Classification: (a) a concrete idea from an external source. Source: CICC 'FOF研究系列之八：基金择时、选股和风格轮动' (2018-08-21, via BigQuant wiki), section '基于基金配置动量效应的风格轮动策略'. The article trades size-style momentum. When the large-vs-small relative-strength (RS) indicator trends up, it favours the large-cap index (CSI 300). When RS trends down, it favours the small-cap index (CSI 1000). A long-short version holds the favoured style against the other, with an average hold of about one month. The article's first strategy (an FOF built from fund managers with stock-picking skill) cannot be tested here because we have no mutual-fund NAV or holdings data, so it is dropped. Two adaptations, stated explicitly. (1) Market: CNEQ holds only about 100 CSI 300 constituents. It is long-only and has no CSI 1000 or other small-cap index instrument, so the A-share pair cannot be built. The same large-vs-small rotation is tested on USEQ with SPY.USEQ (large cap) against IWM.USEQ (small cap). Both have decades of daily history, can be shorted on Reg-T margin and trade commission-free. (2) Signal: the article's leading input is the aggregate change in mutual-fund style allocation. It reports a 0.75 correlation with the style-index relative return (0.81 at a 60-day lead). That feed does not exist in our data, so the strategy uses the price-only RS trend that the fund signal tracks: RS = close(SPY)/close(IWM). This tests the style-momentum premise, not the fund-positioning signal, and any verdict should say so. Construction: dollar-neutral long/short, with each leg at 50% of equity (gross 1.0x). Decisions are taken on the daily close and fill at that close. Next-session-open fills are unsupported on USEQ, so the strategy does not claim the overnight gap. Dividends are not in PnL. Long+short, multi-instrument, session venue, no supplementary data.