The archive in 1990 · TradersWeek

C01Scoring competing wave counts after a crashWaves and ratios C01Constructing fund cash and manager-preference filtersIndicators and filters C01Stack option odds after point-and-figure signalsOptions and volatility C01Futures-signed on-balance volume constructionMarket breadth C01How a 1989 Eurodollar break turned cheap volatility into a regime-aware bookOptions and volatility C01Open-interest put/call ratio as an intermediate sentiment overlayOptions and volatility C01Monthly stochastics as a multi-year bond regime filterIndicators and filters C01The discount-rate path as an equity regime overlayIntermarket and spreads C01Unchanged-issue share as a narrow-breadth case studyMarket breadth C01Constructing stochastic %K and %D from range positionIndicators and filters C01A five-wave C finish as an Elliott count contractWaves and ratios C01Curve fits fail the forecast testTime series and forecasting C01Stress-testing a futures sleeve across equity regimesPortfolio construction C02Policy-auction spread as a weekly equity regime filterIntermarket and spreads C02Evaluating a weekly up-volume ratio and an hourly oscillatorIndicators and filters C02Constructing net positive volume as On-balance volumeMarket breadth C02Self-relative volume boxes for news-free breakoutsMarket breadth C02Recovery sizing as a series procedureSizing and leverage C02Fair-value gaps and a copper moving-average channelTrend and mean reversion C02Bezier-curve price trend filterIndicators and filters C02When volatility skews are regimes, not mispricingsOptions and volatility C02Two-bar narrow range as a countdown to the next openEntry and exit rules C03Money-fund maturity as a companion Eurodollar chartTrend and channels C03Staged sleeves from one equity forecastPortfolio construction C03A weekly resistance-index from hourly volume-per-pointIndicators and filters C03Volume-adjusted moving average constructionIndicators and filters C03Calendar windows for three-wave pullbacksWaves and ratios C03Constructing adaptive filters from equal-weight averagesTime series and forecasting C03Incomplete volume-at-price samples and auction readsAuction and volume C03Reverse-martingale pyramiding after clustered winsSizing and leverage C03Constructing dollar baselines from rates, inflation, and residualsIntermarket and spreads C03Diversify markets, not systems, to cut trend-system varianceSystem design C03Options as insurance unless the process is completeOptions and volatility C04Sign-cell correlation, chi-square checks, and lag shiftsStatistical tests C04Constructing incremental moving average filtersIndicators and filters C04Recency weighting in simple, linear, and exponential moving averagesIndicators and filters C04Two-gate out-of-sample tests for trading rulesStatistical tests C04Time-only cycle dates in a Treasury bond case studyCycles and spectral analysis C04Use profit mapping to keep a cycle and stop plateauSystem design C04Evaluating daily and weekly unsigned plurality breadthMarket breadth C04Gann price-time clusters for Elliott retracementsTrend and channels C04Walk-forward screen for yen indicator rulesIndicators and filters C04Chi-square evaluation of lagged breadth correlationsStatistical tests C04Integer construction of moving averages and exponential smoothingIndicators and filters C04Two clocks for copper: a factor regime, a regression baseline, and leftover moving-average timingTime series and forecasting C04Constructing a signed-range negative volume lineIndicators and filters C04Inflexible option spreads, psychology, and neglected stopsOptions and volatility C04Weekly range volatility as a tactical regime filterOptions and volatility C05A channel signal-to-noise gate for dominant-cycle forecastsCycles and spectral analysis C05When wave counts fail the exclusion testWaves and ratios C05Testing breadth above moving averages by horizonMarket breadth C05Constructing ease of movement from volume-scaled boxesIndicators and filters C05Moving-average direction, range penetration, and a dollar stopEntry and exit rules C05Constructing paired new-high and new-low breadth indicatorsMarket breadth C05Three-window walk-forward system evaluationSystem design C05Constructing a nominal index price from earnings and a fitted yieldTime series and forecasting C05Constructing a nominal index value from forward earnings and fitted yieldTime series and forecasting C05Score drawdown depth and duration as a pain budgetDrawdown and survival C05Buying-share scale with on-balance volumeIndicators and filters C05Labeling wave 1, B, or X after a five-wave CWaves and ratios C05Constructing a COT index from the commercial-speculative spreadIntermarket and spreads C06Why popular indicator optimization fails robustnessSystem design C06Implied economic forecasts from factor portfolio constructionPortfolio construction C06Building the construction layer of a mechanical trading systemSystem design C06Breakaway versus exhaustion: classify the skip from both sidesChart patterns C06Activity-weighted call-put ratio for options regime contextOptions and volatility C06Evaluating five-day soybean open-to-close rulesEntry and exit rules C06Crowded price rules need abstention and a regime overlayDecision process C06Year-over-year dominant cycle personality auditCycles and spectral analysis C06Covered-call overlays fail a flexibility test until restated as puts and spreadsOptions and volatility C06Constructing overlay profiles to map auction