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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