SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : A.I.M Users Group Bulletin Board

 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: RFH who wrote (14012)12/20/2000 2:25:28 AM
From: Philip Ng  Read Replies (2) of 18928
 
If you use PCA to run a back simulation on QQQ for the past year, you will lose money. But compared to a buy-hold investor, you are in much better shape.

Taking the period of 20 Dec 99 to 20 Dec 2000, starting with 500 shares (the buy-hold will be holding 1000 shares), minimum transaction amount of $500, SAFE at 10/10, the AIM investor is down $13,946 vs a buy-hold loss of $25,282.

In my experience, AIM tends to throw off too much cash on bull runs and buys too much in bear markets. It will be great to know when and how to adjust to SAFE settings depending on the market situation.

Has anyone done any research on how and when to adjust the SAFE parameters?
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext