The archive in 1998 · TradersWeek

C01T3 adaptive smoothing from regression benchmarksIndicators and filters C01Testing price-channel breakouts with a lag-aware adaptive averageTrend and channels C01Sliding-window correlation for cup-and-handle constructionChart patterns C01Evaluating a binary relative-strength allocationPortfolio construction C01Writing entry, target, and trail as one procedureEntry and exit rules C01The runs-test as a contract-sizing gateSizing and leverage C01Happiness as a tradable decision processDecision process C01Double-top confirmation before the measured moveChart patterns C02Drawdown limits before a trend system is allowed to tradeDrawdown and survival C02Warfare metaphors as untested trading rulesDecision process C02Double-bottom confirmation and stop placementChart patterns C02Constructing filters by nesting offsets and variable weightsIndicators and filters C02A two-bar swing is unfinished until it names the stopEntry and exit rules C02Constructing anchored momentum from a centered averageIndicators and filters C02Exit stops before entriesStops and loss limits C02Two-group exponential average compression as a trend filterIndicators and filters C03Hedge-fund sleeves under a hard drawdown limitPortfolio construction C03Constructing an efficiency ratio adaptive average and entry filterIndicators and filters C03Low relative P/E plus a trendline reversal for regime-aware stock selectionPortfolio construction C03Paired tests for moving-average lag and smoothnessIndicators and filters C03Treat RSI as a testable filter rather than a triggerIndicators and filters C03Evaluating linear regression baselines for index valuationTime series and forecasting C03Testable cycle rules instead of fear and greedDecision process C03Fifty percent retracement as a channel regime testTrend and channels C03Exit rules evaluated with a fixed random entryEntry and exit rules C03Constructing a generosity gate for trade decisionsDecision process C04An offense-defense matrix for regime-aware stock selectionPortfolio construction C04Evaluating trailing stops as two-parameter loss filtersStops and loss limits C04A noise-offset breakout judged after walk-forward re-estimationEntry and exit rules C04R-squared as a two-state trend filter from a price-time fitIndicators and filters C04Wave and ratio self-similarity as a testable chart hypothesisWaves and ratios C04Constructing r-squared trend filters with dual lookbacksIndicators and filters C04Cash recovery grids for residual share constructionPortfolio construction C04Fitted moving averages for trend add-on entriesTrend and mean reversion C05Constructing support-resistance oscillators and Fibonacci time zonesWaves and ratios C05Walk-forward audit of regression trend forecastsTime series and forecasting C05Test serial dependence before you optimize a mechanical systemStatistical tests C05Lagged phase clocks for market cyclesCycles and spectral analysis C05Evaluating a trendline barrier that can only tighten a capped stopStops and loss limits C05A weekly composite-score that classifies despair, euphoria, or neitherSeasonality and regimes C05Return-path volatility and the recovery burdenDrawdown and survival C06Confirm Dow trends with Market breadth and Head and shouldersMarket breadth C06Regime filters for mutated indicatorsIndicators and filters C06Constructing three-state filters from Bollinger band envelopesIndicators and filters C06Moving-average cross, range mode, and stop-reversalsTrend and mean reversion C06Why trading systems need a sensory decision baseDecision process C06Monthly changer rules specified as one mechanical procedureSystem design C06Seasonal system construction without curve-fittingSystem design C07Secure f keeps Optimal f sizing inside a Drawdown limitSizing and leverage C07Close-based channel rails as daily scenario mapsTrend and channels C07Normalized multi-horizon historical volatility constructionIndicators and filters C07A Wyckoff spring is unfinished until it is a few-parameter systemDecision process C07An earnings-to-price mapping is unfinished until add, reduce, and stand-aside are rulesSystem design C07The triangle is a waiting room until a two-touch line breaksChart patterns C07Combine seasonal, election, and yield rules as one procedureSeasonality and regimes C07Gold volatility breakout as one written entry and exit procedureEntry and exit rules C08Vertical debit spreads when implied volatility is elevatedOptions and volatility C08Turning fear levels into testable rules with a psychological matrixSystem design C08Constructing a stock-book duration proxy from beta and bond marketsIntermarket and spreads C08Nested midpoint construction for a range-normalized oscillatorIndicators and filters C08Filter stacks that combine a moving average with exponential smoothingIndicators and filters C08Ledger audit of exits, payoff, and overlapDecision process C09Mechanical rules against mindtrapsDecision process C09Daily momentum rank-churn as a portfolio-construction problemPortfolio construction C09Percentage back-adjusted futures seriesAuction and volume C09Wyckoff action sequence as a classroom chart drillChart patterns C09Moving-average candidates gated by support and resistanceEntry and exit rules C09Gating a weekly average crossover with stored support and resistanceTrend and mean reversion C09Walk-forward evaluation of a noise-filtered bond-futures breakoutEntry and exit rules C09Finish a trend with a volatility trail, wave permission, and a slower-frame vetoTrend and mean reversion C10Cup-with-handle construction rulesChart patterns C10Gold as a cross-market regime barometerIntermarket and spreads C10Mapping industrial-average swings with Fibonacci growth and retracementsWaves and ratios C10Timed breakout rules after a nested-bar contractionEntry and exit rules C10Oversold confirmation as a staged rule-based-entry caseEntry and exit rules C10Binomial baselines for discount-rate change timingStatistical tests C10Optimal f contract counts versus equity fractionsSizing and leverage C10Rank rotation, value screens, and ten-stock diversificationPortfolio construction C11Constructing rounded-bottom cups as testable entriesChart patterns C11Regression channels anchored to Williams %R turning windowsTrend and channels C11Testing reversal formations in bond futuresChart patterns C11Evaluating a cubic least-squares currency trend with walk-forward segmentsTime series and forecasting C11Seasonal stock-index windows beyond the January effectSeasonality and regimes C11Be rich or be right: when only a written checklist counts as a systemDecision process C11Triangle breakouts filtered by an exponential average and exited with parabolic stopsEntry and exit rules C12Walk-forward evaluation of recursive yen trend signalsSystem design C12Rule-based Trendline construction for testable entriesEntry and exit rules C12Moving-average length is a habit, not a secretIndicators and filters C12When quieter returns lose their survival edgeDrawdown and survival C12Strike selection from a return distribution and implied volatilityOptions and volatility C12A return-to-loss filter for drawdown-aware evaluationDrawdown and survival