A screened signal-stack strategy rotating between QQQ and DIA improves risk-adjusted returns versus static benchmarks in walk-forward tests from 2018–2022, but does not consistently beat QQQ on raw return.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
q-fin.PM 1years
2026 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Relief-Gated Relative Rotation for QQQ-DIA Allocation: Globally Screened Relative States, Fixed Position Mapping, Incremental Interaction Admission, and Walk-Forward Validation
A screened signal-stack strategy rotating between QQQ and DIA improves risk-adjusted returns versus static benchmarks in walk-forward tests from 2018–2022, but does not consistently beat QQQ on raw return.