Hypotheses
US Sector-ETF Cross-Sectional Momentum, Dollar-Neutral Long-Short with Absolute-Momentum Defensive Gate (USEQ, Daily Bars, 6-1 Ranking, Monthly Rebalance, Long Top-3 / Short Bottom-3 SPDR Sectors, 2-Parameter)
US Sector-ETF Cross-Sectional Momentum, Dollar-Neutral Long-Short with Absolute-Momentum Defensive Gate (USEQ, Daily Bars, 6-1 Ranking, Monthly Rebalance, Long Top-3 / Short Bottom-3 SPDR Sectors, 2-Parameter)
Backtest and paper results are hypothetical. Trading involves risk of loss.