The archive in 1989 · TradersWeek

C01Constructing a percentage-scaled internals compositeMarket breadth C01Binary search limits on multi-peak average gridsSystem design C01Constructing percentage-box point-and-figure chartsTrend and channels C01Finishing a market order in a first index-pit sessionOrder types and routing C01Limit fills around option fair valueOptions and volatility C01Rank rotation opens the names; pairing keeps the hedgePortfolio construction C01Constructing a ten-input breadth diffusion scoreMarket breadth C02Auditing fifth-wave counts with equality, Fibonacci, and trendlinesWaves and ratios C02Building entry and exit rules from pivots, channels, and abc-correctionsEntry and exit rules C02Known-bias price streams for system evaluationSystem design C02Weekly then daily MACD confirmation on individual stocksIndicators and filters C02Evaluating inside-day filters on opening-range breakoutsEntry and exit rules C02Odd-lot short interest as a constructed breadth seriesMarket breadth C02Four-span MACD lookbacks as perishable parametersIndicators and filters C03Building the stochastic oscillator from close locationIndicators and filters C03Constructing the money-flow index as a volume-weighted relative-strength oscillatorIndicators and filters C03Score an indicator before anyone writes a buy or sell ruleStatistical tests C03Evaluate an always-in ATR breakout as one procedureTrend and mean reversion C03Smoothing filters, cutoff, poles, and sample delayIndicators and filters C03Reversal count as the clock on point-and-figure chartsTrend and channels C03A variable-sensitivity stochastic built on three-sigma boundsIndicators and filters C03Path quantiles versus net return for index velocity regimesSeasonality and regimes C03Scale-in-on-loss on a tempered-martingale-series with a fixed unit-factorSizing and leverage C04Alpha-beta lag parameters versus moving-average windowsIndicators and filters C04Range extension after the opening auctionAuction and volume C04Evaluating commodity cycle personalities with spectral histogramsCycles and spectral analysis C04Point-and-figure fulcrum, count, and flag as three jobsChart patterns C04Opening-range breakout after a narrow-range-four sessionEntry and exit rules C04Constructing an open-interest-scaled put-call ratioOptions and volatility C04Constructing analog cycle signatures from price lowsCycles and spectral analysis C04Equal-weight zero-cross from smoothed spreadsIndicators and filters C04Constructing alpha-beta price channels and trend filtersIndicators and filters C04A written plan before impulse takes commandDecision process C04Volume-scaled member versus public short sales as a two-class classroom testMarket breadth C05A time, price, and pattern filter on one platinum sequenceWaves and ratios C05Commodity advance-decline from delivery monthsMarket breadth C05A joint contraction setup as the arming switch for an opening-range breakoutEntry and exit rules C05Testing dollar-cost and scale-in averaging as position-sizing proceduresPortfolio construction C05Volume-confirmed reversal patterns, stops, and measured objectivesChart patterns C05Evaluating public versus member short-sale breadthMarket breadth C05Evaluating next-session cycle forecasts with stopsCycles and spectral analysis C06Constructing a weekly block-tick breadth z-scoreMarket breadth C06Treasury auction-rollover as yield-to-price series constructionAuction and volume C06Momentum overlays that speed moving-average oscillatorsIndicators and filters C06Evaluating an always-in-the-market moving-average crossoverTrend and mean reversion C06When broker advice replaces your rulesDecision process C06Point-and-figure setup and session-average entry windowsEntry and exit rules C06Staging Fast Fourier construction under memory limitsCycles and spectral analysis C06Commitment turns trading rules into one procedureDecision process C06Weekday price paths are regime-dependentSeasonality and regimes C06Next-session opening-range rules after a bear hookEntry and exit rules C07The bull hook as a next-session opening-range breakout filterEntry and exit rules C07Constructing value maps from auction volume overlaysAuction and volume C07A precious-metal price as a changing intermarket equationIntermarket and spreads C07When long-wave dominant cycles cannot be disprovedCycles and spectral analysis C07Scenario-checked short-call income versus directional premiumOptions and volatility C07Evaluating smoothed free reserves and funds-discount spreadsIntermarket and spreads C07A close-only volatility reverse bound to average true rangeTrend and mean reversion C07Measured range, scale-in ladders, and spread replay as a cash-reserve designSizing and leverage C07Lock smoothing inside each short-share before the breadth ratioMarket breadth C07Dominant-cycle phase flips as regime testsCycles and spectral analysis C07Constructing point-and-figure objectives across chart scalesChart patterns C08Constructing ABC Fibonacci expansion