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The Livermore “Active Issues” Index Using the Nasdaq 100

November 25, 2009

The Livermore “Active Issues” Index is a new universal index methodology that can be applied to find the best liquid momentum stocks in any index. It is “bias-free” and is ideal for trend trading in all time frames. No fundamental data has been incorporated, only price and volume data and statistics. It can also be used as a passive way to create alpha by hedging using its underlying index ETF for high risk adjusted returns that are uncorrelated to the RSI2 or DV2 and other short-term strategies.  Welcome to the new and improved IBD100!   performance data to be presented today

5 Comments leave one →
  1. November 25, 2009 7:13 am

    Good stuff, David…look forward to your findings!

    • david varadi permalink*
      November 25, 2009 2:50 pm

      thanks derek! we will be providing a list of the stocks from several major indexes or ETFs for free for a limited time.
      I will put you on the list.

  2. Aristotle permalink
    November 25, 2009 2:30 pm

    Your blog is really great. Are you using some sort of timing with the “Livermore Index” to determine when to hold?

    • david varadi permalink*
      November 25, 2009 2:49 pm

      hi thanks very much, there is no timing applied to the index. Just a method for selecting what are believed to be the stocks with the greatest upside. Using timing on the index itself or its components would certainly improve things substantially.


  3. s dee permalink
    January 18, 2010 6:11 pm

    place me on the email list for the weekly “livermore index”
    thanks s

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