A daily-rebalanced core of NVDA and LLY with conditional hedges into SPXU or SQQQ based on volatility and short-term momentum signals. If no hedge triggers, you stay long NVDA/LLY; if volatility is rising, move to SPXU; if QQQ momentum is extreme, move to SQQQ.

- Every day, the portfolio plans to keep NVDA and LLY equally weighted as the core exposure. - First, check a volatility signal: compute RSI on VIXM over a 40-day window. If that RSI is above 69, move all available cash into SPXU (a 3x inverse ETF on the S&P 500). - If the volatility signal isn’t triggering, check a momentum signal on QQQ: compute RSI on TQQQ over a 10-day window. If that RSI is above 79, move all cash into SQQQ (a 3x inverse ETF on QQQ). - If neither condition is true, return to the core position: NVDA and LLY, equally weighted. - Rebalance occurs daily, so weights are adjusted to align with these rules each trading day. - In short: default to NVDA/LLY split; hedge into SPXU when volatility stress is high; hedge into SQQQ when short-term QQQ momentum is extreme and potentially overextended.

Out-of-sample return ~64% vs SPY ~23%, Sharpe ~1.64 vs 1.37, Calmar ~2.45. A core NVDA/LLY portfolio with rules-based hedges into SPXU or SQQQ delivers higher, risk-adjusted growth through volatility- and momentum-driven protection.