A methodology question, hiding in plain sight
Rebalances5 year backtest. Strategy 11.
Average gapMatches the advertised cadence.
Flat feeOn traded value. Per leg.
Why every 14 days. Not 90. Not 1.
Most SmallCases rebalance quarterly. Most active mutual funds rotate continuously. RupeeCase Large Midcap moved 131 times in five years and netted 40.85 percent CAGR with the shallowest drawdown of any pure-equity card. The cadence is not a feature. It is the trade-off.
Swipe . the trade-off, drawn out →