A.I.M. Users Bulletin Board

[ls7550]

Here are some figures for STKL backtest from June 2006, monthly reviews, 50% initial cash, 5% min trade size, 25% Buy Vealie, 50% sell Vealie

Standard AIM

Min Cash 0%
Max Cash 58%
Avg Cash 36%
MaxDD -79%
Annualised 10%

STKL
MaxDD -92.5%
Annualised 2.75%

With those delayed buy trades

Min Cash 0%
Max Cash 77%
Avg Cash 49%
MaxDD -59.5%
Annualised 16.1%

The Maximum DrawDown was significantly less, whilst the rewards (annualised gain) was significantly better, and that was achieved with a higher amount of average cash.