  On markets with receding prices, artificial noise traders may consider
alternatives to buy-and-hold. By simulating variations of the Parrondo
strategy, using real data from the Swedish stock market, we produce first
indications of a buy-low-sell-random Parrondo variation outperforming
buy-and-hold. Subject to our assumptions, buy-low-sell-random also outperforms
the traditional value and trend investor strategies. We measure the success of
the Parrondo variations not only through their performance compared to other
kinds of strategies, but also relative to varying levels of perfect
information, received through messages within a multi-agent system of
artificial traders.
