Updated
figures for the equity-bond rotation models as on end Dec’19.
Data set: Nifty Total Returns Index & S&P BSE India 10 Year Sovereign Bond Index
Note: This does not include commissions, slippage & taxes.
I
first wrote about these here:
The
Moving average model switched to Nifty Total Returns index in end Sep 2019
The
Momentum model switched to Bond Total Returns index in end Oct 2019
Stats:
