Friday, August 17, 2007

AIM algorithm using 12w/26w ema

Trading: Pyramiding
Based on AIM book, actly no pyramiding:

Always hv min of 50% in stock, 50% in cash
if 12w ema/ 26w ema is rising, bs @ h -> 75%, 100%
stay at current lev until momentum turns down (-> 75%)
or ema12w hit (->50%)

If declining, bs @ wkly hi to equilibrate iff prop invd
falls below 50%.

That's it - did about 2:1 better than b+h for bby.

TXI: 59k v 19.4k
SPX: 49.4k v 42.7
FLATX: 26.3k v 10.4k
FSELX 96.8 v 66.2
T: 21.9 v 16.0

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