Steve, I know we lightly discussed, somewhat jovially, AIM'ing GIEW a while back when you were thinking about implementing some kind of stop loss approach into your method (that I believe you've had on a back burner).
My guess is that over the last 12 months you've had a couple of AIM's that have grown 155% (MU) to 175% (OSTK) and another that is down -30% (CWTR). And others that are up around 50% - 75% (C, BX, YHOO).
It might be worth considering re-levelling some of your holdings. IIRC you have 20% of total weighting in SNDK alone. Perhaps setting 15 AIM's (or whatever) each to around 6.7% each would help de-risk the overall portfolio. That might be achieved by including the trades within normal AIM trades i.e. whenever a overweight holding issues a sell trade then sell down more of the stock, looking to move those funds into a underweight AIM when it encounters a buy trade (and oversize the buy trade amount).
I guess it might be possible to simply just scale down (or up) each AIM by a percentage factor. For example if one AIM is 100K and comprised of 60% stock, 40% cash, then reducing that down to perhaps 50K might mean just taking 30% of stock value, 20% of cash and moving those funds to another AIM (and setting each of Portfolio Control and # Stock held to 0.6 of former values)).
Which would be a form of AIM of GIEW (add-low, reduce-high) ???
