The archive in 1987 · TradersWeek

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C02Relative strength evaluation under competing optimization criteriaIndicators and filters C02Constructing a cycle-scaled trend oscillatorIndicators and filters C02Mechanical systems need more than pretty chartsSystem design C02Precommit the stop and require a surplus payoffStops and loss limits C03Evaluating silver moving averages and RSI by scoring ruleIndicators and filters C04Constructing a price-time Fibonacci window for the ABC correctionWaves and ratios C04Position secrecy as decision-process controlDecision process C04Constructing scaled OHLC matrices for study overlaysIndicators and filters C04Evaluating weekly price cycles with autocorrelation cutoffsCycles and spectral analysis C04Pair each checklist step with its decision stateDecision process C05Constructing parabolic stops and cycle-window averagesIndicators and filters C05Constructing a volume-confirmed Williams %RIndicators and filters C06Constructing the commodity channel, average directional, and relative strength indexes on a shared cycle scaleIndicators and filters C06Write the exclusion zone, then choose the structureOptions and volatility C06Write the danger-point stop before the trade is acceptedStops and loss limits C07What crossover and directional entry rules actually compareEntry and exit rules C07Stochastic fast and slow construction as a rebuildable stackIndicators and filters C07A mechanical rank-rotation sleeve for monthly fund leadersPortfolio construction C08Seasonal commodity spreads as portfolio slotsIntermarket and spreads C08Operator gut check when two systems conflictDecision process C08Intraday Value Area construction from TPO countsAuction and volume C08Broken bias: stops, cash flow and unfilled gapsDecision process C08Volatility-layered mechanical system with fixed contractsSystem design C08Constructing price gap classifications from follow-throughChart patterns C09Evaluating money-supply serial dependence before a forecastStatistical tests C09Underwriting a seasonal livestock calendar spreadIntermarket and spreads C09Paper lots, stop orders, and pyramids as a Wyckoff apprenticeshipEntry and exit rules C09Evaluating a black-box pyramiding routine with adverse excursionSystem design C09Objective-ranking can make nearby-contract rules look busy or idleQuantitative methods C10Evaluating angular cycle overlays on independent stock swingsCycles and spectral analysis C10When open losses overwrite precommitted exit rulesDecision process C10Stand down or rehearse on paper when a Wyckoff read failsDecision process C10Assembling short-lookback maximum-entropy cycle forecastsCycles and spectral analysis C10Seasonal calendar spreads as financed capital slotsIntermarket and spreads C11Wyckoff campaign phases as one enter, exit, or stay-out procedureDecision process C11When profits break the trading processDecision process C11Testing price-volume agreement after percent reversal filtersStatistical tests C11Constructing session market profiles from half-hour auctionsAuction and volume C11Constructing a dominant-cycle grid from marked lowsCycles and spectral analysis C11How a failed rebound, weak breadth, and cycle dates broke the 1987 bull caseWaves and ratios C11Calendar gates for outright seasonal portfoliosSeasonality and regimes