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ls7550

12/16/14 5:02 AM

#38832 RE: SFSecurity #38828

Oh I've used computers - a lot. Come from the generation that was raised within the early evolutions ... ZX Spectrum's upwards. Square ball bouncing around a screen with two flat bats where you could move the bat up/down to return the 'ball'. And then came Elite - kept me entertained for hours that did.

I'm not sure the spreadsheet is 100% as it seems to put out little spikes here and there when you plot progressions, so something may be misaligned somewhere - just can't spot where at present (if at all).

Here's another 'test' spreadsheet - can you see if you can access that directly (without having to log into google)

http://tinyurl.com/kx35oku

Bit of a weird test that one. The concept being that rather than AIM'ing stock value it AIM's cash or rather the cash spread - with actual stock as the 'cash'. i.e. when cash is lagging stocks then the AIMs 'share' price is down and it indicates to buy more - which in practice is to reduce cash and buy more stock. Similarly when AIM stock (cash) is doing relatively well (likely stocks have declined in price) it indicates to sell some 'cash' which in practice means buying more stock.

Vealies are turned off i.e. buy vealie set to 0% and sell vealie set to 100%. The results look reasonable to me - not so much in actual total gain terms but in safety/volatility (risk reduction) terms.

To form the 'Share price' input into AIM I calculated the running VFISX gain (cash) and divided that for each period by the running SPY gain. i.e. broadly you might anticipate the running product of that to be a declining series (as share price gains outpace cash gains over time), such that AIM will tend to do signal more buys than sells. The data to look at is the blue background area over to the right as the actuals.