Next, the data I used was purely a stock price list without any indication of reinvested dividends. So my results are purely based on bare data. Reinvested Div. would increase the Vortex yield of course. This would amount to allowing some negative cash positions equal to the dividend payments, or simply adding the extra cash manually t the spreadsheet after a simulation would be finished.
Also I agree that the Optimised Simulation is not fully realistic and obviously this optimised result would not be realised if one would do the VORTEXing with daily live stock data. The point that I made is that With the Vortex flexibility one can achieve results much, much better than the AIM BTB. If one starts modifying the Lichello AIM to do the same thing as Vortex does then you are proving my point that by removing the limitation of the AIM BTB you create something that works much better, and if you do it then we can call it a KAREL AIM!
I also stated that with the standard Min Buys/Sells @ 10% and non-optimised non-aggressive settings VORTEX still get good results, or better, than the typical AIM BTB might get. With the non-aggressive approach the Vortex at least gives right-away the opportunity to start with approximately optimised settings from a trial optimisation. You can then re-optimise manually if the stock price pattern changes appreciably.
AN important point here is that there is no such thing as a Standard VORTEX AIM. The way I defined the Neutral VORTEX with BA=SA=0 should not be compared with the AIM BTB. It simply defines the condition from which I developed the VORTEX AIM, and that is based on an important Lichello concept: to systematically replenish the stock value if prices drop and to cream off the profits as prices rise. For this the VORTEX AIM is an Ode to Lichello. In many ways I give lichello the credit for my ability to escape from his AIM BTB.
Also, with only 12 trades in 4,52 years I can conclude that VORTEX is not exceptionally active, in the optimised condition.
Another important point is (I think) that Flatliners are typically very stable and the risk of the capital being lost is very low. We can therefore afford to use a very aggressive attack on the low volatility.
Hi K, Generally with long cycle equities like my favorite Long Bond Fund I keep SAFE about at the standard settings (it's usual cycle peak to peak has been about three years). If the trade range is too narrow for the actual cycle, then I pump up the Min. Order size to increase the size of the range a bit.
This has the effect of making very effective trades (larger LIFO gains and larger trade sizes) and fewer sequential trades overall.
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