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Livermore Active Issues Index for Friday, January 21th

January 21, 2011

One Comment leave one →
  1. Tony permalink
    January 23, 2011 2:17 pm

    Never been a stock guy, either etf’s mutuals or futures for me, but the Livermore index you publish is inspiring.

    Do you think using a 10 month simple mov. av. on each individual stock- a la Mebane Faber, would have added alpha and reduced drawd. In other words – do not buy the stock if <10month and get out of it on the open of the first day of the following month if it X's it's 10month av. Or maybe using a daily
    50-200 moving average would be better? Have you tested these possibilities?

    Love to hear your thoughts on this.
    Thank you for your time and the great blog.

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