valueAuction and volume C06Ten-day HI/LO extremes as a long-horizon breadth signalMarket breadth C06Constructing vertical debit spreads around implied volatilityOptions and volatility C07Slow stochastic construction for index pullback entriesEntry and exit rules C07Constructing advance-decline breadth indicatorsMarket breadth C07Encoding expert hunches into a mechanical trading loopDecision process C07Evaluating member versus odd-lot breadthMarket breadth C07Index cycle gates from breadth and volumeMarket breadth C07Confirming index cycles with breadth, volume, and wavesMarket breadth C07Hourly breakouts gated by absolute tick volumeEntry and exit rules C07October 1987 cycle overlay and the loss-trapCycles and spectral analysis C07Calendar windows as testable index-futures proceduresSeasonality and regimes C07The January barometer as a rest-of-year scoring problemSeasonality and regimes C07A laboratory template that constructs Rate of Change as a pane moduleIndicators and filters C07Build a weekly leading sector composite from scaled transports and financialsIntermarket and spreads C07Constructing daily overlay profiles for auction brackets and breaksAuction and volume C08Evaluating smoothed secondary counts with a chi-square testStatistical tests C08Endpoint-pinned price paths are not forecastsIndicators and filters C08Constant-dollar regimes, the value line, and nested cyclesSeasonality and regimes C08Stock-style futures rules miss index-spread driversIntermarket and spreads C08Constructing a lag-aligned triangular MACDIndicators and filters C08Promoting wave degree after a near-full retracementWaves and ratios C08A chi-square test of split frequency histograms across price aggregationsStatistical tests C08Withhold a random-walk label until grouping and lookback are checkedStatistical tests C08Constructing triangular moving average weightsIndicators and filters C08Bond trends as auction tests at prior highsTrend and channels C08Constructing a two-line relative volatility indexIndicators and filters C08Breadth nonconfirmation as the gate for a volume fade and long-put caseMarket breadth C08Lag-aligned MACD from triangular moving averagesIndicators and filters C08Channel regimes and Gann angle hingesTrend and channels C08Earnings yield, rate correlation and regression for equity valueTime series and forecasting C09When result pressure rewrites checklist and scale-in rulesDecision process C09A gold campaign log as a trade procedureDecision process C09Constructing volume-budget targets after a breakoutChart patterns C09Elliott labels and Fibonacci day counts on a reversal-volatility plotWaves and ratios C09Calibrating volume and open interest at support and resistanceMarket breadth C09Synthetic option parity in limit-locked futuresOptions and volatility C09Weekly advance-decline oscillator: weight map, extremes, and spike cycleMarket breadth C09Constructing nested four-year market cyclesCycles and spectral analysis C09Constructing dual-average primary-trend confirmationTrend and channels C09Crowd questions that switch cycle regimesCycles and spectral analysis C09Delayed channel breakout stop constructionTrend and mean reversion C10Constructing falsifiable reversal patterns from price structureChart patterns C10Evaluating safety labels in a crash windowPortfolio construction C10Constructing a short-horizon ARIMA from differenced wheat closesTime series and forecasting C10Price-weighted construction distorts breadth, support, and trendMarket breadth C10Constructing consistent historical and implied volatilityOptions and volatility C10When quiet-day breadth fails a horizon testMarket breadth C10Broadening swings, demand tests, and volume filtersChart patterns C11Stacking moving averages, put-call regimes, and double bottomsIndicators and filters C11Constructing wave targets from ratios, triangles and trendlinesWaves and ratios C11Constructing a five-day step-weighted moving averageIndicators and filters C11Seed and recurrence construction for moving averagesIndicators and filters C11Volume-confirmed facilitation as an execution gate for half-hour breakoutsAuction and volume C11Score a trade after allocation, diversification, and a drawdown limitPortfolio construction C11Constructing continuation patterns from congestion geometryChart patterns C11Weekly four-stage mapping with average, range, and volumeTrend and channels C11Building a percent-difference moving-average oscillatorIndicators and filters C11Constructing a second-hour session residual exponential indexIndicators and filters C12Cycle-tested five-year fund rank rotationPortfolio construction C12Constructing optimal f when trade sizes differSizing and leverage C12Constructing stochastic K and D lines and divergence cuesIndicators and filters C12Constructing hybrid trend and option-income rulesDecision process C12Volume-width candlestick bar constructionChart patterns C12A failed median-line test marks the start of wave threeWaves and ratios C12Rally and reaction day signals as a mechanical stock systemEntry and exit rules C12Constructing three-session rally and reaction volume signalsChart patterns C12Constructing least-squares polynomial smoothersIndicators and filters C12Constructing gap signals from skipped price zonesChart patterns C12Split-sample tests for stochastic parameter gridsIndicators and filters C12Friday-filtered on-balance confirmation linesIndicators and filters C12Building index futures fair value from cash-and-carryIntermarket and spreads