A Nvidia-forward, monthly-rebalanced strategy that anchors half the portfolio in NVDA and uses a fixed rotation among NVDA or five large-cap tech stocks to fill the other half. The rotation is driven by a 30-day momentum comparison and 14-day RSI checks, applied in a defined order to pick the second name for the 50% allocation.

- What you’re buying: stocks (NVDA, TSLA, AMZN, MSFT, GOOGL, META) in large-cap tech names. The plan rebalances monthly. NVDA starts with a fixed 50% allocation. The remaining 50% is determined by a simple rotation logic. - What RSI means (plain language): RSI is a momentum gauge that tries to tell you if a stock has been overbought or oversold recently. Readings above 70 often suggest a stock may have gotten expensive and could be due for a pause; readings below 70 suggest it may still have room to rise rather to e up. The strategy uses RSI with a 14-day window to assess each candidate’s current momentum strength. - What “30-day moving-average return” means: It looks at how much the stock’s price has moved over the last roughly 30 days. If NVDA’s 30‑day gain is bigger than a candidate’s 30‑day gain, NVDA is said to have stronger momentum than that candidate. - How the second 50% is decided (step-by-step): 1) Check if NVDA’s 30-day momentum is greater than TSLA’s. If yes, check TSLA’s RSI. If TSLA RSI < 70, allocate the second 50% to NVDA; else allocate TSLA. If NVDA MA is not greater than TSLA MA, allocate TSLA directly. 2) Repeat the same two-step check for AMZN, then MSFT, then GOOGL, then META in that order. The first candidate in this order that satisfies the rule gets the second 50%. - What happens in practice: You end up with 50% in NVDA and the other 50% allocated to either NVDA again (when it’s leading and the RSI of the candidate is not overextended) or one of the five big tech names based on momentum and RSI signals. The exact allocation among the 50% second-half is determined by the first-match rule in the chain. - Why this might be used: The strategy intent is to lean into Nvidia’s potential pre-release catalysts while offering a structured method to rotate to other big techs if Nvidia isn’t clearly outperforming on momentum or if a candidate’s RSI signals are strong enough to warrant a shift.

NVDA-forward, rule-based tech rotation with strong out-of-sample gains: 40.41% annualized return vs 14.70% SPX; Sharpe ~1.09 vs ~0.83; Calmar ~1.37. Note higher drawdown (~29.5% vs ~18.8%), but clearer upside and rules.