Continuous Cash-Overlay Filters for a Static Growth–Defensive Risk Sleeve: Direct Slow-Tail Compensation, Fixed V-Shape Crash Brakes, Walk-Forward Validation, and Max-Cash Combination

By Zheli Xiong

Published 2026-06-14

Everscope rating

1241.9

Relevance to quantitative trading

9 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Modular Continuous Cash-Overlay with Max-Cash Combination. Problem types: Portfolio Optimization, Risk Management, Dynamic Asset Allocation, Crash Protection, Drawdown Control.

arXiv:2606.09025 · Code · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.