A.I.M. Users Bulletin Board

[ls7550]

Hi Tom.

Another variant might be to use the vWave as the 'constant weight' value - so a variable weight rather than a fixed target weighting. Perhaps using the ongoing 'diversified' vWave figure for that. If formerly the vWave was 40%, so 60/40 AIM/vWave, that saw vWave drop to 20%, then a rebalance would see more injected into AIM (80/20 AIM/vWave). Maybe where that additional capital available to AIM was split equally between AIM stock and AIM cash in the proportions of stock/cash evident at the time.

Later if the vWave returned back to 40%, then capital would move back from AIM-stock/AIM-cash to the the vWave (constant weight) side.

Which would induce additional trades in reflection of vWave motions. The only variable being when to perform such rebalance actions.

Clive