objectivesWaves and ratios C08Smoothed three-day futures filter for index option bouncesIndicators and filters C08Two-scale point-and-figure trendlines and stop placementChart patterns C08Constructing a yield-curve volume-breadth compositeMarket breadth C08Evaluating weekday close direction with a counted baselineStatistical tests C08The most-active list as a three-layer breadth labMarket breadth C08Testing relative-strength-index reversal rules against trend continuationIndicators and filters C08Evaluating mechanical seasonal date rules for commodity spreadsIntermarket and spreads C08A daily checklist that separates the screen from the entryDecision process C08Mean deviation versus squared dispersion for riskStatistical tests C09Same-session exits from multi-day open-close codesEntry and exit rules C09Constructing symmetric market-breadth ratio accumulatorsMarket breadth C09Cycle-length windows for momentum, Relative Strength Index, and stochastic constructionIndicators and filters C09Evaluating channel breakout with intraday and close-only stopsTrend and mean reversion C09T-bond volume-price boxes and a withheld rectangle topChart patterns C09Adjusted net asset value, tighter reversals, and written stops on a fund point-and-figure chartChart patterns C09Demand oscillator construction with a momentum overlayIndicators and filters C09Evaluating volume-weighted breadth extremesMarket breadth C09One add option sizing with a scale-out and a trailSizing and leverage C09Normalize advance-decline series for a common-scale comparisonMarket breadth C09Seasonal dates, confirmation, and reconstructed spread barsIntermarket and spreads C09Constructing a dual-rate advance-decline oscillatorMarket breadth C10Evaluating technical-fund open interest and daily volatilityIntermarket and spreads C10Constructing currency-translated commodity OHLC barsIntermarket and spreads C10Cluster-first construction of change-in-trend days from two ratio familiesWaves and ratios C10Evaluating venue volume as a speculation-breadth signalMarket breadth C10Constructing lag-matched triangular moving averagesIndicators and filters C10Packaging two-bar reversals into testable entry and exit rulesEntry and exit rules C10A close-to-close sequence is a bias label, not a triggerEntry and exit rules C10Christmas tree construction as a five-week monthly procedureOptions and volatility C10Auditing price motifs against binomial chanceStatistical tests C10Finish the volume checklist before scoring the breakoutChart patterns C10Constructing currency-translated commodity barsIntermarket and spreads C10Constructing a suggest-then-confirm Money Flow IndexIndicators and filters C10Four-state money-flow-index as permission for a next-bar breakout-systemEntry and exit rules C10Headline intensity as a three-horizon contrarian filterSeasonality and regimes C10Preflight checklist, time-stops, and stand-aside rulesDecision process C11Statistical windows for indicator time parametersStatistical tests C11Inside-day contraction as a same-session open-to-close ruleEntry and exit rules C11Constructing cycle-aged volatility trailing stopsStops and loss limits C11Close-minus-average oscillator for channel extremesIndicators and filters C11Cash-secured puts and spreads versus buy-write overlaysOptions and volatility C11Constructing holdout-checked synthetic prices from chaos mapsTime series and forecasting C11Constructing supervised forecasts on moving averagesTime series and forecasting C11Evaluating always-in parabolic SAR trailing stopsTrend and mean reversion C11Parameter neighborhoods that survive a shiftSystem design C11Audit signals against elasticity regimesSeasonality and regimes C11Option premium inside a volatility regimeOptions and volatility C12Weekly high and low averages as stop-and-reverse levelsTrend and mean reversion C12Objective crossover tests of Fibonacci wave ratiosWaves and ratios C12Confidence, discipline and the fit of a trading procedureDecision process C12Evaluate a contrary put-call premium ratio at a stated horizonOptions and volatility C12Evaluate mechanical systems by peak-to-trough drawdownDrawdown and survival C12Rank rotation in a five-name no-load sleevePortfolio construction C12Gann angles on point-and-figure gridsTrend and channels C12Volume confirmation windows and exponential average constructionIndicators and filters C12Volume-scaled price boxes and volume cyclesMarket breadth C12Median line construction from three market turnsTrend and channels C12Shorter series need fewer recovery hits and raise scale-in cashSizing and leverage C12Constructing a delta-hedged implied versus historical volatility bookOptions and volatility C12The six-stage hunt as a critique of one-click heroicsDecision process C12A bond-futures case study in support, volume, and confirmationTrend and channels C12Even-number first penetration as a construction problemEntry and exit rules C12Constructing a volume percentage ratio from advance-decline flowIndicators and filters