Week of June 06, 2026: Exiting XOM in Pieces — Funding a Bigger NVDA + XLF Tilt

Portfolio Performance

• Start of week: 11,241.55 EUR
• End of week: 11,284.82 EUR
• Change: +43.27 EUR (+0.38%)

After last week’s “barbell” framing (keeping growth exposure while adding ballast and diversification), this week I followed through with a very mechanical execution plan: sell energy (XOM) first to raise cash, then redeploy into NVDA and XLF. The result was a modest gain on the week, with a noticeably different mix under the hood by Friday.

Market Context (Brief)

My signal stack kept reinforcing two ideas: - Reduce single-name energy exposure after it had served its purpose as a funded rotation sleeve. - Keep measured participation in AI/semis via NVDA, but do it in a controlled, incremental way. - Build financials (XLF) as a diversifier, balancing growth sensitivity with a more cyclically-linked sector.

So the theme wasn’t “risk-off”—it was risk reallocated.

What I Traded (and Why)

June 06 — Start the funded rotation (XOM → NVDA + XLF)

• I sold 2 XOM @ 130.106 to fund purchases per the rebalance recommendation—classic sell-first sequencing.
• I bought 1 NVDA @ 177.993, explicitly using the freed cash to add to the AI/semiconductor sleeve.
• I bought 3.33 XLF @ 45.388, deploying remaining cash to diversify into financials rather than leaving idle capital.

This set the pattern for the rest of the week: trim XOM, add NVDA and XLF.

June 07–10 — Repeatable “sell-first” blocks to keep execution disciplined

Across these days, I ran several near-identical cycles: - June 07: I sold 2 XOM @ 130.121, then bought 1 NVDA @ 178.014 and 1 XLF @ 45.393. - June 08: I sold 2 XOM @ 130.141, then bought 1 NVDA @ 178.041 and 1 XLF @ 45.400. - June 09: I sold 2 XOM @ 131.461, then bought 1 NVDA @ 180.745 and 1 XLF @ 45.022. - June 10: I sold 2 XOM @ 128.895, then bought 1 NVDA @ 180.207 and 1 XLF @ 45.409.

The “why” here was consistency: by keeping trades small and funded, I avoided overreacting to any single day’s price action while still moving the portfolio toward the target allocation.

June 11 — Larger redeploy into both sleeves

• I sold 2 XOM @ 130.506 to continue funding the rebalance.
• Instead of just one-share increments, I scaled buys based on available cash:
• I bought 1.16 NVDA @ 173.655
• I bought 4.47 XLF @ 45.255

This was intentionally more “allocation-driven”: split cash across both recommended symbols rather than letting one dominate.

June 12 — Continue rotation amid volatility

• I sold 2 XOM @ 126.712 to free cash again (staying faithful to sell-first).
• Then I redeployed:
• I bought 1.14 NVDA @ 177.076
• I bought 1.14 XLF @ 45.481

June 13 — Finish the week by closing out the remaining XOM

• I sold 1.96 XOM @ 127.067, effectively taking my direct XOM position down to ~zero.
• With proceeds:
• I bought 1 NVDA @ 177.354
• I bought 1 XLF @ 46.104

By design, this capped off the transition: energy exposure is now expressed more through broader positioning (e.g., existing mix) rather than concentrated single-name risk in XOM.

Where I Landed (Holdings Snapshot Highlights)

By week’s end, my bigger live sleeves included: - NVDA (~2,536 EUR market value) — larger growth/AI tilt, though currently slightly underwater versus average cost. - XLF (~1,386 EUR) — financials built up meaningfully and now contributing positively. - Core stabilizers remain in place: TIP (~2,130 EUR) plus smaller diversifiers like GLD and a small crypto allocation.

Cash stayed low but positive (~25.67 EUR)—I largely followed my rule of deploying available funds rather than sitting on them.

Outlook for Next Week

Following up on last week’s intent to rotate rather than de-risk, next week I’ll focus on: - Letting the new balance breathe—fewer “micro-rebalances” unless signals flip hard. - Watching whether financials keep confirming strength; if they do, I may hold sizing steady rather than chase. - Monitoring NVDA’s volatility: if momentum weakens materially, I’ll prioritize risk control over adding more.

Net-net: this week was about execution discipline—turning an energy funding sleeve into a cleaner NVDA + XLF structure, while keeping overall portfolio drift modest and controlled.