I understand. Good to know. Thats what I expected as well. But is there any date so I can perform a recalculation to see how it would have actually performed?
I am forecasting a new area of 1940 - 1980, therefore I am very interested in older data. We had our 40 years of lower interest rates and now reached again 0% like in the 30s. This is a 90-100year long-term debt cycle, like Ray Dalio calls it. Interest rates will behave like a "pyramid scheme", where they reach their absolute high in the mid of the long-term debt cycle (1980). therefore, period 1940 - 1980 is absolutely different from period 1980 -2020. While the later period was characterized by decreasinginterest rates over decades, hence debt rising, the first period (1940-1980) was characterized by rising interest rates, hence debt was paid back.
As we are reaching record-high amount of debts, both for household and governments (measured in debt/gdp), data for this scenario is strongly supported.
I'd therefore not invest in this strategiy, at least as long as I do not know how it would have behaved in 1940 - 1980.