Shorts or longs are now able to be turned off or on based on whether the leading or lagging indicators provide a signal.
Lagging indicators crossing long means that the leading indicators were showing positive correlation, and the lagging now crossed into positive correlation.
Leading indicators crossing long means that lagging were showing positive, and leading now crossed into positive correlation.
The same hold true for shorts.
The effects of being able to control these(turn off leading indicator shorts for macro bullish assets) have been greatly postive on the strategy results.