The archive in 1992 · TradersWeek

C01Constructing a TRIX oscillator from daily declinesIndicators and filters C01Constructing a chi-square test as a gate for two-way market recordsStatistical tests C01Portfolio beta overlays with index futures and putsPortfolio construction C01Volume-box construction with named spreadsheet macrosAuction and volume C01Stop-order slippage as an execution cost filterLiquidity and costs C01When identical TRIN prints come from different pairingsMarket breadth C01Multi-year evaluation of MAE-bounded mechanical rulesSystem design C01Sizing index futures to retarget portfolio betaPortfolio construction C01A seven-vote sentiment score for fund-sleeve regimesSeasonality and regimes C01Constructing the Gann quarterly swing from the prior quarter's intraday rangeTrend and channels C01Constructing TRIX from triple exponential smoothingIndicators and filters C01Ranking futures trend tendency against a random walkStatistical tests C02Evaluating breakout and CCI rules as complete mechanical proceduresEntry and exit rules C02Expiration-forced convergence for basis, calendar, and option-income tradesIntermarket and spreads C02A Deutschemark yield map with dual-average and relative-strength timingIntermarket and spreads C02Moving-average add-ons could not be separated by maximum adverse excursionEntry and exit rules C02Noncumulative advance-decline swing confirmationMarket breadth C02Four-window weighted rate-of-change compositeIndicators and filters C02Long-call cash sleeve as an option-income case studyOptions and volatility C02A KST oscillator from a weighted rate-of-change stackIndicators and filters C02Grade closing tick before a next-session breadth hypothesisMarket breadth C02Construct a Wyckoff futures read from delayed volume and range testsChart patterns C02Constructing volatility-scaled bands with relative strength index confirmationIndicators and filters C02Evaluating Commodity Channel Index breakout versus range rulesEntry and exit rules C02Eleven-bar commodity channel index from typical price and mean deviationIndicators and filters C03Weekly 4 percent close reversal case studyTrend and mean reversion C03Constructing log-linear growth-rate baselinesTime series and forecasting C03Confirming currency-fund trends with a crossover and a filterIndicators and filters C03Constructing an index nominal from smoothed earnings and effective ratesTime series and forecasting C03The four-year election cycle as an equity regime mapSeasonality and regimes C03Constructing log-linear growth and reliability screensTime series and forecasting C03Constructing fractal templates from successive index changesStatistical tests C03A three-count drill that binds candlesticks, head and shoulders, and entry rulesChart patterns C03Five-day sum construction of the trading indexMarket breadth C03Trendline holds, trailing stops, and industry rotationTrend and channels C04Constructing forecast models with regression, walk-forward, and robustnessTime series and forecasting C04Stationarity states on synchronized futures spectral contoursCycles and spectral analysis C04Reversing at maximum-adverse-excursion stops after failed entriesStops and loss limits C04Pair action with opinion in a composite sentiment indexOptions and volatility C04Inner planet cycle dates, seasonal inversions, and stochastic timingCycles and spectral analysis C04Sizing capital from degraded records and volatilitySizing and leverage C04Construct an activity-weighted call-put ratio before reading crowd convictionOptions and volatility C04Building intermarket context with linear correlationIntermarket and spreads C04A lag-regression audit of stochastic forecast skillStatistical tests C04Point-and-figure, breadth, and volume as falsifiable hypothesesMarket breadth C04Daily closing-trin extremes and next-day directionMarket breadth C04Nested time frames for trend and channel signalsTrend and channels C05Probability stops from winning-trade drawdownsStops and loss limits C05Rank rotation and relative strength for portfolio constructionPortfolio construction C05A three-layer audit: regime, breadth, and group RSIIntermarket and spreads C05Constructing a double-smoothed true strength indexIndicators and filters C05Constructing true strength from double-smoothed momentumIndicators and filters C05Constructing a cycle-aware finite impulse response detrenderCycles and spectral analysis C05Next-session high, low, and close from rolling linear regressionTime series and forecasting C05Currency rank rotation and intermarket timingIntermarket and spreads C05Converting OHLC, session, and rollover series for analysisAuction and volume C06Constructing TRIX as triple-smoothed log-price momentumIndicators and filters C06Three-gate stock selection with ranks and point and figureDecision process C06A pre-trade checklist that stays flat until weekly support and TRIX agreeDecision process C06Intermarket confirmation for long-duration bond-fund timingIntermarket and spreads C06Filter size by expected value and ruinSizing and leverage C06Constructing a mass-index from nested exponential averagesIndicators and filters C06Constructing moving averages with weighting schemes and extra filtersIndicators and filters C06Constructing a breadth index from on-balance volumeMarket breadth C06Evaluating maximum-adverse-excursion stop reversals with short time stopsStops and loss limits C06Walk-forward evaluation of weekly price-change patternsTime series and forecasting C06Split-sample floors, ceilings, and standing asideTrend and mean reversion C06Constructing simple, weighted, and exponential moving averagesIndicators and filters C06Bond turning points as a regime check on equity double tops and breakoutsIntermarket and spreads C06Constructing the mass-index range-reversal procedureIndicators and filters C06A pre-trade checklist for locked stops and trend pyramidingDecision process C06Country regime inside global allocation and index proxiesPortfolio construction C06Constructing a rate-complex volume-breadth indexMarket breadth C06Gann-angle intersections and half-range zonesWaves and