clearly sticking to a trend or if the trend is weakening. - It also looks at the recent volatility (how wildly Nvidia’s price has moved) and uses a rule to prefer assets with more stable performance when signals are uncertain. In practical terms, when volatility is high or signals are unclear, the system tends to put more weight in BIL (cash-like safety) and sometimes UUP for hedging. - When conditions are favorable, it uses a “top two” rule to select the two best performers from the stock set (and a small, volatility-adjusted weighting) so the portfolio is concentrated in the leaders rather than spread too thinly. - There is an explicit mechanism to reduce exposure to risk when uncertainty is high by distributing weights more toward cash or less volatile assets, through the use of inverse-volatility weighting, or by reducing equity weights in favor of BIL. - A built-in take-profit rule aims to realize roughly half of a position’s gain within about 60 days, aligning with the 60-day target time frame. If the target isn’t reached, the strategy re-evaluates at the next rebalance. - The overall risk posture nudges the portfolio toward cash (BIL) most often, especially in uncertain periods, while still maintaining exposure to Nvidia and other high-cap techs when signals point toward continued upside. - The asset mix under normal conditions tends to be tilted toward equities (NVDA, MSFT, AAPL) with an ever-present layer of risk control via BIL and occasional hedges via UUP. - In short: it’s a Nvidia-focused, signal-driven rotation between high-conviction tech exposure and safer cash-like assets, executed daily with a defined profit target and uncertainty-management logic.

Out-of-sample edge: annualized return 27.66% vs 17.70% for SPY, Sharpe 1.20 vs 0.94, and beta ~0.44. Nvidia-driven momentum with a cash buffer and hedges to boost upside while tempering drawdowns vs the S&P 500.