Tom mentioned in his commentary that LD-AIM resembled My Way.
Historically, LD-AIM has some similarity to an ancient DOS program called "MyWay" that was available in the '80s. It, too, would scale you into or completely out of an investment in "AIM-like" moves. However, in MyWay there was no "feedback loop" to the system like AIM's additions to Portfolio Control after buying events.
I'm not quite sure I follow the calculations in your charts, but it looks eerily familiar. The lack of a feedback loop does tend to eliminate the compounding effects of AIM and LD-AIM.
Any chance you could either expound on the calculations or make a copy of the program available? I assume it would run in Windows Vista.
There's more explanation there than I've ever seen before. Very AIM-like as we knew, but structured differently and with more variables.
It appears that once the selling starts, it doesn't retain a minimum exposure as does AIM. In your "C" example equity value from the "last sale" to the "first buy" seem to shrink, but then buying compensates rather quickly once it starts.
News 
Market Data 
Discover 
AI
