Replies to post #27 on AIM RE-bal

[jibes]

Matt.

This is great! I wanted to do a study using the Lichello series but I didn't quite know how to go about it. But inverting one against the other would work fine.

Now let me get this straight. You did just a re-balance on the two without using AIM as in AIM Re-Bal to get the $2.68mil?
If that is true then maybe Re-Bal would be quite powerfull on the right kind of stocks. In the past I tried it on the Dow 30 stocks and wasn't impressed. Why I didn't try it on some wilder stocks beats me.

Great work Matt!

Jibes
AIM Re Bal at:
http://jibes0.tripod.com/trendseeker.html

[nitelord]

Hi Matt -

Doesn't it seem unusual that your inverse stock underperformed the lichello series stock when AIMed? Logic seems to suggest that performance of both should have been comparable.

John

[2mc]

My thanks to Don Carlson for finding a small mistake in my post about rebalancing.

I made the Lichello series and its inverse for 1 year. I then copied it and pasted it in my spreadsheet *8* times - you know, for 8 years (what an idiot I am - that made it 9 years). This is why I program and don't use spreadsheets. :-)

Anyway, here are the revised results:

Rebalancing alone: $1,436,164

AIM (w/Matt Modification): $1,352,744

Notice that I did not make the mistake on the AIM side because I ran that through my program rather than on a spreadsheet.

I have other tests I will be running. Don, keep watch that I don't make any other stupid mistakes!

Matt