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Readings in the order they were published. Open any one and the library keeps handing you the next.

1982Three gates on a 1982 pork-belly shortDecision process1982Building FFT spectra to size cycle filtersCycles and spectral analysis1982Constructing moving averages with weights, alignment, and adaptive lookbacksIndicators and filters1982Construct ARIMA forecasts from lag diagnosticsTime series and forecasting1982Cycle phase windows for chart signal filtersCycles and spectral analysis1982Six-category classification as a trend and pyramiding case studyTrend and mean reversion1982Spectrum-first construction of moving-average trend filtersIndicators and filters1982A three-category Fibonacci filter for wave setupsWaves and ratios1982An odd-length smoother from a cycle cutoffIndicators and filters1982Head and shoulders as a three-path completion testChart patterns1982Scale-free Commodity Channel Index constructionIndicators and filters1982Why wave counting stops full Elliott automationWaves and ratios1982Swing charts, stop-loss orders, and good-till-cancelled covers in a bond-market coilEntry and exit rules1982Constructing range resistance from harmonic swing divisionsWaves and ratios1982Constructing semi-log scales for trend channelsTrend and channels1982Basis-managed hedges and related market substitutesIntermarket and spreads1982Three gates for a futures book: equity risk, expected value, and shrinking pyramidsSizing and leverage1982Constructing commodity spreads, calendar legs, and option strapsIntermarket and spreads1982A bounded-risk entry separates a forecast from a trendTrend and mean reversion1982Constructing a funnel from converging support and resistanceChart patterns1982Critiquing Fourier, Elliott, and seasonal commodity modelsCycles and spectral analysis1982Park good-till-cancelled targets after commissions at the chart bandsOrder types and routing1982Evaluating half-hour crossovers with cycle priors and stopsEntry and exit rules1984A long silver put as a prepaid loss capOptions and volatility1984Constructing maximum-entropy spectra for dominant-cycle forecastsCycles and spectral analysis1984Gold swing chart: failed highs, wash-out, and a boxed pivot rangeTrend and channels1984Evaluating mechanical systems beyond net profitSystem design1984Evaluating managed account portfolios on the risk-return frontierPortfolio construction1984Three-gate confirmation for wave, ratio, and cycle turnsWaves and ratios1984Matching average age across price filtersIndicators and filters1984Constructing the slow stochastic from a five-session rangeIndicators and filters1984Constructing TRIX from a cutoff to one shared alphaIndicators and filters1984Range grid to sideways break in 1984 goldTrend and channels1984How to construct a maximum-entropy cycle modelCycles and spectral analysis1984When random walks fail to explain market averagesStatistical tests1984Residual-impact construction of exponential smoothersIndicators and filters1984Building moving-window spectral cycle forecastsCycles and spectral analysis1984Pairing tradeoffs with pre-trade checklistsDecision process1984Spectral window gates for index long putsOptions and volatility1984Constructing a maximum-entropy forecast from a chosen lookbackTime series and forecasting1984Half-cycle differencing for momentum signalsCycles and spectral analysis1984Stock low clusters as a cycle baselineCycles and spectral analysis1984Critiquing reward bias, single-scale charts, and exact-turn forecastsDecision process1985Constructing chart congestion from triangles, springs, and pivotsChart patterns1985Industry leadership carryover as a bull-regime testSeasonality and regimes1985Forced-close odds from monthly edge and leverageDrawdown and survival1985Three-check Fibonacci swings in Treasury bondsWaves and ratios1985Beta and alpha as chosen regression parametersPortfolio construction1985Constructing median lines from graded pivotsTrend and channels1985Putting listed option premiums in volatility-regime contextOptions and volatility1985Matching ticket size to negotiable commission schedulesLiquidity and costs1985Evaluating ARIMA envelopes as entry, exit and stop rulesTime series and forecasting1985Four-phase construction of the head-and-shoulders reversalChart patterns1985A range-bound bond strangle as a premium-regime overlayOptions and volatility1985Event-class hazards and pre-trade survival checksDrawdown and survival1985When Gann lines, Gann angles, and a Fibonacci retracement coincideTrend and channels1985Activist-stake volume rules and a convertible overlayIntermarket and spreads1985Treat a shared mechanical printout as a public scriptDecision process1985Constructing a recursive two-gain price smootherIndicators and filters1985Session windows, volume weights, and divergence in RSI constructionIndicators and filters