Publishing Weekly · US · A-Share · Hong Kong 每週發佈 · 美股 · A 股 · 港股

Systematic
ETF Rotation
系統化
ETF 輪動

Alpha Rotation Lab  ·  阿爾法輪動實驗室

Rules-based ETF market research across US, A-share and Hong Kong markets. No discretion. No emotion. Just the model — every week. 基於規則的 ETF 動量輪動模型,覆蓋美股、A 股及港股市場,每週固定輸出模型結果與風險狀態。

View Research → 查看研究 → Latest Publication 最新發佈

Alpha Rotation Lab provides quantitative market research and educational analytics content for informational purposes only.
This platform does not provide financial advice, investment recommendations, or any form of trading guidance.
阿爾法輪動實驗室提供量化市場研究與教育性分析内容,僅供資訊參考。
本平台不提供財務建議、投資建議或任何形式的交易信號。

Publication Status發佈狀態
● Published · Week 20 · May 13, 2026● 已發佈 · 第 20 週 · 2026年5月13日
Market Regime市場狀態
Constructive建設性
Next release: Tue May 20 · 9:00 AM ET 下次發佈:5月20日(週二)· 美東 9:00
About關於我們

Quantitative research collective.
Institutional discipline.
量化研究團隊
機構級紀律

Alpha Rotation Lab is a quantitative research collective formed by practitioners from U.S. and Chinese capital markets. We publish systematic, rules-based ETF model outputs — not investment advice, not personalised recommendations. 阿爾法輪動實驗室由中美資本市場資深從業者組成的量化研究團隊。我們發佈系統化、規則驅動的 ETF 模型輸出——不提供投資建議,不提供個性化推薦。

Every output is published uniformly to all subscribers. The same process runs every single week. No discretion. No emotion. Just the model. 每次輸出均統一向所有訂閱者發佈。每週相同的流程準時運行。零主觀判斷,零情緒干擾,只有模型說話。

Read the full methodology → 閱讀完整方法論 →

Core Research Focus核心研究方向

  • ETF Momentum RotationETF 動量輪動
  • Trend Following趨勢跟蹤
  • Relative Strength Ranking相對強弱排序
  • Dynamic Asset Allocation動態資產配置
  • Risk Control & Drawdown Management風險控制與回撤管理
Backtest Statistics回測統計
16.8% US Model
CAGR
美股模型
年化收益率
28.2% A-Share Model
CAGR
A股模型
年化收益率
1.34 A-Share
Sharpe Ratio
A股模型
夏普比率
Jan 2019 Backtest
Start
回測
起始日期

⚠ Hypothetical backtest results only · Period: Jan 2019–Apr 2026 · 0.15% transaction cost per trade included · Past hypothetical performance does not guarantee future results · Not actual investment returns ⚠ 僅為假設性回測結果 · 回測期間:2019年1月–2026年4月 · 已含每筆 0.15% 交易成本 · 假設性歷史業績不代表未來收益 · 非實際投資回報

1
Research研究
Methodology & backtest方法論與回測
2
Publication發佈
Weekly model output每週模型輸出
3
Subscribe訂閱
Research access from $9.99/mo低至 $9.99/月
Research Philosophy研究理念

We believe robust investing
requires discipline over conviction.
我們相信穩健的投資
需要紀律勝過直覺

📐
Rules before prediction規則先於預測 We define rules in advance. We do not adjust models based on recent market events.我們事先定義規則,不根據近期市場事件調整模型。
🛡️
Risk control before return風險控制先於回報 Drawdown management and regime classification are core — not afterthoughts.回撤管理和市場狀態分類是核心,而非事後補充。
🔁
Consistency before optimisation一致性先於優化 The same process runs every week. No fitting to recent data, no changing the rules mid-cycle.每週相同的流程運行。不為近期數據過度優化,不在週期中改變規則。
Long-term discipline over short-term emotion長期紀律勝過短期情緒 We publish what the model says — not what the market is feeling this week.我們發佈模型的結果——而非本週市場的情緒感受。
Weekly Publishing Process每週發佈流程

The same five steps.
Every single week.
相同的五個步驟
每週雷打不動

9:00 AM ET
Every Tuesday每週二

Model outputs published to all subscribers simultaneously. No selective distribution. No early access. All subscribers receive identical content. 模型輸出同時發佈給所有訂閱者。無選擇性分發,無提前獲取,所有訂閱者收到相同内容。

1
Market Data Update市場數據更新
Latest price, volume and cross-asset data ingested for all ETFs in the universe.擷取宇宙中所有 ETF 的最新價格、成交量及跨資產數據。
2
Model Ranking Calculation模型排名計算
Multi-period momentum scores computed and ETFs ranked by relative strength across the full universe.計算多週期動量評分,依據全宇宙相對強弱對 ETF 進行排名。
3
Risk Regime Classification風險狀態分類
Market regime (Offensive / Neutral / Defensive) and risk score (0–100) determined from trend and volatility filters.根據趨勢與波動率過濾器確定市場狀態(進攻/中性/防守)及風險評分(0–100)。
4
Portfolio Rotation Output Generated輪動輸出結果生成
Final model output assembled: ETF rankings, regime signal, risk score, research commentary.最終模型輸出彙總:ETF 排名、市場狀態信號、風險評分、研究評論。
5
Uniform Publication to All Subscribers統一向全體訂閱者發佈
Research published to private Notion portal. All subscribers receive identical output simultaneously. Tuesday 9:00 AM ET.研究發佈至私有 Notion 平台。所有訂閱者同時收到相同輸出。週二美東 9:00。
Research Models研究模型

Two models publishing weekly.
More in development.
兩個模型每週發佈
更多開發中