Hello banjanxed,
I think your method of speeding up buys and sells only works when the stock trades in a narrow band. When the band widens, perhaps you would prefer slowing the buys and sells! Not being able to see into the future, AIM prefers neither speeding up nor slowing down. (Actually, AIM may be buying a bit too fast, but that is another point.) You may disagree, of course.
A second point: it is easy to see with perfect hindsight that you could have done better than AIM. But would you have taken your profits when AIM did, all on your own? And would you have started to buy into the stock when AIM did? If you are certain you can do better than AIM on your own, why use AIM?
A third point: from your figures I deduce that you use some kind of fixed period checkup, about monthly or so. AIM buys more stocks at big jumps! When you take a look at your figures, you'll see that the big orders follow big price jumps. Seems about right to me! (To be precise, this is more clear at the sell side. At the buy side, the relation is a bit more complicated and the second buy after a big jump can still be bigger than you would expect. Some call it a flaw, others call it a feature: 'pumping the brakes'.)
Regards,
Karel
