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Six Factor Fixed Income Timing Model
This model incorporates six data streams relevant to fixed income investing. Given that it is a fixed income timing model, the main goals are capital preservation while collecting income. The six factor fixed income timing model returned 51.45% trading the ishares high-yield corporate bond ETF (HYG) compared to -5.76% for a buy and hold approach since 2007. I am currently working to find data that goes back further for more comprehensive testing.
