In devising a mechanical method we have to be objective about its performance. Karel mentioned that Lichello stated to stick to Blue Chips. What would you have called Lucent or Xerox a couple of years back...chopped liver??
In fact, we agree! The system needs to be overridden. As you know, being a fellow engineer, if we have to manually intervene in a feedback loop it is not stable. Therefore, it is my contention that AIM is a money management scheme that needs to be incorporated into an overall trading plan.
Leap
P.S. This is much easier saud than done! I sure have not figured it out!!
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