Hi Steve, Here's a nice example of "vealies" being used with traditional AIM. You can see the buys as "+" marks and the sells as "-" and the vertical marks "/" show where "vealies" occurred.
In this example there were nine decisions made to ignore AIM's sell market order and expand the portfolio's risk. At each of those "vealie" points, this fund had cash equal to or greater than the I-Wave was suggesting at that point in time. So, sales were avoided. I guess this could be considered a "momentum" addition to AIM in some fashion. It helps us to stick with the winners a bit longer. It would do the same in LD-AIM, I believe.
After a while either the market risk continued to rise as measured by the I-Wave or the value of the stock increased enough that the Equity/Cash ratio was no longer in sync with the I-Wave. We then made any sale recommended by AIM. In a rising price environment usually there's sales and "vealies" mixed together.
The only difference between this example and a LD-AIM example is that the STOCK part of the graph would be a combination of virtual and real shares. The effect would be the same.
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