The archive in 2004 · TradersWeek

C01Bearish chart patterns need confirmation before the turnChart patterns C01Four-month rule: auto stocks as a market-regime warningIntermarket and spreads C01Failed-breakout overlays on trending marketsTrend and mean reversion C01A completed supercycle count as a Fibonacci ratio laboratoryWaves and ratios C01Opening and midday ranges as an on-balance-volume breakout caseMarket breadth C01Spectral peaks are mode diagnostics, not forecastsCycles and spectral analysis C01Combining noncorrelated trend and reversion systemsPortfolio construction C01Construct TRIX entry, exit, and rest windows as one recipeEntry and exit rules C01Testing a locked forty-week cycle with a hold-or-sit-out ruleCycles and spectral analysis C01Calendar construction from exercise style, time budget, and carryOptions and volatility C01Constructing pivot commonality across timeframesTrend and channels C02Weekly MACD-histogram timing of bear-market ralliesIndicators and filters C02Size-and-style sleeves as a weekly regime mapIntermarket and spreads C02Stacking heikin-ashi, swing charts, and a moving average in strong trendsTrend and channels C02Splitting entry and exit speed by regimeEntry and exit rules C02Option loss pacing with spreads and protective putsOptions and volatility C02Constructing action-reaction swing targets and time stopsTrend and channels C02Constructing stops from candle control levelsStops and loss limits C02When tested rules fail to fireDecision process C02Intermediate-term breakout rules and fifty-day exitsEntry and exit rules C02Covered-call income is not a safety netOptions and volatility C02Heikin-Ashi candle construction as an OHLC transformIndicators and filters C02Reconstructing Heikin-Ashi bars from smoothed OHLCIndicators and filters C02Three after-close filters on a two-basket pairs procedureSystem design C02Dollar-loss tolerance versus percent-of-equity stopsStops and loss limits C03Posted margin as the scarce input of an option-income writeOptions and volatility C03Volume confirmation is not optional for a head-and-shoulders reversalChart patterns C03Construct a mechanical rank for triangular formationsChart patterns C03Direct access order routing after the display rulesOrder types and routing C03Opening auction envelopes and crutch pairsAuction and volume C03Constructing index volume for price-volume signalsAuction and volume C03Wave labels as a checklist for expansion versus contractionWaves and ratios C03Testing a 1987 stock and gold analog by wave degreeWaves and ratios C03Building a daily score from regression, retracement, and volumeIndicators and filters C03Trend pullbacks with a fifty-day average and relative strength indexTrend and mean reversion C03Constructing a volume-weighted moving average as a forecast baselineIndicators and filters C04RSI and momentum agreement as an asymmetric filterIndicators and filters C04Same-strike calendar construction, decay income, and account gatesOptions and volatility C04The championship conference rule as a yearly regime case studySeasonality and regimes C04Piecewise trend quality from moving-average reversalsIndicators and filters C04Country closed-end funds shared one average checklist and four regimesIntermarket and spreads C04Pattern breakouts need a primary-trend filterChart patterns C04A two-stage Durbin-Watson residual screenStatistical tests C04Candlestick triggers filtered by MACD divergenceIndicators and filters C04Evaluating chart patterns against price objectivesChart patterns C04Constructing first-order residual autocorrelation testsStatistical tests C04Volume as an independent check on price oscillatorsMarket breadth C04Constructing a semicycle trend-quality filterIndicators and filters C04Specialist prints, opening exits and live tape filtersOrder types and routing C04Psychological wounds that override a tested systemDecision process C04Dollar-weighted Put-call ratio constructionOptions and volatility C04Constructing stochastic oscillator bands, crosses and divergenceIndicators and filters C04Compact structure as a two-step candlestick and triangle testChart patterns C05Capping futures leverage to intended share exposureSizing and leverage C05Compressive last-stage oscillator constructionIndicators and filters C05Build a phase-change index as a reversal ruleIndicators and filters C05Cross-index volatility gauges as a premium regime mapOptions and volatility C05Rebuild every industry as a share of one rank scoreboardPortfolio construction C05The average directional index as a regime gate for the relative strength index and the stochastic oscillatorIndicators and filters C05Volume-weighted column averages and crossovers on point-and-figure chartsIndicators and filters