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By year23 readings

The archive in 1982

Every reading published in 1982, in issue order. The whole corpus stays one click away.

C01Three gates on a 1982 pork-belly shortDecision processC02Building FFT spectra to size cycle filtersCycles and spectral analysisC02Constructing moving averages with weights, alignment, and adaptive lookbacksIndicators and filtersC02Construct ARIMA forecasts from lag diagnosticsTime series and forecastingC03Cycle phase windows for chart signal filtersCycles and spectral analysisC04Six-category classification as a trend and pyramiding case studyTrend and mean reversionC04Spectrum-first construction of moving-average trend filtersIndicators and filtersC04A three-category Fibonacci filter for wave setupsWaves and ratiosC04An odd-length smoother from a cycle cutoffIndicators and filtersC04Head and shoulders as a three-path completion testChart patternsC05Scale-free Commodity Channel Index constructionIndicators and filtersC05Why wave counting stops full Elliott automationWaves and ratiosC05Swing charts, stop-loss orders, and good-till-cancelled covers in a bond-market coilEntry and exit rulesC05Constructing range resistance from harmonic swing divisionsWaves and ratiosC05Constructing semi-log scales for trend channelsTrend and channelsC06Basis-managed hedges and related market substitutesIntermarket and spreadsC06Three gates for a futures book: equity risk, expected value, and shrinking pyramidsSizing and leverageC06Constructing commodity spreads, calendar legs, and option strapsIntermarket and spreadsC06A bounded-risk entry separates a forecast from a trendTrend and mean reversionC06Constructing a funnel from converging support and resistanceChart patternsC06Critiquing Fourier, Elliott, and seasonal commodity modelsCycles and spectral analysisC07Park good-till-cancelled targets after commissions at the chart bandsOrder types and routingC07Evaluating half-hour crossovers with cycle priors and stopsEntry and exit rules