A daily, signal-driven plan that either hedges/holds cash or buys the strongest between NVDA or XOM based on 40-day momentum, with safety hedges (SPXU, SOXS) triggered by volatility signals. It keeps 100% allocation to one asset at a time and uses levered instruments for regime detection.

Daily, you start with cash and look at a hierarchy of signals. First, there are signals tied to very short-term momentum of leveraged tech exposure (via TQQQ) that can push you toward a defensive move (buy SOXS, or hold cash, or even use a semiconductor bear ETF). If volatility/overbought signals are strong enough, you may allocate to SPXU (a bear-market bet on the S&P 500) or cash. If those risk-off signals aren’t active, the system then picks between NVDA (NVIDIA) and XOM (Exxon Mobil) by which one has stronger momentum over a 40-day window; the top one gets a 100% allocation. A separate branch uses a 40-day RSI check on SPXU (often interpreted with a volatility proxy VIXM) to decide whether to tilt toward bearish hedges. In short: the system alternates between hedges (SPXU and SOXS) and a single-stock standout (NVDA or XOM), always re-evaluating daily. Note: it relies on levered/inverse ETFs and RSI-based momentum, which can be volatile and may cause sharp changes in position.

Out-of-sample: ~44% annualized return vs ~19% for the S&P, with Calmar ~1.14 and Sharpe ~1.04. The strategy uses daily risk hedges and a momentum NVDA/XOM core to capture bigger upside while aiming to manage drawdowns (≈39%).