Sunday, 3 December 2017

Monthly Update

Updated figures for the equity-bond rotation models as on end November’17.

Data set: Nifty Total Returns Index & S&P BSE India 10 Year Sovereign Bond Index


I first wrote about these here:



The Moving average model switched to Nifty total returns index in end January 2017
The Momentum model switched to Nifty total returns index in end February 2017


Stats:



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