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Strategies & Market Trends : A.I.M Users Group Bulletin Board -- Ignore unavailable to you. Want to Upgrade?

To: Jack Jagernauth who wrote (9110)	10/30/1999 8:47:00 PM
From: Jack Jagernauth	Read Replies (1) \| Respond to of 18928

Hi Everyone, For anyone interested in Asian funds, I just ran a simulation using PCA with data for Scudder Pacific Fund (their Canadian fund). I am posting the findings here for anyone who might be interested in Asian funds. For the past three years, including the Asian crisis, AIM works quite well with the following parameters: 60% invested 40% cash reserve Amount to trade: 5% of invested amount Buy Safe set at 5% Sell Safe set at 10% There were 7 buys and 12 sells, and the account would be up 46% on the total amount (and about 75%, based on Capital at risk). Reducing the cash reserve improves the return about 5%. I feel that the above is what one might expect going forward, maybe even better. The results would have been improved using Vealies; however, the simulation software does not permit Vealies at this time. Regards, Jack