The archive in 1991 · TradersWeek

C01A peak-sequence test from the new-highs-to-advances-ratioMarket breadth C01Constructing an exponential average from a smoothing weightIndicators and filters C01Synthetic stock and protective put payoff constructionOptions and volatility C01Constructing a double-smoothed stochastic oscillatorIndicators and filters C01Constructing synthetic option positions with puts and spreadsOptions and volatility C01Constructing layered support and resistance from swings, pivots, and retracementsTrend and channels C01Step-through construction of a currency range tacticSystem design C01Constructing a mechanical crossover on a synthetic price seriesSystem design C01Constructing steppable currency games with stop alertsSystem design C01Sold-out double bottoms as a three-gate inventory testChart patterns C01Channel location as a remaining-room testTrend and channels C01Weekly close-to-close volatility as a horizon filterIndicators and filters C01Set the first stop from a capital-scaled MAE histogramStops and loss limits C01Precommit scale-outs and puts to replace impulseDecision process C01The consecutive-loss halt as the trading systemDecision process C01Keep one risk ceiling after equity highsSizing and leverage C01Constructing tick engines to match price-change histogramsTime series and forecasting C02Head and shoulders as a direction hypothesisChart patterns C02A fuzzy membership checklist for trade signalsDecision process C02Random Walk Index construction with an adaptive lookbackIndicators and filters C02Constructing walk-forward neural trading rulesSystem design C02Constructing an activity-weighted call-put sentiment readingOptions and volatility C02The journal as one checklist for taken and skipped tradesDecision process C02Constructing a variable-lookback random walk trend filterIndicators and filters C02Swing relative strength versus an index proxyTrend and channels C02A breadth classifier for V-bottoms and W-bottomsMarket breadth C02Testing dealer inventory caps against a frozen order tapeLiquidity and costs C02Constructing trendlines, price channels, and close-based breakoutsTrend and channels C02Constructing put-call open-interest regime filtersOptions and volatility C02Half-cycle average plot shift versus cycle attenuationIndicators and filters C02Filtered rally magnitude as a bull-regime breakoutTrend and mean reversion C03Constructing candlestick real bodies and multi-session patternsChart patterns C03Building a two-stage stochastic oscillator from close locationIndicators and filters C03Two-average confirmation before a primary reversal callTrend and channels C03Constructing MACD signal lines and divergence testsIndicators and filters C03Regime-gated MACD and stochastic rules inside a checklistDecision process C03The midpoint retest after a missed breakaway gapChart patterns C03Calendar-spread divergence as a demand clock for commodity reversalsIntermarket and spreads C03Closing the feedback loop in auction market simulationsAuction and volume C03Constructing the average directional index from range expansion and true rangeIndicators and filters C03Constructing point-and-figure box and reversal chartsTrend and channels C03Constructing a point-and-figure downtrend-breakTrend and channels C03Constructing Fibonacci time-cycle clusters from wave ratiosWaves and ratios C03Auditing moving-average length with Fourier spectraCycles and spectral analysis C03Candlestick body and shadow construction with three-Buddha peaksChart patterns C03After a Wyckoff bias, rank leftover cause and keep three-to-one stopsChart patterns C03Treat session high and low times as codes, then require a chi-square checkStatistical tests C04A same-session pressure test of breadth and volume shareMarket breadth C04A signed hourly swing catalog as a next-session chi-square checkStatistical tests C04Retesting market-breadth when market structure changesMarket breadth C04A locked gold zigzag that had to produce two pricesWaves and ratios C04Building a breadth composite from on-balance volume breakoutsMarket breadth C04Constructing a coincident moving average as a lowpass filterIndicators and filters C04Precomputed price-ratio clusters and double-top testsWaves and ratios C04Write a staged RSI exit book with trailing stopsEntry and exit rules C04Constructing an Elliott zigzag with ABC Fibonacci checkpointsWaves and ratios C04Constructing the relative strength index from seed and recursive averagesIndicators and filters C04Constant false-alarm rate for dominant-cycle stopsCycles and spectral analysis C04Constructing Wyckoff readiness tests at range edgesTrend and channels C04From daily breadth tallies to a weighted consensus signalMarket breadth C04Constructing five-session forecasts from stochastic, ADX, and MACD inputsTime series and forecasting C04Fuzzy rules that turn daily market-breadth into a session consensusMarket breadth C04Keep a decade-year only when it differs from the overall-meanSeasonality and regimes C04Constructing rate-market volume breadth from on-balance volumeMarket breadth C04Volume-scaled rate of change as a momentum constructionIndicators and filters C05Calendar spread execution for futures month rollsOrder types and routing C05A fourth Treasury bond resistance test as one time-price hypothesisWaves and ratios C05A thirty-name price-weighted average as a seasonal regime classroomSeasonality and regimes C05Retesting weighted indicator balances across horizonsStatistical tests C05Half-cycle average contact as an amplitude-ratio testCycles and spectral analysis C05Blue-chip rank rotation by relative-strength-index slopePortfolio construction C05A two-speed breadth reading for intermediate market directionIndicators and filters C05Out-of-sample checks for linear growth fitsTime series and forecasting C05Endpoint growth rates versus linear-regression consistencyStatistical tests C05Audit indicator forecasts with chi-square hit ratesStatistical tests C05Binomial counts for unrelated position constructionPortfolio construction C05How equal independent stakes change the odds of a complete lossPortfolio construction C05Constructing a double-smoothed momentum oscillator familyIndicators and filters C05Overconfidence as a skipped pre-trade checklistDecision process C06A commodity-bond regime check before an equity relative strength indexIntermarket and spreads C06Fighting market direction as a process failureDecision process C06Audit inverse-range oscillators before stacking stochastic %K and Williams %RIndicators and filters C06When a narrow index becomes the