The archive in 1985 · TradersWeek

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C01Constructing chart congestion from triangles, springs, and pivotsChart patterns C01Industry leadership carryover as a bull-regime testSeasonality and regimes C01Forced-close odds from monthly edge and leverageDrawdown and survival C02Three-check Fibonacci swings in Treasury bondsWaves and ratios C02Beta and alpha as chosen regression parametersPortfolio construction C02Constructing median lines from graded pivotsTrend and channels C03Putting listed option premiums in volatility-regime contextOptions and volatility C03Matching ticket size to negotiable commission schedulesLiquidity and costs C04Evaluating ARIMA envelopes as entry, exit and stop rulesTime series and forecasting C04Four-phase construction of the head-and-shoulders reversalChart patterns C04A range-bound bond strangle as a premium-regime overlayOptions and volatility C04Event-class hazards and pre-trade survival checksDrawdown and survival C05When Gann lines, Gann angles, and a Fibonacci retracement coincideTrend and channels C05Activist-stake volume rules and a convertible overlayIntermarket and spreads C05Treat a shared mechanical printout as a public scriptDecision process C05Constructing a recursive two-gain price smootherIndicators and filters C05Session windows, volume weights, and divergence in RSI constructionIndicators and filters C05A serial-dependence window from signed price transitionsStatistical tests C06Gold-proxy trendlines and a January support baseTrend and channels C06Exchange controls that close the trading-windowAuction and volume C06Daily ARIMA range as a filter for intraday stochastic divergenceTime series and forecasting C06Constructing excess and momentum difference-curve oscillatorsIndicators and filters C07Minimum tickets can price a small book out of its own exitLiquidity and costs C07Constructing period-locked half-cycle and full-cycle averagesCycles and spectral analysis