A.I.M. Users Bulletin Board

[Conrad]

Performance SPY Portfolio 2011-Dry Run Optimised.

Start Investment 20000 1 January 2011
Cash= 14400;
Equity = 5600

Prices bases on (H+L)/2=Averages Day prices(1)

March 2, 20110
PV= 20232; No trades executed
Price Increase= 3,52 %
ROTAI Yield = 26 %. . . .(Does not include Reserve)
Earned on Reserve= 45,75 (2%)

(1) Average Day Prices are checked and is a trade occurs is it kept on the record for the date it occurred.
Dates in which no trade occur are eliminated to space on the Spread Sheet
The recorded dates are entered on a monthly basis.

This means that in principle the Yield is calculated for Daily Updates but that the Final Record shows mainly Monthly Data Sets.

Relative to an investment for which only once a month the stock prices are looked at the Yield would be higher because I do not miss the intermediate peaks and dips for which the Vortex AIM triggers a trade on the currently optimised parameters, but this would be the same as using GTC-Orders and not looking at the process at all.

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