What I am essentially doing is to try to "capture" the result of human behaviour from the stock prices because from part of that the prices develop. That is something different than stating before an experiment what the outcome
"Ah," he said in response to the sudden glow above his head from the sudden illumination of the the proverbial "light bulb." (though it should be duly noted that the original incandescent has been replaced with a CEF, especially for this particular quest for optimum CER)!! CEF, BTW is a closed end fund holding silver in Canada, should anyone be interested.
All that aside, I think I get that what you're trying to get to is to anticipate the current and near future movement of the herd in finding the optimum CER. Which I think was the basis for Lichello's revisions of the AIM parameters from a very bear period with the original 50/50 to the 80/20 during the '90's bull. The problem, is of course in the timing. Had one wanted to AIM the NASDAQ "cubes" originally QQQ, now QQQQ, starting in 1995, Lichello's new AIM-HI might have been a good place. Start in Feb of 2000, and one would almost need the inverse of 20/80. But would you have known that then? That's the bugger of the question, isn't it?
Best,
AIMster