C05Dual-average confirmation at shared prior highsChart patterns C05Stress-test seasonal windows across regimes, then add channelsSeasonality and regimes C05Confirming index reversals with candlesticks, stochastics and averagesChart patterns C05Assembling a bounded RSI pathIndicators and filters C05Constructing protective collars and reading cheap premiaOptions and volatility C05Read one stock idea as a late-cycle puzzleIntermarket and spreads C06Constructing synthetic calls and puts with stockOptions and volatility C06Constructing a volume-flow rule from money flowIndicators and filters C06Mute triangles, histogram force, and trader optimizationSystem design C06A case study of the shark-attack Fibonacci retracementWaves and ratios C06Testing triangle breakouts against volume filtersChart patterns C06Retail forex tickets as implementation-cost contractsOrder types and routing C06A three-check drill for support and resistanceTrend and channels C06Constructing an options straddle from historical and implied volatilityOptions and volatility C06Cleaned breadth oscillator and new-high divergence: a swing-market case fileMarket breadth C06Constructing a volume-flow series from on-balance volumeIndicators and filters C06Constructing a volatility-gated volume-flow measureIndicators and filters C06Keep entry, exit and abstention balanced as one procedureDecision process C06Commodity subgroups labeled by crossover, support, or convergenceIntermarket and spreads C06Rank rotation after a path split, then Robustness testingTrend and mean reversion C06A 50-day average touch as a screening procedureTrend and mean reversion C06Opening-zone checklist for short-hold tradesDecision process C07Evaluating P/E overlays with matched crossoversIndicators and filters C07Volume-flow slope divergence, then separate on-balance-volume and crossover rulesIndicators and filters C07A pretrade risk lockbox at Elliott ABC endsWaves and ratios C07Volume-flow indicator construction from on-balance volumeIndicators and filters C07Confirmation as the second clock on a trend breakTrend and channels C07Overnight session entry rules after regular hoursEntry and exit rules C07Constructing the cash open from futures fair valueIntermarket and spreads C07A 2004 four-pair snapshot of a dollar-bloc FX regimeIntermarket and spreads C07Listed-stock limit envelopes versus market-order routingOrder types and routing C07Name the stop, require a 1:3 reward, then scale out halfStops and loss limits C07Band construction as a testable trading procedureSystem design C07Index option execution through expiration and volatility contextOptions and volatility C07Hammer and hanging-man bars still need context and confirmationChart patterns C07A critique of one-procedure trading decisionsDecision process C07Auditing volume-on-retest rules for prior highs and lowsTrend and channels C08Constructing falsifiable reversal and continuation patternsChart patterns C08Evaluating advance-issues-momentum on a fixed-symbol-basketMarket breadth C08Regime permission from trendlines, channels, and range edgesTrend and mean reversion C08Volume flow and band construction as one inspectable problemIndicators and filters C08Evaluate rank rotation only where persistence already existsPortfolio construction C08Bounded risk before entry: stop, size, and leverageSizing and leverage C08Constructing an index-options overlay with dividend premiums and open interestOptions and volatility C08Delta-neutral options as regime-aware portfolio insuranceOptions and volatility C08Rate-hike regimes and sector rotation as a case studySeasonality and regimes C08Constructing trendline calls with doji and engulfingChart patterns C08The last hour as a stack of forced executionsLiquidity and costs C08Strength-rated hammer candlestick constructionChart patterns C08Listed volatility futures as a portfolio volatility hedgeOptions and volatility C08Cobweb turning points from price structureChart patterns C08Confirming index turns with envelopes, divergence, and breadthMarket breadth C09Precommit exits when regret outweighs prideDecision process C09Full-window evaluation of crossover trend systemsTrend and mean reversion C09Copper as a regime map for cycles and recessionsSeasonality and regimes C09Always-on delayed-weak and live-strong sector sleevesPortfolio construction C09Reverse-engineered RSI as an explicit next-bar price targetIndicators and filters C09Constructing RSI on highs, lows, and reverse targetsIndicators and filters C09Constructing a stock-versus-bond regime from earnings yieldsIntermarket and spreads C09Evaluating trend rules against no-skill baselinesStatistical tests C09Forex trend confirmation with Average Directional Index, Parabolic SAR, and trendlinesTrend