By year135 readings
The archive in 1994
Every reading published in 1994, in issue order. The whole corpus stays one click away.
C01Polarized fractal efficiency with a shared exponential smootherC01Constructing lag-reduced double exponential averages for MACDC01Three-horizon construction of the Haurlan indexC01Constructing polarized fractal efficiency as a path filterC01Constructing Chaikin money flow and a double-exponential smootherC01Monthly drawdown limits when cash competes with equityC01Constructing the double exponential average from lag cancellationC01Constructing the Chaikin oscillator from close-in-range volumeC01Constructing a smoothed on-balance tick momentum oscillatorC01Regression-seeded nested exponential price filterC01Pairing stochastic divergence with trendline invalidationC01Constructing a tick-line momentum oscillatorC01Competing-bid calendar spreads and implied volatilityC02TEMA1 from nested exponential averages, then a two-horizon MACDC02Constructing hourly index futures lattices from live volatilityC02Histogram confirmation and a second-series veto for MACD-family alertsC02Pre-trade gates for belief and stateC02Seeding TEMA and DEMA with time-trend regressionC02Constructing MACD from lag-reduced exponential averagesC02Mechanical timing with out-of-sample and filter checksC02Inflation-deflation regimes inside the stock cycleC02Keep entry, exit and sit-out as one procedureC02Seeding DEMA2 filters to build a MACD signalC03Cash-first stops beyond crowded landmarksC03Known failure points inside the yen triangle phase checklistC03License candlestick signals with oscillators and weekly vetoesC03When fear vetoes a tested trading systemC03Set the portfolio risk budget before you sizeC03Window length for moving-window spectral forecastsC03MACD crossovers then short-horizon rank rotationC03Constructing daily advance-decline breadth toolsC03Five-interval exponential smoothing of ten-interval signed path-efficiencyC03Constructing impulse and corrective Elliott wave labelsC04Bench-testing smoothers with cycle phase and powerC04Building a composite regime score from monetary climate and weekly trendC04Estimating closeout value on a Treasury bond options strangleC04Label the tape before you read stochastic or Williams %RC04Building dominant-cycle spectra with FFT preprocessingC04Building average directional index, the stochastic pair, and Williams percent R from highs, lows, and closesC04Constructing a spreadsheet FFT power spectrum from daily pricesC04When standing puts fail the drawdown testC04Starting capital from worst-case portfolio walk-forwardsC04Constructing frequency response from a three-stage filter cascadeC04Cycle-tuned momentum with spectral peaksC04Evaluating percentage profit exits on trend-following averagesC04Preprocessing prices so Fourier peaks set moving-average lengthsC04Constructing WAMI power and phase spectraC05Construct historical-optimum-leverage from one equity-pathC05Unit-invariant trend filters and the c-testC05Implied volatility as a band-defined regime filter for index optionsC05When a comfort ceiling, not market state, is the failure modeC05Read one advance-decline pair through three windowsC05Checklist-gated session entry in 1993 index futuresC05Market life expectancy as a risk filterC05Even-money call spread after a stop-limit gapC05Confirming Elliott wave turns with channels and the commodity channel indexC05The late-bull intermarket clock and regression-channel gatesC05Keep constant leverage left of the equity peakC05Constructing an eleven-period commodity channel indexC06Constructing a composite from weighted, smoothed rate-of-change windowsC06Hand-ranked price-volume series with stacked smoothing and stochasticC06Constructing a two-speed advance-decline oscillator and a calibrated summationC06Evaluating system changes with chi-square, Sharpe, and leverageC06Three locks on a day-session order, then a staged exitC06Failed Treasury put-call signal and a dollar regime shiftC06Constructing calibrated market-breadth summation indexesC06Bound small-account risk before adding leverageC06A two-horizon case study of a market-breadth oscillatorC06Construct the four-state price-volume rank before filtering itC06Trading commitment as a balanced decision processC06Gold as a cycle clock for commodities and yieldsC06Walk-forward evaluation of genetic index rulesC07Separate survey, put-call, and premium ledgers before a regime callC07Late-cycle breadth as an allocation examC07Constructing a 40-period envelope on on-balance volumeC07A three-lock reversal drill: line, oscillator, and volumeC07Constructing On-balance volume with smoothing and timeframe confirmationC07First-hour opening-range construction as a refusal problemC07A comparable group-trend ledger from published ranksC08Constructing gold-mining rate-of-change tripwires for Treasury bondsC08Constructing range overlap and bar-pattern filters from neighboring OHLC barsC08Slump recovery as a testable decision procedureC08Repeated option-premium prints and a four-zone regime mapC08Building a five-level daily pivot gridC08Equal-weight holding count as a construction controlC08Quality screens and dividend-yield regime mapsC08Gold-mining seasonality and bond-fund duration switchingC08Keep a wave count as a draft until money flow and a trendline agreeC08Constructing the money flow index as a volume-weighted relative strength indexC09Centering a dual lowpass bandpass on a counted cycleC09Building the relative-strength-index from signed close changesC09Fourier-tuned momentum filter designC09Evaluating rsi-ratio bands on a linked currency-spreadC09Constructing relative strength index lookbacks, bands, and confirmation filtersC09Hesitation as an incomplete decision processC09Constructing the thousand-line advance-decline indicatorC09Constructing labeled cycle lengths from FFT spectraC09A capacity-stress checklist across commodities, bonds, and breadthC09Constructing a cycle-aligned bandpass from paired lowpass filtersC09Stacked candlestick confirmation on Malaysian indexes, 1994C10Constructing a three-rule moving-average systemC10Trading weaknesses as testable process inputsC10Constructing seasonal slots from windows, analog years, and implied volatilityC10Evaluating DJIA weakness inside the quarterly futures cycleC10Shared sigma for trend entries, retests and stopsC10Evaluating money supply as a linear leading-index baselineC10Constructing a dual-net day-ahead index direction forecastC10Selecting option expiration and strike by expected valueC10Lead oscillator breaks need price trendline confirmationC10Constructing rate-of-change midpoints, lookbacks and divergenceC10Rate of change parameters for testable entriesC11Evaluating a Coppock-style rate of change as a bottom-regime filterC11Constructing a relative-strength MACD crossover spreadsheetC11Stacking scored filters into a hierarchical stock outlook systemC11Score industrial and transport sync before calling an intermediate-trend signalC11Evaluating eight-year election regimesC11Constructing a Bollinger band-width trend filterC11Alpha screening and regime-aware portfolio constructionC11Extreme short-rate declines as equity regime contextC11Mental imagery as an unlogged execution filterC11Constructing entry and exit on a relative-strength MACDC11Nested averages for an annual momentum curveC11Ratio MACD crossover as a portfolio weight filterC12Price oscillator from two moving averagesC12Constructing a pre-trade discipline checklistC12Seasonal range regimes as a futures context overlayC12Cup-and-handle base construction and volume breakoutC12Aliasing, leakage, and dominant-cycle reads from sampled pricesC12A clocked stochastic second crest with a window-high stopC12Neural-net construction as a mechanical trading-system problemC12A pre-trade checklist that can refuse a long three waysC12Comfort-zone overrides of testable trade rulesC12Averaging Relative Strength Index and the stochastic oscillator into one reversal oscillatorC12Relative valuation as regime context for fund allocationC12Evaluating weekly trend-following and mean-reversion timing rules