Saturday, 1 December 2018

Monthly Update



Updated figures for the equity-bond rotation models as on end November’18.

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 November 2018
The Momentum model switched to S&P India 10 Yr Bond index in end October 2018

NO – This does NOT outperform every year – stop asking that!!

Stats: