A daily, multi-signal strategy that blends Nvidia or Lilly exposure with momentum, mean-reversion, and a bond-tilt hedge, using dynamic allocations and a volatility hedge (SOXS) when risk spikes; BIL cash is replaced with LLY, with the aim to balance growth and risk in a complex, rule-driven framework.

Each day the system runs through a decision tree. If market volatility looks extreme, it can reduce risk and deploy hedges (e.g., into a semiconductor bear ETF). It checks a 10-day RSI to sense oversold/overbought conditions and a 25-day price trend to confirm momentum. If Nvidia or Lilly show a favorable mean-reversion or trend signal, it tilts toward them; if bonds look stronger than stocks and the yield curve is inverted, it shifts toward bonds. The plan uses a dynamic mix among NVDA, LLY, SPY, QQQ, TQQQ, SOXS, BND, and TMF, with daily rebalancing and components that may temporarily emphasize cash-equal positioning. In this version, BIL cash is replaced by LLY, altering the safety cushion. Expect risk due to leverage and active hedging, and performance depends on signal accuracy and timely execution.

Out-of-sample annualized return about 40.7% vs SPY 23%, with dynamic hedges and a bond tilt. Aims to capture NVDA/LLY leadership for outsized upside while active risk controls seek to damp spikes—though drawdowns can be larger in stress.