A.I.M. Users Bulletin Board

[AIMStudent]

Hi jdmagaw,

Since I seem to been spending lots of time inside these days, I ran AIM against SPIP back to the date of initial introduction. It has a longer history than TIPX, but both show similar results across AIM settings.

There's not really sufficient price volatility to make either of these worthwhile AIM candidates.

Model Setting:

• Starting Capital: $10,000
  
• Stock-to-cash ratio: 70%
  
• 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 special cases were never hit.

-AIMStudent