📈 QQQ/IWM 轮换模型简介

QQQ/IWM轮换模型通过识别市场风格的变化（如价值 vs 成长、大盘股 vs 小盘股），在 QQQ（纳指ETF） 与 IWM（罗素小盘股ETF） 之间动态轮换，实现更灵活的投资策略。

本模型可应用于以下三种场景：

✅ 1. 仅做多的轮换策略

这是轮换模型的基础用法，即任何时候都保持多头持仓：

• 当模型信号为 卖出（SHORT） 时，表示IWM 强于 QQQ，则买入 IWM；
• 当模型信号为 买入（LONG） 时，表示QQQ 强于 IWM，则买入 QQQ。

此策略顺应风格轮动，在上涨阶段选择更强资产进行配置。

🧘 2. 对冲型轮换策略（实现市场中性收益）

该策略旨在构建与市场方向无关的组合，通过多空配对获得绝对收益：

• 当信号为 买入（LONG）：
• 买入 QQQ，同时做空等金额的 IWM
• 当信号为 卖出（SHORT）：
• 买入 IWM，同时做空等金额的 QQQ

这种策略适合追求稳健回报、规避大盘波动影响的投资者。

⚡ 3. 与日线预测模型结合，增强收益

将轮换模型与日线预测模型结合，可以更进一步捕捉“强中选强，弱中做空”的交易机会：

• 当轮换信号为 买入（LONG）（QQQ 强于 IWM）时：
• 若日线模型为 买入 → 买入 QQQ（买强者）
• 若日线模型为 卖出 → 做空 IWM（空弱者）
• 当轮换信号为 卖出（SHORT）（IWM 强于 QQQ）时：
• 若日线模型为 买入 → 买入 IWM
• 若日线模型为 卖出 → 做空 QQQ

这种“双因子组合策略”进一步提升了策略的胜率与收益效率。

📊 下方为模型的历史信号图与统计图表，可直观了解模型表现。

📈 QQQ/IWM Rotation Model

The QQQ/IWM Rotation Model is designed to capture changes in market style—such as shifts between value and growth, or large-cap and small-cap leadership—by rotating positions between QQQ (Nasdaq 100 ETF) and IWM (Russell 2000 ETF).

This model supports multiple trading strategies, including:

• Long-only rotation
• Market-neutral hedged rotation for absolute return
• Enhanced performance by combining with the Daily Forecast Model

🔄 Long-Only Rotation Strategy

This is the core function of the rotation model, where the portfolio always holds a long position.

• When the rotation signal is SHORT, the strategy buys IWM
• Otherwise (signal is LONG), the strategy buys QQQ

This approach allows for adaptive exposure depending on prevailing market leadership.

🧘‍♂️ Market-Neutral Hedged Strategy (Absolute Return)

This variant aims to deliver returns independent of overall market direction by maintaining a hedged long/short position:

• When the rotation signal is LONG:
• Buy QQQ
• Short an equal dollar amount of IWM
• When the rotation signal is SHORT:
• Buy IWM
• Short an equal dollar amount of QQQ

This approach allows for capturing relative strength between QQQ and IWM regardless of market trends.

⚡ Rotation + Daily Forecast Model (Alpha-Enhanced Strategy)

Combining the rotation signal with our Daily Forecast Model provides an opportunity to trade with even greater precision:

• When the rotation signal is LONG (QQQ stronger than IWM):
• If the Daily Model is Buy → Buy QQQ (buy the stronger asset)
• If the Daily Model is Sell → Short IWM (short the weaker asset)
• When the rotation signal is SHORT (IWM stronger than QQQ):
• If the Daily Model is Buy → Buy IWM
• If the Daily Model is Sell → Short QQQ

This combination helps amplify returns by trading both trend and relative strength.

📊 Below are the historical signal charts and performance statistics: