Hi FM, I've never looked at the time frame of "last in - last out" trades. As you mention many times there's long sequences of buys or sells without reversals.
In general over the years when the IW's been Average Risk, there's more reversals. This typifies a range bound market with lots of smaller internal cycles where there's no well defined overall trend. When it's at the other two extremes, there's been more sequential trades in the same direction. The transition periods from Low to High and visa versa are when these sequential trades occur.
Overall, "inventory" tends to stay in the account about four years when viewed on a "first in - first out" basis. This information won't be of any help to you, however.
I guess one could add a week to the trade frequency each time there's a sequential trade in the same direction. For instance, if we buy today, we wait a week to buy again. Then if we make that second buy, uninterrupted by a sell, then we wait two weeks. If the third buy occurs, then we wait three weeks to buy again, etc. This might give AIM a greater efficiency in buying or selling by incorporating some "trend following" into the overall activity. I've not tested this idea since it just occurred to me as I sip my tea this AM. :-)
Best regards, Tom
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