A.I.M. Users Bulletin Board

[ls7550]

Hi lrp42

If you have Excel, OpenOffice, Libre, Gnumeric, Softmaker (or other) spreadsheet software, then here's something to play with for AIM backtesting

http://tinyurl.com/l68gq7z

If you go to yahoo finance such as http://finance.yahoo.com/q?uhb=uh3_finance_vert&fr=&type=2button&s=ovti and select the 'historic prices' option, and then check the 'monthly' option for the data, and download that into a spreadsheet, and then select all of the data and sort ascending you'll have some historic price data to apply to the above spreadsheet.

Note that for cash I tend to use a proxy of VFISX and load the corresponding data for that in columns V through column AB

The spreadsheet is set to use the adjusted close prices, which reflects stock total gains, as though dividends were reinvested to buy more shares. So combined that gives you an overall total gain figure.

I've included jaiml's chart in that spreadsheet so you can compare differences.

Should have stated in the spreadsheet before uploading, but my abbreviations for column titles are

PC - Portfolio Control
#S - number of shares (spreadsheet assumes fractional shares can be held whereas in practice that's obviously not the case)
NB - Next buy price
BS - Next sell price

B/H - Buy and Hold

Regards.

Clive.

PS that was a Libre Office spreadsheet that I exported to xls as that's a more popular format, but sometimes the conversion doesn't always work well. I suspect it should be ok as the calculations are simple, and I've opened the xls version using Softmaker and it was fine.

Also it assumes 10% safe, 5% of stock value minimum trade size AIM settings.