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Livermore Active Issues Index for Friday, August 20th

August 20, 2010

2 Comments leave one →
  1. Sweeler permalink
    August 20, 2010 8:16 pm

    A couple of questions regarding the Livermores:
    1. The price action in PCLN is beautiful, and is what I’ve been looking for when trading the Livermores. Does the LTR ranking take multiple timeframes into account or does it focus on shorter intraday timeframes as mentioned in an earlier post?
    2. Since you’ve been posting, the Livermores have moved predictably in relation to the index – outperform when the index rises and underperform when the index drops (although the 10% outperformance is still relatively good). With the exception of PCLN as noted above, I don’t necessarily notice any outstanding “trendiness” in the Livermores. I’ve heard some commentators note that the stock market as a whole has acted more like one big stock market rather than a market of stocks (student body right). I wonder if the difference in LTR rankings have been less pronounced this year than in typical years you’ve backtested. Thanks!

  2. John French permalink
    August 21, 2010 6:53 am

    David, any chance of introducing a comparative (Livermore vs QQQQ) life to date chart for this please?

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