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Strategies & Market Trends : A.I.M Users Group Bulletin Board

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To: rgammon who wrote (11271)5/28/2000 9:50:00 PM
From: Jack Jagernauth  Read Replies (3) of 18928
 
Hello RG,

Thanks for the settings of 1% of equity to trade, 2% buy safe and 2% sell safe.

The settings I am using for my live AIM account are 10% to trade, 0% buy safe and 14% sell safe.

For the simulation, I used weekly data for CTRA.TO from Jan. 30, 95 to Feb. 7, 00 because this is the data I used for simulation prior to setting up the AIM account.

Start Price: $ 11.744
End Price: $ 19.900

Results:

The settings of 1 / 2 / 2 produced 117 trades
and ROCAR of 34%. Cost per share - $16.25.

The settings of 10 / 0 / 14 generated 17 trades
and ROCAR of 99%. Cost per share - $4.99.


I applied a commission of $27 per minimum trade of $1000.

I thought that commissions might be responsible for the difference in the numbers. So, I removed the commission for comparison purposes and found that the results in both cases only improved by a few percentage points.

I don't know what to make of it. What are your thoughts?

Regards,

Jack
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