You are on page 1of 1

Bond Value Ratio (BVR) from 2009 to 2011

5.80
8/27/10
Model updated to:…5/20/2011 upper switch point:
upper offset limit line sell high beta bond fund,
buy low beta bond fund
upper offset limit +0.12
lower offset limit -0.15
5.70 1/25/11
Go for the Long Bond:
my article recommending
investment in long
BVR best-fit line treasury bond funds
BVR=5.447

5.60

5.50

lower offset limit line


5.40
2/14/11
lower switch point:
sell low beta bond fund,
4/07/10 buy high beta bond fund

5.30
12/1/09

1/1/10

2/1/10

3/1/10

4/1/10

5/1/10

6/1/10

7/1/10

8/1/10

9/1/10

10/1/10

11/1/10

12/1/10

1/1/11

2/1/11

3/1/11

4/1/11

5/1/11

6/1/11
use Seeking Beta basicBVR10-11

You might also like