AI
Sunday, August 03, 2025 1:35:06 PM
Current AIM-CASH weekly values – Large-caps, mid-caps, and small-caps all increased.
Large- and mega-cap stocks : 56.0%
Historical weeks nearest the current value again showed lower returns and win rates than the overall averages. Taking the 52-week holding period as an example, the range of the ISR (the middle two-thirds of returns) for the nearby weeks was 0.3 (30 percentage points, from 0.774 to 1.074) -- the same range as for the overall ISR, but lower by 0.126 (12.6%) -- while the win rate for the nearby weeks was less than half of the overall win rate.
Mid-cap stocks : 59.2%
Historical weeks nearest the current value again had higher returns and win rates versus the overall averages, for holding periods of 39 weeks and longer. Staying with the 52-week holding period as an illustration, the ISR for the nearby weeks had a smaller range than the overall ISR, with higher min and lower max values, and the win rate for the nearby weeks was higher than average. The nearby weeks, in other words, were more likely than overall to show gains, with extreme gains or losses less likely than overall.
Small-cap stocks : 35.3%
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 had a narrower range than overall, and its min and max values were both higher, while its win rate was also higher than the overall average. Restated, gains were more likely than average, and returns more likely to be positive, in the historical weeks nearby the current value.
(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
Large- and mega-cap stocks : 56.0%
Historical weeks nearest the current value again showed lower returns and win rates than the overall averages. Taking the 52-week holding period as an example, the range of the ISR (the middle two-thirds of returns) for the nearby weeks was 0.3 (30 percentage points, from 0.774 to 1.074) -- the same range as for the overall ISR, but lower by 0.126 (12.6%) -- while the win rate for the nearby weeks was less than half of the overall win rate.
Mid-cap stocks : 59.2%
Historical weeks nearest the current value again had higher returns and win rates versus the overall averages, for holding periods of 39 weeks and longer. Staying with the 52-week holding period as an illustration, the ISR for the nearby weeks had a smaller range than the overall ISR, with higher min and lower max values, and the win rate for the nearby weeks was higher than average. The nearby weeks, in other words, were more likely than overall to show gains, with extreme gains or losses less likely than overall.
Small-cap stocks : 35.3%
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 had a narrower range than overall, and its min and max values were both higher, while its win rate was also higher than the overall average. Restated, gains were more likely than average, and returns more likely to be positive, in the historical weeks nearby the current value.
(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
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