It's 4 o'clock in the Sarurday morning here in Dutchland and I am burning the midnight oil, and a long list of messages to work through is in front of me.
I believe you have identified the severe limitations of the Lichello AIM. I think it is a beast that sits in a prisson. The Vortex AIM(and others like it) have let the beast out.
Give me a stock history that you think is a dud for AIMing and I show you what Vortex AIM can do....No flatliners of course!
OK OK OK I agree that optimization on historical stock gives unreal answers but I say that you can optimise on the run and do what AIM BTB can not do.