The archive in 1995 · TradersWeek

C01Evaluating emotional overrides in a rule-based decision procedureDecision process C01Building the commodity channel index from typical priceIndicators and filters C01T-test evaluation of simulated trade returnsStatistical tests C01Open-range stops after a fifty percent retracementStops and loss limits C01Seasonal and political cycle maps as tested abstention regimesSeasonality and regimes C01From a downtrend-line break to a regression channelTrend and channels C01Consecutive-day regimes in the put-call premium ratioOptions and volatility C01Consensus presignal filters for Relative Strength Index, MACD and the Stochastic oscillatorIndicators and filters C01Commodity Channel Index band rules lag zero-line timingIndicators and filters C01Constructing an intermarket neural net trading systemSystem design C01A Kelly-style leverage grid and reshuffled pathsSizing and leverage C01Optimal f as a leverage bound for commodity account growthSizing and leverage C01Emotion rebound as a system rule failureDecision process C01Risk of ruin as a pre-entry position filterDrawdown and survival C02Stock leverage from compounded returns and margin costSizing and leverage C02Constructing least-squares trend channelsTrend and channels C02Constructing mean-deviation histograms and price quantilesStatistical tests C02Collapse correlated inputs via a joint-state chi-square sequenceStatistical tests C02Contrary sentiment and put-call premiums around large Dow swingsOptions and volatility C02Constructing a least-squares trend channel with two-standard-deviation railsTrend and channels C02Constructing equity versus leverage with resampled tradesSizing and leverage C02Construct centering into entry, exit, and abstentionDecision process C02Evaluating mechanical switch rules with a stop-loss order and Sharpe ratioEntry and exit rules C03Validated trendline and price channel constructionTrend and channels C03Cup-with-handle construction: confirm the cup, the handle, then the breakoutChart patterns C03Evaluating index futures OHLC reversals with RSI and time stopsEntry and exit rules C03Staged reversal rules with commodity channel index and average channelsEntry and exit rules C03Weekly-close breakout entry and trailing exit in EurodollarsEntry and exit rules C03Canceled prints versus executable fillsOrder types and routing C03Three setup gates and a session-count clock complete a long bottomEntry and exit rules C03Resistance-audit for trading rule constructionDecision process C03Intermediate-term allocation with drawdown filtersPortfolio construction C04Range breakout rules with an expansion filter and moving-average exitsEntry and exit rules C04Rolling correlation windows for shifting intermarket regimesIntermarket and spreads C04Pin one reference close and roll companion correlations as an overlayIntermarket and spreads C04Constructing a noise-buffered parabolic trailing stopIndicators and filters C04Constructing a reproducible alpha-beta price channelTrend and channels C04Constructing a dual-horizon force indexIndicators and filters C04Market z-score residuals for style pair constructionPortfolio construction C04Regime-aware stock screening with intermarket contextIntermarket and spreads C04Regime filters for a dominant long waveCycles and spectral analysis C04A tight-range volatility breakout as one classroom procedureEntry and exit rules C04Constructing parabolic SAR as an accelerating trailStops and loss limits C04Filter leverage by sequence-loss oddsSizing and leverage C04A modified volatility construction for weeks-to-months regimesOptions and volatility C05A weighted eleven-month Dow rate of change as one testable timing procedureIndicators and filters C05Constructing mechanical trendline breakout entriesEntry and exit rules C05Constructing measured targets after trendline breaksTrend and channels C05Constructing breadth ratio gates after lookback drawdownsMarket breadth C05The promised result as one testable trading procedureDecision process C05Restating market breadth timing rules as ratiosMarket breadth C05Sequenced covered-call repair after a growth-stock drawdownOptions and volatility C05Linear baseline holdout checks for annual bill-rate forecastsTime series and forecasting C05Assembling range, breadth, and a stored stop into one procedureEntry and exit rules C05NYSE tick extremes and candlestick reversal entriesChart patterns C06Weekly long-only trend rules with a gated retracement exitTrend and mean reversion C06Constructing an adaptive moving average with an efficiency ratio and filterIndicators and filters C06Evaluating contrarian sentiment thresholds for bond futuresEntry and exit rules C06Inflation-ratio overlays, peso breaks and election cyclesIntermarket and spreads C06Combining a trend rule, a breakout trigger, and a seasonal filterTrend and mean reversion C06Write a weekly breakout as one parameterized entry and exitEntry and exit rules C06The exponential smoothing constant from averaging lagIndicators and