ratios C07Diagnose regimes before you lock parametersSystem design C07Constructing a nine-state trend, momentum, and breadth scoreIndicators and filters C07A flat moving average as a range regime switchTrend and mean reversion C07Constructing a damping-index trend filterIndicators and filters C07Channel-height ratios for equity trend evaluationStatistical tests C07Evaluating split events across correction and bear regimesSeasonality and regimes C07Walk-forward evaluation of stop overlays on average crossoversEntry and exit rules C07Commodity-bond ratio as an equity regime overlayIntermarket and spreads C08Audit quarterly swing breakouts with a slower average crossEntry and exit rules C08Occupancy and split-sample tests for average crossoversIndicators and filters C08Building a shared workbook for calendar seasonality testsSeasonality and regimes C08Constructing signed market thrust from issue volumeMarket breadth C08A range-reentry case study with a shared adverse-excursion stopTrend and mean reversion C08Pre-trade checklist for trendline and triangle signalsDecision process C08Constructing multi-span smoothed rate-of-change filtersIndicators and filters C08A pre-trade checklist for trendline breaks and loss limitsDecision process C08Constructing exponential averages by the smoothing constant, startup length and lagIndicators and filters C08Constructing exponential averages from simple lookbacksIndicators and filters C08A moving-average slope filter for crossover signalsIndicators and filters C08Electric utilities as bond-regime contextIntermarket and spreads C08Opening-referenced percentile stops for same-session gapsStops and loss limits C08Constructing detrended tests for calendar seasonalitySeasonality and regimes C09Weekly swing invalidation and the trailing stopTrend and channels C09Variable lookback and average true range as a trend-filter constructionIndicators and filters C09Failed range trades as breakout-system testsTrend and mean reversion C09A bear-market loss review that rewrites the pre-trade checklistDecision process C09Building a random walk index trend filterIndicators and filters C09Constructing KST from four weighted smoothed rates of changeIndicators and filters C09Constructing a four-horizon summed rate of changeIndicators and filters C09Critiquing unconfirmed Dow rallies with volumeTrend and channels C09Constructing clustered static and dynamic cycle forecastsCycles and spectral analysis C09Utilities as a rate-regime lead for equitiesIntermarket and spreads C09Nested range smoothing and windowed high-low dampingIndicators and filters C09Audit mechanical system tests for fills and regimesSystem design C10Phase diagrams for moving-average trend filtersIndicators and filters C10Percent filters, log point-and-figure, and breadth residualsMarket breadth C10A semiconductor seasonal-index before the relative-strength overlaySeasonality and regimes C10Stop-first pyramid adds from locked profitSizing and leverage C10Wheat bull leg from a squared counterswing and Gann anglesWaves and ratios C10Constructing indicator phase across averages, volume and bandsIndicators and filters C10A logarithmic point-and-figure construction with weekly breadth scoresChart patterns C10Linked futures series for mechanical system evaluationSystem design C10Constructing a money flow index from volume-weighted RSIIndicators and filters C10A weekly equity stance from the discount-bill spreadIntermarket and spreads C10Construct a bond-led dividend-to-bond-yield regime firstIntermarket and spreads C10Three-horizon KST maturity alignmentIndicators and filters C10Reading the dollar as a rates-regime checkIntermarket and spreads C10Equity-curve average as a live-capital gateDrawdown and survival C10Constructing a composite from weighted smoothed rates of changeIndicators and filters C11Fitting oscillator parameters to stock personalityIndicators and filters C11Constructing relative-strength KST from weighted rate-of-changeIndicators and filters C11Constructing a banded weighted open-TRIN oscillatorIndicators and filters C11Long-horizon MACD construction from paired exponential averagesIndicators and filters C11Gold, the dollar, and a foreign-currency proxyIntermarket and spreads C11Evaluating weekly intermarket context for equity regimesIntermarket and spreads C11Quarterly swing chart construction and trend durationTrend and channels C11Two-point trendline construction from rise over runTrend and channels C11Write down the plan, then wait for the crossDecision process C11Constructing candlestick reversals from body, shadow, and trend locationChart patterns C11Lengthened bond MACD as an equity regime filterIntermarket and spreads C11Bond-fund timing inside trendlines, retracements, and dual averagesTrend and channels C11Constructing a weighted-average TRIN10 with Bollinger envelopesMarket breadth C12Constructing volatility-adaptive exponential smoothingIndicators and filters C12Crowd extremes as a three-gate contrary procedureTrend and mean reversion C12Evaluating equity sleeves against an index-proxy cost dragPortfolio construction C12Constructing a five-cycle time-ratio workbookWaves and ratios C12Constructing nested stochastic lookbacksIndicators and filters C12Constructing volatility-adaptive trailing stopsStops and loss limits C12Gold lead confirmation for commodity-index turnsIntermarket and spreads C12Tick-index extremes as continuation and turn hypothesesMarket breadth C12Real bond yields as a deficit-share regimeIntermarket and spreads C12TRIX lookback and momentum derivative parametersIndicators and filters C12Lock the holiday window as a regime, then veto resistanceSeasonality and regimes C12Turtle trading as one testable Donchian breakout procedureTrend and mean reversion C12Constructing fast and slow stochastic oscillator linesIndicators and filters C12Building TRIX crossover and momentum entries on a period gridEntry and exit rules C12Constructing signed engulfing and doji detectorsChart patterns C12When stops change system timingSystem design C12Risk of ruin and exposure caps as a pre-trade filterDrawdown and survival