A.I.M. Users Bulletin Board

[ls7550]

Hi Allen

I just applied the 'ocroft' to the buy side. As indicated in my early posting e.g. when AIM indicates buy then start running a sideline AIM as though the buy had been made, but not in practice, and then once that AIM stops buying revert to the original AIM and see what that's indicating to do at that time and execute that in practice.

As another test I grabbed ^GSPC historical prices back from 1970 and for price only, no dividends, no cash, applied to a 50% initial cash AIM ...etc there was much less clear evidence of one choice over the other. Using ocroft marginally reduced risk (maximum drawdown) averaged a little more cash (less stock exposure) and averaged slightly lower overall annualised gain (reflective of the slightly lower average stock exposure).

So ???