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2mc

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2mc

Re: Neil Scott post# 15593

Monday, 04/04/2005 6:42:17 PM

Monday, April 04, 2005 6:42:17 PM

Post# of 47156
Hi Neil,

I think that Don Carlson and Mark Hing have both done tests on MattMod over a large set of symbols. MattMod, for the most part, outperforms standard AIM. I'm not sure if anyone has performed a parameter search for the best percentage to use for the MattMod (I'm generally opposed to all optimization). I just used 5% because it was half of AIM's 10% and when setting AIM up (in the original version) half is cash and half is stock. So, it seemed logical to halve the 10%.

I hope that helps.

Matt

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