The archive in 2001 · TradersWeek

C01Constructing confirmation filters for RSI overbought and oversold extremesIndicators and filters C01Expire-worthless folklore and option-income riskOptions and volatility C01Shared lookback as the identity of a log range indexIndicators and filters C01A lookback range index for market variabilityIndicators and filters C01Constructing a Gartley from wave retracementsWaves and ratios C01Money beliefs that veto trading rulesDecision process C01Construct a winter seasonal window as one procedureSeasonality and regimes C02Constructing volume breadth with a negative volume index and up/down ratiosMarket breadth C02Inspectable rules when system write-ups dry upSystem design C02When certainty turns off the stopDecision process C02Second-low confirmation with a percentage oscillator and money-flow filterIndicators and filters C02Monte Carlo drawdown risk and volatility position sizingDrawdown and survival C03Swiss franc: seasonal permission and a weekly point-and-figure breakoutSeasonality and regimes C03Turning one candle into a ranked numeric objectIndicators and filters C03Numeric candlestick encoding with local size bandsIndicators and filters C03Retail routing and market versus limit fillsOrder types and routing C03The opening range as a measuring stick for a ladder breakoutTrend and mean reversion C03Constructing pair spreads with z-score triggersIntermarket and spreads C03Audit high-turnover operating conditions as one procedureDecision process C03Confirming rate of change divergences with priceIndicators and filters C03February soybean high breakout and June trailing stopSeasonality and regimes C03Day-trading rules need a pre-trade decision processDecision process C04Ticket charges, internalization, and hidden size on the tapeLiquidity and costs C04Nonlinear Ehlers filter construction from momentum and distance weightsIndicators and filters C04Review the operator before you rewrite the planDecision process C04Constructing point-and-figure boxes and reversalsChart patterns C04Momentum trendline breaks need price confirmationIndicators and filters C04Straddles, strangles, and calendars in an index portfolio contextOptions and volatility C04Constructing butterfly-spreads from a weekly impulse to daily DWaves and ratios C05Credit-spread construction that can fail before any order is sentOptions and volatility C05Constructing VWAP support and resistance from cumulative volumeAuction and volume C05Rebased relative performance charts for sector rotationIntermarket and spreads C05Reader tests for unfinished lookback oscillatorsIndicators and filters C05Stop triggers and opening-only short market ordersOrder types and routing C05Evaluating an opening reaction as one timed stop procedureEntry and exit rules C05Earnback period ranking for growth-adjusted screensPortfolio construction C05Equal-weight pictures, rank rotation, and regime-aware allocationPortfolio construction C05Soybean crop regimes, triangles, and channel breaksSeasonality and regimes C06Constructing an elastic volume-weighted average and volatility bandsIndicators and filters C06How a fixed smoother becomes a living parameter surfaceIndicators and filters C06Round-number clusters behind support and pattern signalsOrder types and routing C06Folding rule: stacking three trendlines on an accelerating swingChart patterns C06Constructing a color stack from every lookbackTrend and channels C06Constructing broadening and complex bottomsChart patterns C06An elastic volume-weighted moving average from a share-count lookbackIndicators and filters C06Price must confirm every setupDecision process C07Constructing vertical debit spreads with a preset risk-reward filterOptions and volatility C07Market breadth, On-balance volume, and Rate of Change as a combined timing frameworkMarket breadth C07Bounded crash risk with capital units and optimal fDrawdown and survival C07Construct a same-session polarity card around the daily pivotTrend and channels C07Constructing a variable-interval average from a difference-oscillator or volatility forecastIndicators and filters C07Construct a variable-interval simple moving average from stacked extremesIndicators and filters C07Constructing relative-strength ratios for spreads and rotationIntermarket and spreads C07Convert a survival ceiling into a volatility filterDrawdown and survival C07Alertness is a size filter, not a moodDrawdown and survival C08Constructing double tops from failed resistance retestsChart patterns C08Constructing a non-range-bound balance of market power scoreIndicators and filters C08A volume budget clock for trend-segment constructionTrend