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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  https://cssanalytics.wordpress.com/2009/11/25/performance-of-the-livermore-active-issues-index-created-from-the-nasdaq-100/

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.
      cheers
      dv

  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.

      cheers
      dv

  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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