The new MSR China Trend-Plus Index, from New Jersey index advisory firm MSR Indices, models the historical returns investors could have received had they applied MSR’s proprietary trend-following model to a range of commodity and equity index futures listed in exchanges in mainland China since the end of 2014.
Even accounting, as one should, for the limitations of backward-looking hypothetical simulations as a methodology, the results are impressive, and they offer hope for non-Chinese bulls who are hopeful about China’s economic future and want to invest accordingly.
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