The archive in 1996 · TradersWeek

C01Named lookbacks, thresholds, and streaks for entry rulesEntry and exit rules C01Constructing volume-split and advance-decline breadth signalsMarket breadth C01Building a range-normalized divergence index from relative strength indexIndicators and filters C01Constructing Elliott wave counts with triangles and FibonacciWaves and ratios C01Smoothed advance-decline alerts at the 1987 and 1990 turning pointsMarket breadth C01Constructing a smoothed advance-decline trend filterMarket breadth C01Between-trade recovery as one decision procedureDecision process C01Nested calendar clocks in long-bond futuresSeasonality and regimes C02Constructing an endpoint moving average from a least-squares lineIndicators and filters C02Constructing a price occupancy histogram and a smoothed mobility readingIndicators and filters C02Weekly market breadth as one procedure on an unused windowMarket breadth C02The unfinished-system trap in simple decision rulesDecision process C02Constructing breadth, RSI, and stochastic range filtersIndicators and filters C02Treat one options idea as a regime-aware portfolio decisionOptions and volatility C02Grading track records by drawdown, expected value, and ruinDrawdown and survival C02Testing Fibonacci retracement bins with moving-average swingsWaves and ratios C02Constructing a mobility oscillator from price distributionsIndicators and filters C03New-high and new-low counts as a breadth constructionMarket breadth C03A commodity-basket redesign read as a proxy and a calendar-spreadIntermarket and spreads C03Scoring equity path consistency with a k-ratio overlaySystem design C03A volume-gated moving-average trend combinationTrend and mean reversion C03Constructing mechanical rules from Bollinger Bands and stochasticsSystem design C03When risk breaks practiced system executionDecision process C03Constructing volume-confirmed average-cross entriesEntry and exit rules C03Constructing trendlines and channels from explicit swingsTrend and channels C03Constructing Bollinger bands, percent-b, and stochasticsIndicators and filters C03Sector rotation across economic cycle phasesSeasonality and regimes C03Covered-call writing as income and assignment disciplineOptions and volatility C04Isolation in a losing stretch belongs in the written procedureDecision process C04Constructing a log-change stationarity screen with regression or binomial testsStatistical tests C04A 1990s case on liquidity cycles, rank rotation, and cross-market sleevesPortfolio construction C04Evaluating a multi-market book without picking winnersPortfolio construction C04Jump and hold filters for long-term Treasury yield directionIndicators and filters C04Constructing option theta from premium, volatility, and moneynessOptions and volatility C04A price-channel case study with a pending triangle signal and a planned stop-lossTrend and channels C04Constructing closed rules for spikes, time stops and gap failuresEntry and exit rules C04Calibrating Williams %R entries in rising channelsIndicators and filters C04If a terminal fifth is rewritten, fail the first countWaves and ratios C04Log-change regression and binomial outlier clusters as an evaluation pipelineStatistical tests C04Constructing the four-input breadth-volume ratioMarket breadth C05Evaluating presidential party terms as equity regimesSeasonality and regimes C05Constructing dual-gate bond-fund entries from gold-silver jumpsEntry and exit rules C05Constructing and optimizing volatility position-sizing profilesSizing and leverage C05Treat the mechanical signal as a draft, not a decisionDecision process C05Equity path filters for contract size and drawdownSizing and leverage C05Walk-forward evaluation of gold-index bond-fund rulesSystem design C05Option smiles as a critique of constant volatilityOptions and volatility C05Rebuild the equity-path ratio before it ranks a designed systemSystem design C05Variable position size after entrySizing and leverage C05Constructing on-balance volume, volume-price analysis, and the negative volume indexMarket breadth C05Evaluating event-day range breakouts in bondsEntry and exit rules C06When speculative flows decouple bonds from stocksIntermarket and spreads C06Constructing a price-volume percent-B disparityIndicators and filters C06Employment-release direction as a later-month persistence testStatistical tests C06Evaluate S&P 500 seasonal windows before using leverageSeasonality and regimes C06When goal proximity overrides one trading procedureDecision process C06Constructing fade rules from an empirical deviation histogramStatistical tests C06The high, tight flag as a three-checkpoint continuation examChart patterns C06Constructing a matched percent-B volume disparityIndicators and filters C06Evaluating moving-average turn entries and slope exitsEntry and exit rules