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

To: LemonHead who wrote (15488)	4/2/2001 10:55:50 PM
From: Todd Reichardt	Respond to of 18928

Hi Keith, Backtesting does have its problems, but forward testing is oh so slow.... I've been working on, or maybe I should say thinking about a system that uses both the 2X long and 2X short Nasdaq 100 funds in a trend following mode, using AIM as the portfolio allocator. It'll probably make the BTBers cringe when I post it here, but.... I think the Nasdaq 100 is set up to use a volatility capture system (read AIM like system), but I'm designing it to try and capture the down moves as well as the up moves. I haven't found the time to do the back testing yet, so it all may end up being bust... Todd