re: changed parameters... it was a wild guess. Glad it got you going!

re: Optimization... Watch out that you don't over optimize. Any single
investment will show you many 'different faces' depending on market
conditions.

Something I've found useful tools for screening equities is to use
StockCharts.com. In the free area they have a charting facility that
allows you to set parameters for the Zig-Zag function. By changing the
parameter (entered as a percent) you can see the range of Hi/Lo values
that might be reached and the time period involved. For instance if you
set the Z-Z parameter to 20, this will display a Z-Z overlaid on a chart
history. Every time the data reverses by 20% or more, it starts a new
line. If you see several reversals in a year, representing a BUY/SELL
SAFE of 10% each, that's a stock that would have worked well for AIM in
the past.

Having a lot of reversals gives AIM the best chance to work, but doesn't
say anything about the underlying value of the stock. You have to dig
out those fundamentals via other means, e.g. using Value Line data. Your
local library may have a copy or be willing to subscribe if you can
convince them of a broad interest. I'm not sure a subscription for an
individual is cost effective (it's pricey) since you don't change horses
very often in AIM.

Btw, the example above indicates a combined BUY/SELL SAFE of 20% which
is an over-simplification. You need to include an allowance for minimum
buy amount. I think I recall that Lichello said something about 5%, so
that would mean setting combined BUY/SELL SAFE to 20% would require the
Z-Z to be set to 25% (10% BUY + 10% SELL + 5% min buy or sell).

Bruce


> Bruce,
> This was from running the PCA optimizer's "find best value" buttons..
> And now I've changed the parameters, the problem disappears. I think
> this program has great potential to "system manage" a portfolio. I am
> like a kid in a candy store with this.
>
> Regards,
> Jim Bratton
>