and channels C08Flat versus pointed iron condor strike architectureOptions and volatility C08Construct reward to risk before entryStops and loss limits C08Know Sure Thing with stacked horizons and trendline confirmationIndicators and filters C08Smoothing balance of market power with a moving averageIndicators and filters C08Rewrite a seasonal crude signal as a put credit spreadSeasonality and regimes C08Hourly Donchian and Turtle rules locked after one walk-forward windowTrend and mean reversion C09Trading inside the cup-with-handle before the breakoutChart patterns C09Form-first Elliott wave construction with phiWaves and ratios C09Adaptive averages driven by cycle-phase speedIndicators and filters C09Critique of the informal trading pauseDecision process C09Encoding candle structure as a numeric filterIndicators and filters C09Ranked candlestick sentiment to band-cross entriesEntry and exit rules C10Building in-gear volume-price overlaysMarket breadth C10A two-gate classroom test for a two-window momentum trend filterIndicators and filters C10Filter higher lows with linear regression, then judge the exitEntry and exit rules C10A historically derived growth checklist for entry, exit, and staying outDecision process C10Inner weights are part of the candlestick signalIndicators and filters C10When beta hedging misreads portfolio volatilityOptions and volatility C10Impulse-wave subcounts as a case-study filterWaves and ratios C10Ignored sells need an execution filterDecision process C10Why trend, range, and Dow rules need separate testsTrend and mean reversion C10Sector rotation, timing and leverage as a regime case studySeasonality and regimes C10Calendar spreads as range overlays with wing repairsOptions and volatility C10A runs test before volatility and expected-value sizingSizing and leverage C10Displayed-size filters in multi-venue index-share executionLiquidity and costs C11Control over capital in the trader decision processDecision process C11Critiquing Turtle trend following as a drawdown budgetTrend and mean reversion C11Constructing nearest-neighbor forecasts gated by a trend filterTime series and forecasting C11Constructing Elliott wave counts with Fibonacci ratiosWaves and ratios C11Year-end high and low as a four-state regime filterSeasonality and regimes C11Specificity turns wishes into checkable trading rulesDecision process C11Confirming a price-box break with on-balance volume and the accumulation-distribution lineTrend and channels C11Nearest-neighbor one-week forecast from log-price patternsTime series and forecasting C11Failed chart patterns as reverse breakout signalsChart patterns C11Regime-dependent cycle timing after four-year and seasonal lowsSeasonality and regimes C11Place a small-cap growth idea inside a regime mapSeasonality and regimes C12Financed call ratio repair for a gapped longOptions and volatility C12Four-step opening-hour bias and trailing stopsEntry and exit rules C12Displayed size, venue rules, and execution costsLiquidity and costs C12Bear-market confirmation via prior correction troughsTrend and channels C12Two tests of a rate-adjusted earnings-yield gapIndicators and filters C12Two-bar candlestick reversal as a timed constructionChart patterns C12Constructing a slanted head-and-shoulders when the chart is tiltedChart patterns C12Constructing MACD from exponential average spreads and a signal lineIndicators and filters C12Construct a volume-weighted continuous-lead contractAuction and volume C12Threshold RSI and stochastic setups with next-bar stopsEntry and exit rules C12Rising and falling three continuation candle constructionChart patterns C12Count the key reversal up before coding a mechanical exitEntry and exit rules C13Courage fails unless trading rules are written and testedDecision process C13A concentrated value book with announced-deal cashPortfolio construction C13Market breadth, beta, and volume-price confirmationMarket breadth C15Keep three jobs separate when you test a composite scoreIndicators and filters C15Park one options idea inside an implied and historical volatility regimeOptions and volatility C15Evaluate portfolio survival with value-at-risk, budgets, and scenariosDrawdown and survival C15Swing trading with trailing stops and fixed loss exitsEntry and exit rules C15Building custom stock baskets with weights and averagingPortfolio construction C15Regime context from relative venue volume, breadth, and intermarket spreadsIntermarket and spreads C15Testing horizontal price channels with stops and scaleTrend and channels C15Cycle composites, price channels, and two-sided signalsCycles and spectral analysis