A daily RS I–driven strategy that either bets on NVDA or on the top two momentum names from a large-cap list, with volatility hedges (SOXS/SPXU) triggered by RSI/return signals. Uses equal cash weighting across selections and rebalances every day.

- Runs daily to decide where to invest. - Core option: either focus on NVDA or pick the top 2 stocks from a list by 40-day RSI (momentum). - If risk signals suggest trouble (e.g., extreme momentum on related ETFs or recent sharp moves), hedge with SOXS (semiconductor bear) or SPXU (broad-market bear) depending on the signal. - If signals favor equities, allocate to the two stocks identified by the 40-day RSI sort from the list (AAPL, MSFT, NVDA, AMD, XOM, NFLX, META, TSLA, AMZN, GOOGL, COIN). - Weigh positions equally (cash-equal) unless a specific branch dictates a single asset. - Rebalance daily to stay aligned with signals. - Uses RSI thresholds and short-term/medium-term momentum to tilt between equity exposure and hedges. - Tickers involved include NVDA, SOXS, SPXU, TQQQ, AAPL, MSFT, AMD, NVDA, XOM, NFLX, META, TSLA, AMZN, GOOGL, COIN, SPXU, SOXS, and TQQQ.

Out-of-sample, this RSI-driven momentum strategy beats SPY on risk-adjusted return: higher Sharpe, Calmar, and alpha, with daily rebalancing between NVDA or top-2 momentum names and hedges (SOXS/SPXU) to help limit drawdowns.