Subject: Re: A mechanical strategy
Mark.... That's the strategy in a nutshell

"AIM does better than underlying on the way down and not quite as good on the way up. It takes at least one market cycle. "

Because other than the added check of 5% min order ( which makes the trades slowly increase from your chosen threshold - ie as the cash size increases so does the order size)

If you have an ever increasing stock just above your 5% monthly threshold - you will see the return is 1/2 of B&H ( That guys spreadsheet Q column is incorrect - because the initial stock purchase has to come from somewhere - so the total capital is $2000) roughly.

But then if you make the stock go down precipitously its not 1/2 any more but for about a 90% decimation in the stock - you still have about $400 ie 20% of your initial capital left with ALL CASH exhausted - this is the part which is different - since its doesnt do the Geometric as I thought initially - its a simple arithmetic 5% ish buy/sell order

NET MSG:
The strategy is EXTREMELY start dependent - you start at Jan 2000 as opposed to Jan 1990 and you will see distinctly different results.

Best