A.I.M. Users Bulletin Board

[Conrad]

Forgot to add the Note(1) in the above:

(1)
In Regular AIM at a +/- 11.8% price cycling may not do this effectively due to the Residual Buy Effect. . .waiting extra long for the recovery price change to be large enough to trigger a reasonable Sell amount. . .The Vortex AIM does not have this feature. . .It advices a proportional Trade Size in proportion to the Price Change from the last trade. . .Vortex is a Ratio Trading System (Y= aX). . . .Standard AIM is more like an Offset Trading System (Y = AX - b).

The difference between the two systems is actually more complex that . . .AIM is also extra Asymmetric due to the PC-Update is not done for rising prices. . .this makes AIM and Vortex very difficult to compare on a one-to-one basis for any example.

All that can be done practically on this is to Compare the End Results for the Portfolio's in which the starting conditions are identical so that the First Buy and the First Sell would be identical under identical Hold Zones . . .From that point onwards the results will start to diverse. . .either Vortex or AIM would perform better after a long trading period. . . .this is solely determined by how the price changes develop.

I might add here that in Vortrx AIM the Yeild as a Fraction is now defined quite differently as in Standard AIM:

In AIM this is done as Y-fraction = (Profit)/( Initial Cash +Initial Equity)

In Vortex this is:
a) Y-fraction ROTAC = (Profit)/(Time Averaged Cash Investments)
b) Y-fraction ROTAI = (Profit)/(Time Averaged Equity Aquition Costs)

In these two formulas I have included cost factors for the the equity aquisitions, interest earnings and dividend in an appropritae manner.

The Yield Figure is therefore a veru realistic figure for the Capital At Tisch