Replies to post #34188 on A.I.M. Users Bulletin Board (AIMUSERS)

[ls7550]

Hi Tom. RE MyWay DOS program.

We're a bit more 'spring in the air' today over here. Seems to have been a very long winter this year and the change is cheerfully welcome.

I've been looking at the old MyWay DOS program and comparing its recent performance with that of classic AIM settings :



There are three standard settings in MyWay to choose from, A, B, C (or you can enter your own choices), I ran one test for each of the three settings. B is normal, A and C are more aggressive/conservative.

In each case here cash reserves were assumed to have been invested in the PP.

Best. Clive.

[ls7550]

RE: Beta

Only when AIM and Buy/Hold are both 100% invested does the upside capture ratio become equal

Under Portfolio AIM, in concept you could have just two stocks in that portfolio, both from similar sectors but one defensive (low beta maybe 0.5), the other aggressive (high beta maybe 1.5).

Perhaps switching to the low beta holding during declines (during sequential AIM buys) and then swap out into the high beta stock once AIM buying had flattened out (or selling had started) could yield low downside beta - maybe 0.5, and 1.5 upside beta.

Which also brings to mind whether AIM'ing an AIM might provide something along those lines :)

Best. Clive.