Saturday, 31 August 2019

Monthly Update for the equity-bond rotation models


Updated figures for the equity-bond rotation models as on end Aug’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 July 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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