cash-flow proxyIntermarket and spreads C06Timing individual issues to general-market turnsDecision process C06Variable-length moving average from change dispersionIndicators and filters C06Opening gap fades bounded by excursion and time stopsStops and loss limits C06Ranking month-end holds with risk-reward and stopsSeasonality and regimes C06Constructing neural trading systems from facts to walk-forwardSystem design C06Ratchet the halt floor and stage exposure against cashDrawdown and survival C06Building variable-length moving averages from partitioned price changesIndicators and filters C06Tick extremes that confirm double tops and bottomsMarket breadth C06Ranking turning points with percentage swing filtersTrend and channels C07Build the market clock before you read a price barIndicators and filters C07Constructing TRIN as a breadth-volume ratioMarket breadth C07Ease of movement oscillator constructionIndicators and filters C07Cyclic entry from a locked dominant-cycle phaseCycles and spectral analysis C07Delayed confirmation is not Dow Theory divergenceTrend and channels C07Closed-form phase for dominant-cycle spectraCycles and spectral analysis C07A source-reliability audit for trade signalsDecision process C07Advisor consensus fails as weekly contrarian timingSeasonality and regimes C07Constructing a halfway volume map for range resolutionChart patterns C07Evaluating allocation sleeves against an index proxyPortfolio construction C07Ranked half-year rate changes as an equity signal filterIntermarket and spreads C07Trend as persistence, not a straight lineTrend and channels C07Testing the July-August summer rally as an occurrence countSeasonality and regimes C07Evaluating a trailing stop against a coin-flip entryStops and loss limits C08Name the window, then combine leadersTime series and forecasting C08Filtering candlestick signals with stochastic percent-DChart patterns C08Treat a candlestick reversal as incomplete until %D confirms itChart patterns C08Constructing standardized sentiment trend filtersIndicators and filters C08Option deductibles that bound position riskOptions and volatility C08Demographic wave as a market-regime overlaySeasonality and regimes C08Five-count swing-chart construction and break rulesTrend and channels C08Inverting relative-strength-index closes for same-session rulesIndicators and filters C08Hybrid construction of a mechanical timing system from smoothed signalsDecision process C08Competing certainty rules from exponential-average conditionsDecision process C08Three-component trend model with rate-of-change filtersIndicators and filters C08Constructing a close-tested one-two ladder on a point-and-figure chartChart patterns C08Constructing a perishable delta hedge from option movesOptions and volatility C08Three-indicator market overview from tape, sentiment and ratesIndicators and filters C08Session-fitted bars and average-true-range risk boundsSystem design C09Time-origin offset and residual-price divergence on a quadratic least-squares fitIndicators and filters C09Candlestick labels as stacked construction testsChart patterns C09GM support and resistance role reversalTrend and channels C09Parameter windows for averages, option overlays and time stopsEntry and exit rules C09Growth earnings and price-to-earnings as a market-regime overlaySeasonality and regimes C09Evaluating hourly DJIA growth-rate and velocity attractorsCycles and spectral analysis C09A written game plan for checklist, scale-out and staggered stopsDecision process C09Quadratic trend, residual oscillator, and a secondary cycle calendarTime series and forecasting C10Unfinished point-and-figure until filter, scale, and pivots measure percentTrend and channels C10Earnings-price reliability as a first gate for growth-sleeve constructionPortfolio construction C10Shared rules fail without an execution checklistDecision process C10Constructing compressed candlestick summariesChart patterns C10Independent formula timers kept as a testable combinationTrend and mean reversion C10MACD parameter order and cycle phase lagIndicators and filters C10A construction audit of the long-horizon trading indexMarket breadth C10Overnight versus session decomposition of futures barsAuction and volume C10Constructing an exponential smoother from a moving-average lengthIndicators and filters C11Seeded averages and the recursive-updateIndicators and filters C11From a differenced-average sketch to coded rulesSystem design C11Wave counting as a sampling frame for head and shouldersWaves and ratios C11Fund-index regime, put-call confirmation, then the tracking fundIntermarket and spreads C11Evaluating quarterly return runs with historical analogsStatistical tests C11Regime gates for intermarket and spread tradesIntermarket and spreads C11Constructing price objectives from measured moves and swingsTrend and channels C11True strength index from signed, double-smoothed momentumIndicators and filters C11Signed midpoint range oscillator from stochastic and WilliamsIndicators and filters C11Evaluating successive policy hikes as equity regime warningsSeasonality and regimes C11Constructing the true strength index from double-smoothed momentumIndicators and filters C11Equivalent relative-strength-index constructions from a ratio and from smoothed momentumIndicators and filters C11The daily study block as a low-risk checklistDecision process C11Constructing seasonal-cycle overlays with channel confirmationCycles and spectral analysis C12Growth-adjusted earnings years as construction filtersPortfolio construction C12Candlestick stops from confirmation and engulfingChart patterns C12Joint strength and sentiment rules for entries and exitsEntry and exit rules C12Pairwise return covariance as a construction gatePortfolio construction C12Bound losses with MAE, stops, and drawdown limitsStops and loss limits C12Constructing a commodity-bond correlation regime filterIntermarket and spreads C12Constructing short-squeeze pain from interest and marginIntermarket and spreads C12Constructing a two-market linear correlation checkIntermarket and spreads C12A least-squares trendline from ordered pricesStatistical tests C12Constructing auction fuel from volume and open interestAuction and volume C12Construct an equity book by weakening residual co-movement, then setting a market slopePortfolio construction C12An eclipse calendar as a testable cycle scaffoldCycles and spectral analysis C12Confirmation delay and breadth divergence in a two-average caseTrend and channels C12Stop bounds versus added system parametersStops and loss limits