A daily-rebalanced, momentum-driven strategy that ranks a broad set of ETFs by 14-day RSI, selects the top two, and allocates to levered equity bets (with cash and hedges as risk controls). It can adjust weights and apply special NVDA-related substitutions under certain conditions.

- Build a candidate list of ETFs and levered plays (eg. TQQQ, SPXL, TECL, UPRO, UVXY, SQQQ, NVDA-linked NVDL, SPY, XLK, BIL, etc.). - For each asset, compute a 14-day RSI to gauge momentum, and also check other momentum/price signals (like a short window RSI vs a benchmark and price versus moving averages). - Sort the assets by RSI (highest momentum first) and pick the top two to own today. - Allocate weights to the two chosen assets according to the current branch of the rule tree (common themes are 80/20, 70/30, 60/40, or similar, sometimes with the cash proxy in the mix). - Use risk-control steps: if certain volatility or momentum triggers fire (e.g., UVXY or SQQQ conditions, or SPY below its 200-day average), shift toward cash (BIL) or hedges instead of full levered exposure. - There is a special conditional branch that can substitute NVDL (NVDA 2x) into the mix under certain momentum/volatility conditions, otherwise defaulting to the standard top-two picks. - Rebalance every trading day so the portfolio reflects the latest signals. The final intent is to hold the two strongest momentum ideas in levered exposures, with a cash/hedge layer to manage risk when signals turn adverse.

Risk-managed momentum strategy: daily top-two momentum picks with cash/hedge risk controls (and NVDA tilt). Out-of-sample tests show much smaller drawdowns vs the S&P, offering capital protection and portfolio diversification alongside potential upside.