A.I.M. Users Bulletin Board

[Make It Jake]

Current AIM-CASH weekly values – Large-caps increased slightly while mid- and small-caps decreased.



Large- and mega-cap stocks : 55.9%
Historical weeks nearest the current value again had lower returns and lower win rates than the overall averages. Looking at the 52 week holding period’s ISR (the middle two-thirds of returns) for the nearby weeks as an illustration, you can see that it ranged about 11 percentage points lower at its low end than the lower bound of the overall ISR, and about 9 percentage points lower at the high end.



Mid-cap stocks : 59.1%
Historical weeks nearest the current value had higher returns and win rates versus the overall averages, for holding periods of 39 weeks and longer. Again looking at the 52 week holding period as an example, the lower and upper bounds of the ISR for the nearby weeks fell 6 to 8 percentage points higher than the overall ISR.



Small-cap stocks : 35.0%
Historical weeks nearest the current value also had higher returns and win rates than the overall averages, for holding periods of 39 weeks and longer. The 52-week ISR for the nearby weeks again ranged from a loss slightly worse than the lower bound of the overall ISR, to a gain slightly above the overall upper bound.



(Links to Clive’s original AIM-CASH message and spreadsheet and a description of what I’ve modified are in post # 47330.)

With kind regards,
MakeItJake