Hi Ray, Another thought, it looks like both high and low beta stocks work the best. I'm guessing this is because both are out of step with the market as a whole. This seems to create the volatility that AIM needs to work best.
Look at BTB 10, 8, 5, 4, 5, 8 10 results versus what I got doing 10, 9, 8, 7, 6, 5, 4, 5, 6, 7, 8, 9, 10 sequence.
Best,
Allen