Daily, risk-managed tilt between Nvidia (NVDA) or Eli Lilly (LLY) and a semiconductor-hedge (SOXS) driven by short-term momentum signals from TQQQ; uses RSI and 1- to 6-day returns to switch bets, with equal-weighting within the chosen assets and daily rebalancing.

- Each day, the strategy starts with an anchor pool of two stocks you’ll consider investing in: Nvidia (NVDA) and Eli Lilly (LLY). It intends to allocate money between them equally when those are the chosen assets. - It uses a signal based on the Nasdaq-focused, 3x leveraged ETF (TQQQ). Specifically, it looks at the 10-day RSI of TQQQ. If that RSI is above 79 (an extreme, overbought reading), the strategy tilts into SOXS, a fund designed to go up when semiconductors fall (a bearish bet on semiconductors). - If the RSI condition isn’t met, there’s a secondary, volatility-related path dubbed “Huge volatility.” In this path, the rules compare short-term performance of TQQQ: - If TQQQ’s cumulative return over the last 1 day is greater than 6% (a very large daily gain), the strategy moves into SOXS (seeking to profit from a potential reversal after big moves). - Else if TQQQ’s cumulative return over the last 6 days is less than -13% (a meaningful multi-day drop), the strategy allocates to NVDA (betting on a rebound in a tech leader). - Otherwise, the strategy allocates to LLY (a more conservative, defensive stock tilt). - Within the chosen path, weights are applied with equal cash weighting among the selected assets (wt-cash-equal), and the portfolio is rebalanced daily to match the rules. - In short: the system uses short-term momentum of a Nasdaq proxy and its recent moves to decide whether to hedge with SOXS or to lean into NVDA or LLY, with NVDA/LLY serving as anchors when volatility signals aren’t triggering the hedge. - Important notes: this approach relies on leveraged ETFs (TQQQ and SOXS) and very short windows, which can amplify volatility, incur higher costs, and produce frequent, potentially small or contradictory signals in sideways markets. It’s best suited for investors who can tolerate rapid changes in position and significant drawdowns in some scenarios.

Out-of-sample edge over SPY: ~66% annualized return vs ~23%, Sharpe ~1.42 vs ~1.37, positive alpha, and Calmar ~2.40 with beta near 1.0. Best for risk-tolerant investors; expect larger drawdowns (~28%).