A Quantitative Approach to Tactical Asset Allocation

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Threshold-based portfolio: the role of the threshold and its applications (2017, background): “Additionally, dynamic/tactical asset allocations based on simple rules or market anomalies were developed to automatically adjust portfolios in response to market changes [25, 26, 27, 28].”
A New Anomaly: The Cross-Sectional Profitability of Technical Analysis (2013, methodology): “07 from the lowest-decile MAP to the highest-decile MAP. Moreover, the MAPs generate economically and statistically significant abnormal returns (alphas) in both expansion and recession periods, and they generate much higher abnormal returns in recessions. In contrast, the momentum strategy generate”