Saturday, 29 June 2019

Monthly Update


Monthly Update

Updated figures for the equity-bond rotation models as on end June’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 June 2019
The Momentum model switched to Bond Total Returns index in end June 2019

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

Stats:




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