A.I.M. Users Bulletin Board

[Conrad]

TooFuzzy, Clive, anybody,

After having used Clive's result for the AIM trades
I have made up a number of tables and charts on Excel to show the differences for the AIM and Vortex results as well as a Vortex run with adjusted buy-parameters to approximately match the AIM buying and cash-burning. The charts with additional comments on our Comparative Testing can be made available by requesting them via my e-mail address. See also my I-HUB Profile for the address. I can make the charts available for presentation on this Forum but if that is desirable I need help to do that.

Initial Conditions:
SV1=70000
PC1=70000
Share Qty1=2800
Cash1=30000
AIM SAFE=10%
AIM Min.Trade=4,5% of SV
AIM Trade Advice = /PC-SV/ - 0,1*SV
PC Update as for Standard AIM

Vortex Min.Trade=4,5% of SV
Vortex Buy Agression Fb= -1,59255
Vortex Sell Agression Fs= -2,22188
Vortex Buy Advice=1/(1-Fb)*(PC-SV)
Vortex Sell Advice=1/(1-Fs)*(PC-SV)
PC=SV after each trade

Here is the Table with prices and trades:

Price, ...AIM Trade...Vortex Trade
25, Starting Price
21.5,...176...176
20,.....321...0
19,.....326...151
21,.....0.....0
19,.....0.....0
18,.....359...0
17,.....410...142
15,.....0.....168
14,.....0.....0
13,.....0.....204: AIM Cash=$ 151...Vortex Cash=$ 15761---
20,.....0.....(396)
26,.....(688)...(232)
27,.....(190)...0
29,.....(236)...0
31,.....(212)...(151)
33,.....(187)...0
34,.....0.....0
36,.....(233)...(123)
38,.....(148)...0
31,.....0.....170
32,.....0.....0
27,.....397...166
28,.....0.....0
27,.....159...0
27,.....0.....0
31,.....0.....(123)
29,.....0.....0
26,.....195...219
34,.....0.....(232)
34,.....0.....0
40,.....(551)...(137)
41,.....0.....0
43,.....(221)...0
43,.....0.....0
50,.....(-331)...(174)

Ended run at $50 with:
AIM...Vortex
SV = $124000....$131403
Shares = 2480...2628
Cash = $68279...$49254
Portfolio Value = $192129...$180657

Remark: These last Vortex Results are a little different from the overall results I got before: the Vortex Portfolio Value at 50 was approx. $ 163000 when I published the Vortex run on this Forum. After having changed the Vortex parameters to match exactly the AIM Reference Sell at a price of 29,24 the results changed a bit but the overall behavior remains quite similar. It does not change the overall conclusions that AIM and Vortex are quite different and that they can not be easily compared by setting the initial Trade Response to a price change the same.
They are as different as apples and oranges. Further comparative testing would not serve any purpose.

The charts of the trades and the total shares at the given prices and with additional comments can be obtained from me by contacting me at my e-mail address

[e-mail][seed].nl

With [seed] to fool robot scanners .....> remove--> [seed].

If anyone wants to publish the chart on this AIM Forum he may do so without asking my permission but one should consult Tom Veale on this first.

Regards,