The archive in 1997 · TradersWeek

C01Construct a trailing stop from beta and priceStops and loss limits C01Rule-based intraday system design with genetic searchSystem design C01Mechanical trading before subjective judgmentDecision process C01When a holdout fails, discard the rule setSystem design C01Daily advance-decline and new-high new-low breadth signalsMarket breadth C01Three-gate centered strength in market-breadth constructionMarket breadth C02Evolving three-rule systems with genetic templatesSystem design C02Hidden horizon assumptions in dominant-cycle readingsCycles and spectral analysis C02Constructing calendar regime overlays and volume-weighted rulesSeasonality and regimes C02Constructing extendedness from a 10 percent swing filterIndicators and filters C02A decision-logic filter for the July-November soybean spreadIntermarket and spreads C02A 1995 industrial-average breakout mapped from component trendsTrend and channels C02Stacking calendar regimes around election yearsSeasonality and regimes C03Constructing a moving regression oscillatorIndicators and filters C03Audit the holdout and the exposure before the fitted entriesSystem design C03Why a daily timing evaluation depends on interval, lookbacks, and the fitting objectiveIndicators and filters C03Convert a market story into a testable decision processDecision process C03Point-and-figure box scale and reversal constructionChart patterns C03Candlestick breadth timing on the 1996 S&P 100Chart patterns C03Precommit an equity-risk cap and a profit-retracement exitEntry and exit rules C03Testing bond and stock seasonality before you tradeSeasonality and regimes C04Failed trade review of a descending-triangle breakdownChart patterns C04Confirm the MACD turn with price, then exit on the histogramIndicators and filters C04Long-term trend following and pyramiding as one holding-period procedureTrend and mean reversion C04Inner forecasts that override system hold rulesDecision process C04A midpoint rate-of-change test for bond trend follow-throughIndicators and filters C04Calendar seasonality as a testable trading procedureSeasonality and regimes C04Rational group structure with a trend screen, RSI, and bandsIndicators and filters C04Constructing market thrust from breadth and volumeMarket breadth C04Normalized yield rank rotation as a full portfolio procedurePortfolio construction C05A conscious rebuild of trading rules after changeDecision process C05Rising wedge construction, breakout, and volumeChart patterns C05Zero-lag cycle filters can fail on a price seriesCycles and spectral analysis C05Relative volatility rank for covered-call overlaysOptions and volatility C05Constructing a short-rate-adjusted equity momentum filterIndicators and filters C05Walk-forward windows as a diagnostic of parameter instabilitySystem design C06Build a chi-square stationarity screen before you forecastStatistical tests C06Constructing bump and run reversal channelsChart patterns C06Streamline trading rules until the signals agreeDecision process C06Construction of a filtered three-average crossoverEntry and exit rules C06Bond timing rules as one testable procedureEntry and exit rules C06Constructing the TRIX oscillator from triple smoothingIndicators and filters C06Lunar phase delay as a testable seasonal regimeSeasonality and regimes C07Constructing rainbow charts with repeated smoothingTrend and mean reversion C07Dynamic zones for oscillator buy and sell levelsIndicators and filters C07Construct a nested-average rainbow band and oscillatorIndicators and filters C07Test rewarded rule breaks before replacing the systemDecision process C07Constructing a parabolic trailing stop that only tightensStops and loss limits C07A defined-risk short vertical as a single testable procedureOptions and volatility C08Walk-forward tests after system optimizationSystem design C08Seasonal wheat and corn spread windowsIntermarket and spreads C08Reconstructing a stochastic oscillator, MACD, and a triple-smoothed oscillatorIndicators and filters C08Walk-forward validation of a market-breadth timing ruleMarket breadth C08Construct a head-and-shoulders before the neckline breakChart patterns C08Walk-forward rules keep system research from rewriting live tradesSystem design C08A range-expansion oscillator that can refuse its own stretchIndicators and filters C09Stop distance, equity caps, and trading haltsSizing and leverage C09Constructing the relative strength index as a bounded up-down close oscillatorIndicators and filters C09An ADX threshold and a moving average as a trend filterIndicators and filters C09Testing breakout rate versus rally speedStatistical tests C09Confirm structure and conditions before naming a Triangle patternChart patterns C09When market cycles are absent more than presentCycles and spectral analysis C09Sunspot spikes and walk-forward evaluation of an adaptive cycle ruleCycles and spectral analysis C09Evaluating managed futures as portfolio diversifiersPortfolio construction C09Regime-aware allocation versus binary timingPortfolio construction C10Belief checklists that invalidate mechanical systemsDecision process C10Grading volume and open interest after moving-average crossesTrend and mean reversion C10Seasonal filters for corn-wheat spread breakoutsIntermarket and spreads C10Three-line break as a one-parameter mechanical filterTrend and mean reversion C10Asymmetric volatility band constructionIndicators and filters C10Constructing on-balance volume as a signed running totalMarket breadth C10Measuring chart pattern height for breakout targetsChart patterns C11Weekly reversal as a three-part hypothesisChart patterns C11Regime-dependent long and short rules in mechanical systemsTrend and mean reversion C11A walk-forward check for bond-breadth timingMarket breadth C11A three-part pullback plan with RSI, Fibonacci retracements, and a tight trendlineWaves and ratios C11A two-gate held-out test of hand-labeled pullback netsSystem design C11Options open interest, put-call sentiment, and contrarian contextOptions and volatility C11RSI trend permission and Fibonacci pullback rulesWaves and ratios C11Moving-average windows before crossovers and MACDIndicators and filters C11A spectral estimator that retunes indicators to the measured cycleCycles and spectral analysis C12Fade and follow entries from stochastic extremesEntry and exit rules C12Limits as a single trading decision procedureDecision process C12Dow high-yield rank rotation as a testable portfolio procedurePortfolio construction C12Constructing a range-sum volume-force oscillatorIndicators and filters C12Clustered true-range days as a regime label rather than a top forecastIndicators and filters C12A three-layer construction for a signed volume-force oscillatorIndicators and filters C12Why failed random-walk tests still need careful Monte Carlo workStatistical tests C12Constructing an investor preference index from two capitalization-weighted seriesIntermarket and spreads C12Lock the ohlc-bar before a flag or candle becomes a setupChart patterns C12Covered call time, probability, and implied volatilityOptions and volatility