3 citations · 4 across the 6 of their papers we have counts for
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q-fin.PM2026
Relief-Gated Relative Rotation for QQQ-DIA Allocation: Globally Screened Relative States, Fixed Position Mapping, Incremental Interaction Admission, and Walk-Forward Validation
Zheli Xiong
This paper studies Relief-Gated Relative Rotation (RGRR), a two-ETF rule that allocates between QQQ and DIA by mapping screened relative and macro states into a continuous QQQ weig…
q-fin.PM2026
Continuous Cash-Overlay Filters for a Static Growth--Defensive Risk Sleeve: Slow-Tail Compensation, V-Shape Crash Brakes, Walk-Forward Validation, and Max-Cash Combination
Zheli Xiong
This paper studies a modular cash-overlay rule for allocating between a fixed growth-defensive risky sleeve R and interest-bearing cash C. The risky sleeve is a static 50/50 combin…
q-fin.PM2026
Continuous Timing Signals for Growth-Defensive Style Allocation: Factor Attribution, Risk Matching, and Out-of-Sample Evidence
Zheli Xiong
This paper studies conditional allocation between a growth/technology ETF basket, denoted by , and a defensive income/value-oriented ETF basket, denoted by . The objective is…