A.I.M. Users Bulletin Board

[AIMStudent]

Below are various runs of the NASDAQ 100 (ETF: QQQ) over the past 20+ years along with the buy & hold results over that time period.

Below those two frames are various AIM runs over the same dataset with a variety of settings, with run-to-run changes denoted in yellow.
Above each model are seven values that represent the model's setup for each run.

• Starting Capital: $10,000 used across all iterations.
  
• Stock-to-cash ratio: 50%, 70%, 80%, then 70% for all remaining iterations.
  
• Buy & Sell SAFE %: 10%, 10% for all iterations. Buy SAFE % incremented by 10% on subsequent buys and decremented by 10% on subsequent sells.
  
• Minimum Order as a percent of Stock Value (Buy, Sell): Where 0% is used, a minimum of one share will create a buy or sell event.
  
• Interest Rate: 0.0% for all iterations

Special Cases

• 30-Day Buy Rule: Wait for 30-days between sequential buys.
  
• Inc/Dec Buy SAFE %: Increment Buy SAFE % by 10% on each subsequent buy and decrement Buy SAFE % by 10% on each subsequent sell, down to a Buy SAFE % floor of 10%.
  
• Vealie: Implement a Vealie each time a sell event is encounter when the cash value to portfolio value exceeds 30%. (Note: taking a Vealie does not reduce the Inc/Dec Buy SAFE % value.)
  

Note that other than the special case rules implemented above, there are no safeguards against the model moving into negative cash territory.
Interesting that combining all rules significantly reduces the number of total trades and makes the period's AIM CAGR similar to the B&H CAGR.

-AIMStudent