InvestorsHub Logo
icon url

SFSecurity

09/24/14 4:37 PM

#38206 RE: OldAIMGuy #38202

Well, it really isn't fair to do a "capture ratio" when it has been basically a bull market for the period you are looking at.

Also, remember that the "game" isn't over yet. Will it be the one with the greatest AIM capture ratio that will win in another 5 years or will it be the one with the greatest price appreciation over that time frame?


So I took PYZ, the lowest capture %, and did a back test back to date of origination, 10/12/2006, which is back far enough to include a major market down cycle. I have not included any dividend, etc.

Price 10/12/2006 - $26.35 -- Price 9/2/2014 - $56.41 - Monthly Data from Yahoo.

B&H 114.1% (Assumes no commission expenses)

Straight AIM ($20K, 43% initial cash, 17 share minimum trade, $500 minimum trade, 10% buy/sell safe, $10 commission) 108.6%

Clive AIM protocol used for both buying and selling: Sell on first down move after an upswing and Buy on first up move after a downswing. ($20K, 43% initial cash, 17 share minimum trade, $500 minimum trade, 10% buy/sell safe, $10 commission) 164.1% or 1.75%/month over the 96 months!

I'd say Clive is the champ!

Warmest Regards,

Allen