VORTEX AIMing

[Conrad]

Vortex AIM Results for SPY since 06-06-2011 till 31-10-2011

The price of Spy has dropped 2% since the start of the year based on price Average=(Hi-Lw)/2. This is possibly a less volatile price than using closing prices. However using a simulation I see no other way of selecting a better ficticious price.

-Max price gain from start = 4.38 % on May 2nd
-Max price drop from start = 9.3 % on August 8th
-Three trades were executed after initial Buy
-Holding zone Sell = 10% Changed from 19% on June 6th
-Holding Zone Buy = 7.5%
-Portfolio ROTAI = 17.9 %
-Portfolio ROI Simple = 3.4 %
-Buy & Hold ROI = -1.98

Interest on cash = 2%
Trading costs $ 10,95/trade

The Sell holding zone was dropped to 10% from 19% increase volatility capture.