This article contains a comprehensive analysis focused on using the AIM system to manage a small portfolio of multiple exchange-traded funds. It includes 15+ years of data to perform a detailed empirical analysis.
This article contains aA= detailed analysis of the AIM algorithm when varying the check frequency, % initial investment in equity, and high/low/medium beta ETFs. The concept of internal rate of return is used for comparison.
Robert Lichello's Automatic Investment Management system for timing the stock market is explained with buy/sell examples, and the system is tested using over 10 years of price history of the S & P Depository Receipt ETF (ticker SPY) and compared to buy and hold strategy.