Replies to post #36017 on A.I.M. Users Bulletin Board (AIMUSERS)

[Conrad]

Hi Tom,

Are you glued to the TV watching the Presidential Election Activities tonight?
For us its starts to get interesting after Midnight. I will stay up till I know the results.
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I notice you have a S&P 500 Portfolio and for the 2019 period you have a 12,29 % Yield (I presume this is the Annualized Yield).

I am running a SPY Portfolio as a Vortex Demo using parameters based on analyzed Price Behavior.
The Portfolio was started in January 3, 2011.
Looking only at the 2012 details 3 Jan 2012 to 5 Nov 2012

Share price gain Annually 2012= 13,4 %
Share value gain = $ 710
Share value = 10497
Reserve gain = $ 489
Reserve Value = 11503
PV gain = 710 + 489 = $1199
PV = 22000
Trading Cost = 120
Interest gain = 237
Number of Sells = 7
Number of Buys = 4

Tom, are my figures for 2012 reasonable compared to your figures?

For this 2012 period I can not separate out the ROI nor the ROTAI Yields unless I remodel this with a new starting date @ 03-03-2012. For the full running time of 672 days since 03-01-2011 the Yields are:

ROI based on Investment of $ 20000 = 5,44 %
ROTAI based Time Averaged Investment of $ 6384 = 13,62 %
The ROTAI Profit, as I have redefined it, only looks at the gain in Share Value and the actual invested cash:

Profit = (Share Value - Invested Sum)

Yield = Profit/(Time Averaged Investment)

The yield on the Reserve and the Interest earned are only reflected in the Standard ROI on the Portfolio Value Gain

The trading costs are included as periodic investments for the ROTAI.