and mean reversion C09When a late trend bends: test the pause before sizing a reversalTrend and mean reversion C09Simple dual confirmation for a short-horizon index-futures systemSystem design C09Protective collar, straddle exits, and index settlementOptions and volatility C09Constructing flags, pennants, and triangles from swing pivotsChart patterns C09Constructing the McClellan oscillator and summation indexMarket breadth C09Decompose high, low, and close into separate forecast streamsIndicators and filters C09Weekly exponential averages turn from breakout rails to resistanceTrend and channels C09Reading candlestick closes on trendline and neckline testsChart patterns C09Half-size energy futures as a pre-trade leverage filterSizing and leverage C10Constructing wave-ratio clusters with Fibonacci and GannWaves and ratios C10Nested smoothing recipes versus unaudited oscillator experimentsIndicators and filters C10A daily veto that left only a two-point afternoon shortEntry and exit rules C10Why on-balance volume and the accumulation-distribution line disagreeIndicators and filters C10Staging energy-complex tops with trendline, breakout, and MACDTrend and channels C10Treat a 15-minute e-mini stair-step as congestion under a daily lidTrend and channels C10The harami inner close as a reversal barometerChart patterns C10Weekly-average and price-channel states on sector depositary basketsIndicators and filters C10A day-trading breakeven matrix for size and win rateSizing and leverage C10A hot streak does not retire the trading checklistDecision process C10Sector fund rank rotation with regression and trailing stopsSystem design C10Constructing least-squares trendlines from ordered pricesTime series and forecasting C10Bound the loss before leverage changes sizeSizing and leverage C10Constructing the Commodity Channel Index from typical price and mean deviationIndicators and filters C10Implied-volatility premium on rate indexesOptions and volatility C10Constructing the Commodity Channel Index from typical priceIndicators and filters C10Mechanical stops leak intent and misprice lossesStops and loss limits C10Session volume-weighted average for limit placement and listed routingLiquidity and costs C10Doji construction, shadow geometry, and confirmationChart patterns C11TRIX momentum and fundamental overlays for medium-term stock selectionIndicators and filters C11Candle diagnosis needs Western targets and stopsChart patterns C11Two-average trend filters as a classroom critique of indicator stackingIndicators and filters C11Volume breakout as signal, pullback as entryEntry and exit rules C11Constructing true-range-specified volume as a directional filterIndicators and filters C11Reading auction signals to choose an open, a close, or a VWAP pathAuction and volume C11Construct a corrective rising wedge before treating it as a shortChart patterns C11Election-year seasonality as trade regime contextSeasonality and regimes C11Wait-rule collapse in a mistaken sale cascadeDecision process C11Stacking crossovers, MACD and pyramiding across currency timeframesEntry and exit rules C11Constructing signal and noise from market waveformsCycles and spectral analysis C11Shifting calendar regimes and election-cycle analogsSeasonality and regimes C11Constructing a true-range volume power-shift filterIndicators and filters C11Make the trading system the starDecision process C11Credit-spread exits, implied volatility, and strike gridsOptions and volatility C12Auditing advance-decline confirmation for scale, horizon, and compositionMarket breadth C12A continuation triangle with Fibonacci targets and an apex stopChart patterns C12Late-cycle expiration loss and skew as regime contextOptions and volatility C12Constructing gap classifications from price contextChart patterns C12Constructing a trend filter from two adjacent high-low windowsIndicators and filters C12A first currency-market checklist with two averages and a slow stochasticDecision process C12Treat every paper umbrella as a timed experimentChart patterns C12Scale-in on a two-close reversal instead of using a price stopSizing and leverage C12Evaluating a two-window trend triggerTrend and mean reversion C12Range-bound calendar spreads and precommitted exitsOptions and volatility C12Morning star reversal graded with a stochastic oversold checkChart patterns C12Range-bound tape as a filter for trend and oscillator rulesTrend and mean reversion C12The confirmation-reaction planning window after a joint breakTrend and channels C12Head-and-shoulders neckline constructionChart patterns C12Constructing a fifteen-bar trend trigger as a next-open systemIndicators and filters C13Point-and-figure column moving-average crossoversIndicators and filters