Volume-weighted Moving Averages
(we'll call it VMA 'cause, say EMA, is Exponential Moving Average)

What does VMA say about BUYing and SELLing?

We plot VMA - (5-day Moving Average), for, say AKLM and get:

and we BUY when it's greater than A (we've chosen A = 1) and we SELL when it's less than B (we've chosen B = -2).
(You can see our choices in the graph, above. Notice that it's close to a SELL near the end of the plot and would be if B = -1.5 !!!)

The result?

VMA gain = 168%, Buy & Hold gain = 110%

... and some others ...

VMA gain = 46%, Buy & Hold gain = 2%

VMA gain = 88%, Buy & Hold gain = 38%

VMA gain = 56%, Buy & Hold gain = -29%

VMA gain = 38%, Buy & Hold gain = 40%
(don't work too good if'n the stock has a long run-up!)
and sometimes, when wierd things happen, (like a NY Times article in May!),
VMA gets confused!!

VMA gain = 62%, Buy & Hold gain = 100%

Note: In each case, your portfolio begins with equal monies in Cash and Stock and when you BUY, you spend 50% of your Cash and when you SELL you sell 50% of your Stock ... and A and B are chosen as (sort of) optimal for each stock.
For an explanation of VMA (and some spreadsheets to play with), see Technical Analysis bumpf