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!
David, any chance of introducing a comparative (Livermore vs QQQQ) life to date chart for this please?
Fill in your details below or click an icon to log in:
You are commenting using your WordPress.com account. ( Log Out / Change )
You are commenting using your Twitter account. ( Log Out / Change )
You are commenting using your Facebook account. ( Log Out / Change )
You are commenting using your Google+ account. ( Log Out / Change )
Connecting to %s
Notify me of new comments via email.
Enter your email address to follow this blog and receive notifications of new posts by email.
Join 1,078 other followers
Create a free website or blog at WordPress.com.