Adam, I do not agree. The Comparative Testing we did was not intended to cover all types of funds under normal conditions but to compare specifically the AIM & Vortex difference in responses with Vortex tuned to create identical sell and buy on a certain price rise and price drop as AIM.
The specific purpose was to discover how the responses would diverge or remain, maybe, similar.
All of what you say about AIM (and Vortex) doing well or badly with very different type of price structures is true, but if you want to compare on that basis it would require extensive testing on many types of price structures, and that was not my primary intention. The testing you propose would certainly be interesting but in my view this is not required
Normally with Vortex one would start with entirely different parameters than used in this testing and if we would be testing to see which system would be better over the full range of price possibilities it would be a tall order to do that. Generally I think that AIM and Vortex have the same basic feature for the issue you address and my point of view is that you have to go beyond AIM and beyond Vortex with an Outer Shell Management to avoid these pitfalls you describe. The question then is: "Is what you are doing then still to be called AIMing?"
On the issue of the stock prices I have used in this testing I think that they are very realistic. . .many stocks move that way, many more do not. In our test we used only one Big Dip and that was specifically revealing for the questions I had.
If you want to do more testing as you see it useful then simply provide sample runs of AIM on excel templates and I will run them though my Vortex Excel templates and report the results.
AI
