Nice strategy,
What method do you follow to choose the contracts? and the weighing scheme?
BTW, I personally your method is far more efficient than leveraged ETFs. The only problem is the rollover cost as 3 month futures aren’t necessarily the most liquid. Might actually be better to use monthly contracts. Other than the liquidity there is the advantage of having a specific rollover product per script which helps you minimise impact cost. Another drawback for most small investors is that these days each lot is a minimum of Rs. 4-5 lakhs so minimum exposure that one can take is actually a bit steep.
Cheers
Sachit
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