A risk in market timing that 122 years of backtesting failed to reveal!

In the fourth and final part of our double moving average market timing model backtests, we consider Sensex and other Indian Indices. We have already established that the model reasonably works (see links below) with Indian gilts, Nasdaq 100, the S&P 500 and gold. Our primary goal in this updated study is to illustrate market-specific…

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Testing a double moving average market timing model with gold (Part 3)

We are studying the efficacy of a double moving average market timing model with different market indices.  We have already established that the model reasonably works (see links below) with Indian gilts, Nasdaq 100 and the S&P 500. Our primary goal in this updated study is to illustrate market-specific risks and the sequence of returns…

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Testing a double moving average market timing model with S&P 500 (Part 2)

We are studying the efficacy of a double moving average market timing model with different stock market indices.  We have already established that the model reasonably works (see links below) across asset classes. Our primary goal in this updated study is to illustrate market-specific risks and the sequence of returns risk with market timing. It…

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Testing a double moving average market timing model (part 1): Nasdaq 100

Starting today, we will study the efficacy of a double moving average market timing model with different stock market indices.  We have already established that the model reasonably works (see links below) across asset classes. Our primary goal in this updated study is to illustrate market-specific risks and the sequence of returns risk with market…

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Is it possible to time entry and exit from gilt mutual funds for better returns?

In this article, we discuss the results of a tactical entry and exit strategy from gilt mutual funds and find out if it is more rewarding. Readers unfamiliar with gilt funds may consult our previous work: (1) FAQ on gilt mutual funds: essentials investors should know. (2) Gilt mutual funds will not protect your money! Recognize…

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If we invest only when the Nifty was “low” can we beat the market?

One of the biggest mistakes investors make is to neve visualise their portfolio as “big” in future. They assume their portfolio value will always be comparable to what they invest each month. This results in many misconceptions like, “I can rebalance my portfolio just by changing the amount I invest”, and “I can time the…

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