One trade setup that catches my attention for the long haul: going long on $EEM while simultaneously shorting $QQQ, maintaining equal USD exposure on both sides. This kind of paired trade works as a market hedge—betting on emerging market outperformance against mega-cap tech dominance. The beauty of this structure lies in the ability to capture divergence between two major asset classes without taking on excessive directional risk. When you balance the positions equally, you're essentially taking a view on relative rotation rather than absolute market direction, which tends to be a cleaner way to express a medium-to-long term thesis on global asset allocation shifts.