Hypotheses
Cross-Asset Dual-Momentum Rotation (SPY/QQQ/GLD risk sleeve, TLT defensive) on USEQ Daily Bars — Monthly Rebalance, Absolute + Relative Momentum, 12-1 Lookback, Commission-Free, Decades of OOS History
A long-only, multi-instrument, monthly-rebalanced cross-asset ROTATION strategy on liquid USEQ ETFs, using DAILY bars (decades of split-adjusted history). Deliberate pivot away from the dead crypto momentum-confluence…
Hypothesis
A long-only, multi-instrument, monthly-rebalanced cross-asset ROTATION strategy on liquid USEQ ETFs, using DAILY bars (decades of split-adjusted history). Deliberate pivot away from the dead crypto momentum-confluence family (two XRP variants + LTC/DOT/BNB/SOL/LINK clones all died overfit, L91): the fix is a mechanism whose OUT-OF-SAMPLE history is deep enough to defeat overfitting. Cross-asset dual momentum is a low-parameter allocation rule with 25+ years of clean daily USEQ history, near-zero turnover, and commission-free execution. Distinct from the SPY/TLT binary hysteresis run in flight (that is a two-state single-pair switch; this ranks a 3-asset risk sleeve and gates with absolute momentum) and from the dead L74 intra-equity anomalies (all single-beta bets).
Backtest and paper results are hypothetical. Trading involves risk of loss.