VORTEX AIMing

[Conrad]

Marc, just for a reference here are the Results of the Trades in VORTEX Run 1 that gives me a PV-value of $ 16941 just as you got for Standard AIM:


Step--------PV-------PV Growth Relative to Staring Capital
0 ----- $10.000,00 ---------0
1 ----- $9.000,00 ---- -1000,00
2 ----- $6.989,30 ---- -3010,70
3 ----- $5.771,41 ---- -4228,59
4 ----- $7.403,95 ---- -2596,05
5 ----- $12.301,58 ---- 2301,58
6------ $15.566,67 ---- 5566,67
7 ----- $14.969,54 ---- 4969,54
8 ----- $13.768,90 ---- 3768,90
9 ----- $13.041,67 ---- 3041,67
10 ---- $14.016,50 ---- 4016,50
11 ---- $16.941,00 ---- 6941,00

Rendement ROI = 69,4 %

Time Averaged Investment SUM Ci*Ti/Time = TAI = $ 5755 (Capital at Risk)
Rendement on TAI = 121 %

In this case the 3x negative Cash positions reflect Borrowed money. These negative amounts have been calculated into the ROTAI Formula as investments(Capital at Risk).

It does not mean much as only Step 0 and Step 11 are identical. It does show however that the trading follows a different Path. Possibly one can extract some information from each position relative to Standard AIM that is different, if one takes the time to analyse it.