C06Constructing volume disparity from percent-bIndicators and filters C07Constructing the McClellan oscillator and a calibrated summation indexMarket breadth C07Evaluating a daily volume-strength and new-high new-low timing procedureMarket breadth C07Smoothed alpha from paired log-change regressionIndicators and filters C07When emotional overload breaks testable rulesDecision process C07Index spread pairs with seasonal filters and limit ordersIntermarket and spreads C07The Alpha coefficient as a signed Trend filter for treasury bondsIndicators and filters C07Constructing daily pivot points from session pricesTrend and channels C07A dominant cycle is a baseline, not a reprintSeasonality and regimes C08Personality-fit rules before earned intuitionDecision process C08Annual normalized-yield rank rotation for cyclical sleevesPortfolio construction C08Volatility-ratio, inside-day and narrow-range-4 entry constructionEntry and exit rules C08Constructing four MFI bar states from range and volumeIndicators and filters C08A price-weighted technology index as a hedge and sector proxyIntermarket and spreads C08Constructing four-state range-volume barsIndicators and filters C08Pairing short and long historical volatility for regime contextOptions and volatility C08Constructing double tops from a resistance retest to a trough breakChart patterns C08State-gate checklist for trading decisionsDecision process C08Volatility contraction and narrow-range breakout rulesEntry and exit rules C08Match a technology position to an index-proxy, then to a listed futures contractPortfolio construction C08Evaluating weekday-in-month filters for index day tradesSeasonality and regimes C08Evaluating month-end yield gaps for equity regimesIntermarket and spreads C08Critique of decision states that break system rulesDecision process C09The commitment gap as a testable decision processDecision process C09Constructing session-indexed standard error bandsIndicators and filters C09A pre-trade checklist for pullback entries and abstentionDecision process C09Score each trader class against itself, then slice by monthSeasonality and regimes C09Standard-error bands, width gates, and weekday countsIndicators and filters C09Neutral option income in a rich implied-volatility regimeOptions and volatility C09Crowded stochastics, false breakouts, and hidden stopsEntry and exit rules C09Declare the oscillator seed, then calibrate only the summation indexMarket breadth C09Constructing a standard-error envelope around a linear regressionIndicators and filters C09Four-stage double-bottom constructionChart patterns C10Trader-created losses as decision procedure failuresDecision process C10Construct the coil first, then time the apex and the measured moveChart patterns C10Currency futures crossover with slope, bond filter, and stopEntry and exit rules C10Dual-horizon ratio envelopes and regression error channelsIndicators and filters C10Parameter grids can fit random walksSystem design C10Constructing linear-regression alpha from a yield gapIndicators and filters C10Dual-horizon bands for a precious-metals cash switchEntry and exit rules C10Seasonality and presidential election cycle regimesSeasonality and regimes C10Pork belly Commitment of Traders signals depend on the seasonal windowSeasonality and regimes C10Median-line pitchfork construction for trend and reversal testsTrend and channels C10Regime-aware allocation beyond a single equity trendPortfolio construction C11Constructing phase from a dominant-cycle sine and cosine pairCycles and spectral analysis C11Ascending triangle and Descending triangle breakout case studyChart patterns C11Constructing market phase from dominant-cycle componentsCycles and spectral analysis C11Walk-forward analysis belongs in the design of a mechanical trading systemTime series and forecasting C11Higher time frame balance points as a trend and band filterTrend and channels C11Normalize price and volume onto a common scaleIndicators and filters C11Value filter then rank-rotate as one procedurePortfolio construction C11Treat a volume-price surge as a contingency tableStatistical tests C11Inner commentary as an unlogged system overrideDecision process C11Two-market average crossover entry with a fixed stopEntry and exit rules C12Two-bar exponential-average breakout as setup, stop, and flattenEntry and exit rules C12Require both a trend filter and a cycle oscillator before entryTrend and mean reversion C12Float turnover as a construction rule for bases and breakoutsChart patterns C12Constructing a two-bar clearance breakout from a twenty-session exponential averageEntry and exit rules C12Name the regime before the sector breakoutIntermarket and spreads C12Expanding triangle as a dual-label fourth-wave reversal worksheetChart patterns C12Test decision style as one trading procedureDecision process