Hypotheses
Large-versus-small-cap monthly momentum spread
Test the source's 12-month relative-momentum rule using SPY as the large-cap proxy and IWM as the small-cap proxy. The six style ETFs named in the source are absent from the configured USEQ universe. Prior two-leg USEQ…
Hypothesis
Test the source's 12-month relative-momentum rule using SPY as the large-cap proxy and IWM as the small-cap proxy. The six style ETFs named in the source are absent from the configured USEQ universe. Prior two-leg USEQ runs have timed out, so this premise can be judged only after the pipeline produces a measured backtest.
Analysis
Momentum and Style Rotation Effect
Backtest and paper results are hypothetical. Trading involves risk of loss.