Replies to post #15 on Systematic Investing Group (SIG)

[2mc]

Hi LC,

I don't mind running my own test. I, in fact, plan on doing so. I'd program it rather than put it in a spreadsheet (my personal preference).

The only problem is that I'm swamped at the moment. I'm completing a computer project and am getting the A/C/Heating replaced in my house and it's not going well.

I had never seen the Synchovest algorithm before until I saw your spreadsheet. I read about it in Lichello's AIM book back in the early 80's. (I had the second edition.)

I have been faithfully reading the posts at both the old and new AIM sites. AIM has a problem, IMHO, when it faces a sustained bull or bear market. I think Synchrovest would definitely outdo AIM in a sustained Bull, because it keeps investing. I feel sure it would beat it in a sideways market. The scenario I'm not sure about is the deep diver.

I was taking a break from my projects. So, I thought I'd just just throw out the idea to see if anyone had ever done a test. I think the only true comparison with AIM would be to start with the same amount of money and eliminate the monthly addition of money.

Overall, my sense is that it is going to beat AIM head to head in every scenario. But, one can only truly know these things by testing. So, at some point in the future I will get around to a real-world prices test of a sustained bull, a deep diver, and a rolling stock. I'll share the results. Just don't expect them right away.

Matt

[Ruellit]

Lostcowboy,
The last link in your Ibox didn't work for me. The link in the message this is in reply to did work and I've downloaded the spreadsheet, looks cool!

Muell <g>