A.I.M. Users Bulletin Board

[Conrad]

In my effort to see what happens with trading Inverse equities like X and 1/X with an exponential-like like Ladder structure I ran a 19 day test so far.
Initially I was not ready for the calculation scheme and traded with rough trade amounts based on larger steps closer to the trading limits than I would have if I had the calculation scheme ready in time.

Basically the trading steps from the Mid Point Price(Step 0)on the 10 Step Ladder (Full Trading Range) are, for the 5 steps up or down:

3% of Remaining value, Etc.
7%
20%
40%
100% -----> Fully invested at the bottom or fully sold at the top.
Run time = 19 days

For now my conclusion is that the method will work well but I have not ran long enough of course to make any meaningful comment other than that right now the calculations are mostly manually done and horribly time consuming

See for details

http://investorshub.advfn.com/boards/read_msg.aspx?message_id=56889138