filters C06Range expansion filter on multi-horizon averagesIndicators and filters C06A cycle-tuned lead filter from bounded oscillatorsIndicators and filters C06Real-body support, resistance, and close-through breakoutsChart patterns C07Constructing price envelopes from averages, volatility, and regressionIndicators and filters C07Projection bands from high and low regression slopesIndicators and filters C07Constructing regression projection bands and range oscillatorsIndicators and filters C07Constructing projection bands from least-squares slopesIndicators and filters C07Cup-completion cheat before the handle breakoutChart patterns C07Percentage boxes turn a three-box reversal into a scale decisionTrend and channels C07Filtered waves, overdue duration, candles, and trendWaves and ratios C07Evaluating asymmetric percent-reversal trading rulesEntry and exit rules C07Psychology is the trading system's execution layerDecision process C07Single-mode thinking leaves gaps in trading decisionsDecision process C07Constructing a percent-reversal wave filterWaves and ratios C07Constructing cup and cap entries with a three-bar net lineChart patterns C08A normalized dispersion screen for trend-followingStatistical tests C08Filtered swing ledger for MW pattern constructionWaves and ratios C08Act on a pattern change, not on formula signalsDecision process C08Stopping points as checklist and stop failuresDecision process C08Constructing indicator lookbacks from Fourier spectraCycles and spectral analysis C08Futures systems start with whether to tradeDecision process C08Dividend-yield regression as a hold versus momentum gateTime series and forecasting C08A supermarket-chain case for yield, trendline, and a written checklistDecision process C08Evaluate mechanical systems as a three-way fit testSystem design C09Read one equity position on a joint yield-regime cardIntermarket and spreads C09Evaluating zero-line patterns on a breadth-price oscillatorIndicators and filters C09Constructing a high-low relative volatility trend filterIndicators and filters C09Constructing minimum tradable cycles from spectral noiseCycles and spectral analysis C09Building Aroon and RSI-family oscillators from price and timeIndicators and filters C09Constructing the relative volatility index and inertiaIndicators and filters C09Operator burnout as decision-process failureDecision process C09When analysis and execution must become one procedureDecision process C09Construct the Aroon indicator as a time-since-extreme oscillatorIndicators and filters C09Building a short-range breadth and price oscillatorIndicators and filters C09A flattening trendline as a critique of the fundamental overlayTrend and channels C10Evaluating option-expiration weeks as index regimesSeasonality and regimes C10Chart patterns as tactics, not strategyChart patterns C10Adaptive length as a construction choice inside exponential smoothingIndicators and filters C10Matching vertical spreads to forecast confidenceOptions and volatility C10Building momentum-scaled adaptive moving averagesIndicators and filters C10Constructing a two-proportion Z-test for hit ratesStatistical tests C10Evaluating a least-squares end-point moving average on a known test seriesIndicators and filters C10Construct a put-call ratio for regime-aware contrarian signalsOptions and volatility C10Two-gate breakout confirmation with adaptive averagesIndicators and filters C10Spectral whipsaw limits for a price-crossing averageCycles and spectral analysis C10Payoff anchors for bull and bear vertical spreadsOptions and volatility C10A pre-trade checklist that bounds loss before the orderDecision process C11Constructing scaled z-score normalization for model inputsIndicators and filters C11A short-to-long historical-volatility ratio as a regime-gateOptions and volatility C11Constructing three-pivot median-line channelsTrend and channels C11A weekly two-close breakout and an eight-week time stopEntry and exit rules C11When success breaks the trading procedureDecision process C11Walk-forward evaluation of a municipal futures timed fund switchIntermarket and spreads C11Sizing a trend futures sleeve in a 1995 policy shiftPortfolio construction C11Why historically tested rules fail without a decision processDecision process C11Constructing an accumulative swing index from open-high-low-close comparisonsIndicators and filters C12Trading as a business: a case study of preparation and rule-based entryDecision process C12Critiquing neural nets as incomplete trading systemsSystem design C12Decisive execution as one tested procedureDecision process C12A decision-process database from analyst to traderDecision process C12Input pruning as walk-forward system evaluationTime series and forecasting C12Explicit exponential weights and binary entry filtersIndicators and filters C12Constructing range-compression breakout proceduresTrend and mean reversion C12Commodity channel index construction from typical price to a smoothed zero lineIndicators and filters