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1982Three gates on a 1982 pork-belly shortDecision process 1982Constructing moving averages with weights, alignment, and adaptive lookbacksIndicators and filters 1982Cycle phase windows for chart signal filtersCycles and spectral analysis 1982Scale-free Commodity Channel Index constructionIndicators and filters 1982Three gates for a futures book: equity risk, expected value, and shrinking pyramidsSizing and leverage 1982A bounded-risk entry separates a forecast from a trendTrend and mean reversion 1982Constructing a funnel from converging support and resistanceChart patterns 1984Constructing maximum-entropy spectra for dominant-cycle forecastsCycles and spectral analysis 1984Evaluating managed account portfolios on the risk-return frontierPortfolio construction 1984Constructing the slow stochastic from a five-session rangeIndicators and filters 1984Constructing TRIX from a cutoff to one shared alphaIndicators and filters 1984How to construct a maximum-entropy cycle modelCycles and spectral analysis 1984Pairing tradeoffs with pre-trade checklistsDecision process 1984Constructing a maximum-entropy forecast from a chosen lookbackTime series and forecasting 1984Half-cycle differencing for momentum signalsCycles and spectral analysis 1984Critiquing reward bias, single-scale charts, and exact-turn forecastsDecision process 1985Industry leadership carryover as a bull-regime testSeasonality and regimes 1985Beta and alpha as chosen regression parametersPortfolio construction 1985Constructing median lines from graded pivotsTrend and channels 1985Constructing a recursive two-gain price smootherIndicators and filters 1985A serial-dependence window from signed price transitionsStatistical tests 1985Gold-proxy trendlines and a January support baseTrend and channels 1985Constructing excess and momentum difference-curve oscillatorsIndicators and filters 1985Constructing period-locked half-cycle and full-cycle averagesCycles and spectral analysis 1986Constructing median and action-reaction lines from pivotsTrend and channels 1986Evaluate the price random-walk question as a gated quantile labStatistical tests 1986Volume confirmation, the negative volume index, and divergenceMarket breadth 1986Constructing a commodity channel index and a regression price channelTrend and channels 1986Chi-square tests on price transition matricesStatistical tests 1986Constructing price-change density histograms and symmetry testsStatistical tests 1986Two gates for setup and operator readinessDecision process 1986Why Fourier windows limit dominant-cycle resolutionCycles and spectral analysis 1986The stop, the size, and the acceptable loss as one pre-entry gateStops and loss limits 1986Calendar-locked averaging of price-change histogram categoriesStatistical tests 1986Construct a decision procedure that revises itselfDecision process 1986Chi-square test for clustered price-change histogramsStatistical tests 1986Constructing bounded relative-strength overlays from oscillator limitsIndicators and filters 1987Relative strength evaluation under competing optimization criteriaIndicators and filters 1987Constructing a cycle-scaled trend oscillatorIndicators and filters 1987Constructing scaled OHLC matrices for study overlaysIndicators and filters 1987Constructing parabolic stops and cycle-window averagesIndicators and filters 1987Constructing the commodity channel, average directional, and relative strength indexes on a shared cycle scaleIndicators and filters 1987A mechanical rank-rotation sleeve for monthly fund leadersPortfolio construction 1987Broken bias: stops, cash flow and unfilled gapsDecision process 1987Volatility-layered mechanical system with fixed contractsSystem design 1987Evaluating money-supply serial dependence before a forecastStatistical tests 1987Assembling short-lookback maximum-entropy cycle forecastsCycles and spectral analysis 1987Constructing a dominant-cycle grid from marked lowsCycles and spectral analysis 1988A two-rule classroom book of cheapness and new highsPortfolio construction 1988Constructing tick-weighted money flow and price divergencesIndicators and filters 1988Indicator smoothing: lookback, weight, and scaleIndicators and filters 1988Five reading rules for smoothed indicator chartsIndicators and filters 1988Constructing moving averages: weights, smoothing and crossoversIndicators and filters 1988Name the stop, then decide if the account can payDrawdown and survival 1988Constructing a lead-aware correlation coefficientStatistical tests 1988Stacked channel, trendline, and moving-average warnings in 1987Trend and channels 1988Construct a five-week new-highs total as a breadth chartMarket breadth 1988Crash fear fails the depression regime testSeasonality and regimes 1988Constructing volume-confirmation overlays on OHLC spreadsheet chartsIndicators and filters 1988Constructing breadth and average trend statesMarket breadth