A.I.M. Users Bulletin Board

[Conrad]

Hi Mysty!

(OT: This reminds me of a movie: Say Mystie to Me!)

You stated:

Also, I feel this is an important advantage over AIM. This is the main reason why one gets "stuck" with deep divers in AIM. AIM will not allow you to sell a stock that has dipped too far because the low stock value has to climb all the way back up and get over the portfolio control figure to signal a sell. As many Aimer's have seen, in a bear market AIM will have you keep buying shares until you've exhausted your cash and then will sit there on that huge pile of shares until that depressed stock value gets over that big portfolio control that kept growing as your stock value declined.

To be clear on my understanding of X-DEX, it is very little. I have been following the discussions superficially and I thought I got the global idea of X-DEV but did not dig into the details(I was too busy with Vortex). Your explanation above triggers a few memories of prior discussions but I never caught on to the essence of your arguments until now!

It appears from this that X-DEV is trading from a neutral platform, meaning essentially that if the stock is at a low price or a high price does not matter: trading is triggered on the deviation from a neutral reference. Right?

This allows X-DEV to start trading soon after a Deep Diver starts recovering in a new channel, defined by the upper and lower bounds of a moving average.

Correct so far?

This reminds me very much how Vortex triggers a trade: After each and every trade Vortex sets PC=PV and goes from there triggering a trade from that neutral platform if the deviation is enough, as defined by the aggression parameters. If these Vortex buy/sell parameters are set on extreme values then the Vortex buy/sell triggering occurs on extreme deviations.

What this means is that Vortex and X-DEV are much more similar in overall features than I could have expected without this explanation from Myst to Aptus. Possibly this explains that in some comparative performance testing the Vortex performance was close to the X-DEV performance(producing say a yield of 50% while AIM BTB achieved a loss of say 5%.

In regards to differences between VORTEX and X-DEV I can say little or nothing. With respect to selecting the Buy/Sell Trigger Point I think X-DEX may have an advantage in that the upper and lower band about the moving average--Oliebollen Bands--- ???---create a more natural way for triggering the trades than what occurs in Vortex.

For now in Vortex one must set the trigger point on the basis of past experience or gut feeling. This makes the Vortex method much more investor dependent than in the case you use well defined traditional band structures, such as X-DEV apparently does.
All in all, I am beginning to get more and more evidence that the Vortex Method is well structured and can compete with the best of the AIM derivatives that have seen the light of day these last years.

Bravo Myst: You have a fine system and an excellent Marketing Method----How about selling your Interface Program to me? With a bit of change we can make it look a lot different so no one would notice it!



Cheers for the New Year to all!






Conrad