A.I.M. Users Bulletin Board

[Conrad]

Hi Ocroft, interesting you have gone back to the orinal SPY ~ 11 Year History to illustrate your uptrend method. I used that period at the start of 2011. It appears that you have used the same Portfolio details on cost and interest as I have been using on Spy. A good point for a comparison!againt the Unfiltered Vortex or AIM.

I understand your method and we agreed that if I would use Vortex with the same filters as you do we would obvioudly essentially get the same results.

What I did was to optimise Vortex with very roughtly the SPY data from that 11-year Run . . .I pickked the points from a piece of paper with the SPY Chart printed on it I have been looking for that Optimised Run but have not found it in my Dossie as yet. I may have thrown it away. I remember however that the yield was very high because it was a very volatile history but probably not 115 %. . .The optimization with all the highs and lows in it weakens the profit as compared to your method. . .certainly, because it also takes-in the less violent ups and downs.

The interesting thing was that for the 1-3/4 years since starting in January 2011 SPY was virtually dead and I had to drastically change the Holding Zones. . .I did not want to wait 10 years for a trade

Anyhow, for the 1 year - 8 months SPY did very little. . .Now I have a ROTAC=6,1 % and a ROTAT=14.4 %. . .That is bad!

I will look further for my SPY Optimized Run. . in the meantime I am very interested in what your method would have resulted in for the 1 yr-8 months sinds the start of 2011! There has been so little volatiliy that I wonder about that you might not seen any dips and uptrends large enough to trade anything at all . . . Vortex at least, due to having finally reduced the Holding Zones progressively lower had gained 6% based on Simple ROI, and 14,4 % on the time averaged Capital at Risk. . .This is only about % 6400!

Would you please run your Uptrend Run Test for us from January 2011 to 30 August 2012? . . .I am extremely interested in that. . .I bet the others are too. All this of course provided that SPY in 2011 would have satisfied your primary requierments for investing in it and using the settings you would have chosen in 2011 at the strat. . .You might even do as I did. . .after 3 month and no trades I started lowering the H-zones. believe it or not now thet stand at Buy = 1% asn Sell = 2% and I got a trade yesterday . . .I keep creaming the little profits( I hope) between the Trade Limits. . it is just a Game now