SPY 2011-2012 Performance - Dry Run on actual share prices
Vortex AIM Results from 03-01-2011 to 20-04-2012
The price of Spy has increased ~9% since the start.
Currenly I run SPY on both the Vortex Windows and Vortex Excel with identical settings to do comparative tesing
Current Portfolio Fixed & Variables settings are:
Starting Conditions 03-01-2011
Original investment =$ 20000
Stock= $ 5600
Cash= $ 14400
CER % = 70/30
Starting price =$ 127.05
Qty Shares = 44
Interest on cash = 2%/yr (Compounded each time a trade is executed)
Trading costs $ 10,95/trade
Buying Aggression Factor = 0.8
Selling Aggression Factor = 0.6
Cash Limiting Factor = 60% (If Buy Amount > Reserve: Buy=0,6* Reserve
April 20, 2012 Status
-Holding zone Sell = 7%
-Holding Zone Buy = 5% (Changed from 7% on April 10 2012)
-Portfolio ROTAI Gain = 17.9 %
-Time Average invested capital = $ 6396
-Share price change = 8.580%
-Portfolio ROI Simple = 6,30 %
-Number of trades in 2011 = 5 Incl. initial Buy
-Number of trades in 2012 = 2
-Trading Cost= $ 77 total
-Interest earned = $ 355
-Portfolio Value = $ 21631
-Stock Value = $ 6957
-Reserve = $ 14672
-CER % = 68/32
-Portfolio Profit = $ 1631
-Vortex AIM Trading Gain = $ 11631-355 = $ 1276 (without Interest on Reserve but including the trading costs that would apply).
Vortex Windows & Vortex Excel give identical trading results. In regards to interest accumulation Vortex Windows gives a $ 3 higher interest total for the full period @ 2% annual interest rate as input parameter. This is due to a slightly higher annual interest base rate to calculate the actual amount of interest earned each time a new date is registered.
Vortex Windows appears not to use the time averaged (ROTAI) Yield Equation at this time, although ROTAI was used as a basic yield representation indication in the development of Vortex Windows as it is the equivalence of the Internal Rate of Return which gives a much more realistic investment yield figure for time variable investments.
Per April 21-2012 we have removed some minor errors that were encountered.
