diff --git a/rotation/simple_rotation.py b/rotation/simple_rotation.py
index 9dde1c3..6e70df3 100644
--- a/rotation/simple_rotation.py
+++ b/rotation/simple_rotation.py
@@ -505,12 +505,10 @@ class SimpleRotationStrategy:
             # Signal timing: 9:00 AM on day T
             # At this moment, T's market has NOT opened yet.
             # Only T-1 close data is available for all markets.
-            # So momentum must be computed from T-1 close (prev_date).
+            # Use calendar day -1 (not A-share prev trading day) so that
+            # foreign markets (US/HK) that traded during A-share holidays are captured.
             # Execution happens at 9:30 AM using T's ETF prices.
-            if i > 0:
-                signal_date = self.trading_calendar[i - 1]  # T-1 close
-            else:
-                signal_date = date  # First day: no prior trading day available
+            signal_date = date - timedelta(days=1)
 
             new_holdings, factors, bond_momentum = self._generate_signals(signal_date)
 
@@ -826,11 +824,9 @@ class SimpleRotationStrategy:
         tracked_entry: Dict[str, dict] = {}
         prev_holdings = []
 
-        # Build date index map for signal_date lookup (T-1)
+        # Build date index map for signal_date lookup (calendar T-1, not A-share prev trading day)
         date_list = [pd.Timestamp(rec['date']) for rec in self.daily_records]
-        date_to_signal_date = {}
-        for i, d in enumerate(date_list):
-            date_to_signal_date[d] = date_list[i - 1] if i > 0 else d
+        date_to_signal_date = {d: d - timedelta(days=1) for d in date_list}
 
         for rec in self.daily_records:
             date = pd.Timestamp(rec['date'])