The archive in 2016 · TradersWeek

C01The commodity hold-forever thesis fails drawdown and ruin screensDrawdown and survival C01Volume-confirmed breakout entry rulesEntry and exit rules C01A forecast is a hypothesis, not a sizing licenseDrawdown and survival C01The failure protocol inside a trading decision processDecision process C01Reading a systems catalog as one mechanical procedureSystem design C01Lookback and direction-test parameters for a liquidity-plus-trend screenIndicators and filters C01Earnings straddles, implied volatility, and money-flow filtersIndicators and filters C01Intraday decision areas with Fibonacci and stochastic confirmationEntry and exit rules C01Trend-channel entry rules from stacked moving averagesEntry and exit rules C01Mechanical systems as a gated factorySystem design C01Evaluate futures liquidity before contract selectionLiquidity and costs C01When a tested system must be retiredSystem design C01Median-line far parallel as a precommitted exitTrend and channels C01Ugly double bottom after a yearly lowChart patterns C01Evaluating mechanical trading systems as testable proceduresSystem design C01Building Nyquist-safe lowpass trend filtersIndicators and filters C02Isolating implied volatility with a delta-neutral option-income bookOptions and volatility C02Cap futures leverage before margin turns into debtSizing and leverage C02Score oil-complex tightness before divergence or regressionIntermarket and spreads C02Payroll windows and settlement regimesSeasonality and regimes C02Trade within your league as one decision processDecision process C02Construct HHLLS crossover and breakout entry rulesEntry and exit rules C02Slow thinking over gut feel in complex marketsDecision process C02Three-layer confirmation: adaptive average, stochastic relative strength index, and stop-and-reverseIndicators and filters C02Filter exchange venues before routing ordersOrder types and routing C02Route orders across competing exchange venuesOrder types and routing C02Constructing higher-high and lower-low stochastic pairsIndicators and filters C02A monthly seasonal heatmap as a three-gate regime filterSeasonality and regimes C02Futures liquidity filter with equal-dollar size and effective marginLiquidity and costs C02Prepaid option spreads that bound range-day risk and rewardOptions and volatility C03Continuous index hedges fail the annual cost testOptions and volatility C03A three-layer sector map around a policy-meeting weekWaves and ratios C03How an Average Directional Index filter and a breakout entry form one procedureTrend and mean reversion C03Evaluating an annual valuation rank rotationPortfolio construction C03Expectancy through loss cuts, add-ons, and bounded leverageSizing and leverage C03A double top stays unfinished until candles show controlChart patterns C03Ranking futures liquidity before you pick the contractLiquidity and costs C03Risk-adjusted earnings yield as a portfolio overlayPortfolio construction C03Trend-aligned option entries and trailing exitsEntry and exit rules C03Construct expectancy by bounding losses and winner sizeSizing and leverage C03From nonconfirmation to a bearish primary trend changeTrend and channels C03When trading psychology becomes a testable processDecision process C03Expectancy as an execution skill rather than a backtest scoreDecision process C03Rebuild the book when correlations and commentary flipPortfolio construction C04Treat the end of a trend as a handoff, not a broken systemTrend and mean reversion C04Constructing a first-hour long after a large gap-down openEntry and exit rules C04Evaluating breakouts by share-price bandChart patterns C04Wyckoff's early clerkship as a campaign-reading case studyChart patterns C04Financed protective puts, upside caps, and hedge timingOptions and volatility C04Gap-reversal entry and trailing-stop rulesEntry and exit rules C04A three-gate checklist for longs after a sharp dropEntry and exit rules C04A parabolic trailing stop is not a complete systemEntry and exit rules C04Ranking futures by executable liquidity and open interestLiquidity and costs C04Walk-forward evaluation of a five-parameter parabolic stop-and-reversalSystem design C04Place a yuan devaluation inside peg, contract, and funding contextIntermarket and spreads C04A three-gate classroom on hourly sterlingWaves and ratios C04When a market-structure story rewrites a checklist yesDecision process C04Constructing a gap-fill long as one entry and exit checklistEntry and exit rules C05Trend process versus end-goal tradingDecision process C05A VIX overlay as three stacked constraintsOptions and volatility C05A VIX calendar-spread case after the 2015 volatility spikeOptions and volatility C05Exchange quote fees as execution costs and liquidity filtersLiquidity and costs C05Walk-forward optimization without curve fittingSystem design C05Process-first swing trading and the break-even stopDecision process C05MACD as a zero-line filter with dual moving averagesIndicators and filters C05Broad index allocation, a cash reserve, and staged entriesPortfolio construction C05Use RSI, MACD, and a moving average as a market-health consensusIndicators and filters C05MACD as a zero-line state map with average and Aroon filtersIndicators and filters C05Filter listed futures by relative liquidity and open interestLiquidity and costs C05Aroon as a time check before a MACD zero-line and moving-average stackIndicators and filters C05Walk-forward metric filters and chance-level checks for selected inputsSystem design C05MACD without a signal line, confirmed by moving-average trend filtersIndicators and filters C05Session-gated moving-average entry constructionIndicators and filters C06Psychology belongs inside the trading rule set, not beside itDecision process C06Isolating swings with percentage trend thresholdsTrend and channels C06A permission stack for Bollinger, RSI, and the 50-period averageIndicators and filters C06Closing score from range location as a volume-checked sentiment filterIndicators and filters C06Cash-secured puts under extreme implied volatilityOptions and volatility C06Waves, bases, and the campaign log on a price chartChart patterns C06Credit spreads as an equity cash regime filterIntermarket and spreads C06A Treasury-high-yield ratio as an equity regime filterIntermarket and spreads C06Filter futures by liquidity, open interest, and margin costLiquidity and costs C06Constructing ATR-filtered breakout entriesEntry and exit rules C06Stacking volume, open interest, and trader books around expirationAuction and volume C06Cash-secured put income, assignment, and reward-to-riskOptions and volatility C06Regime-matched rules instead of price forecastsTrend and mean reversion C07An unconfirmed stock double bottom next to a confirmed indexChart patterns C07Dual exponential Super Passband filter constructionIndicators and filters C07A futures liquidity ranking as a screen for executable ordersLiquidity and costs C07Nested correction-size bands and a derived support priceWaves and ratios C07Constructing late entries from serial uptrend gapsChart patterns C07Price action reversals at support and resistanceChart patterns C07Comparing dollar-index futures execution costs and liquidityLiquidity and costs C07Stacking a MACD zero-line cross with Aroon and moving-average filtersIndicators and filters C07Confirmed double-bottom, later pennant, and throwback as separate checkpointsChart patterns C07Nested wave rhythms and double-bottom supportWaves and ratios C07Entropy-diff as a regime switch between trend following and a price channelTrend and mean reversion C07Measurement-first critique of indicator defaultsIndicators and filters C07Reading campaign phases as a live drillChart patterns C07The summer lull is a context errorIntermarket and spreads C08A gold ETF range regime as a short-call ceiling, put floor, and short strangleOptions and volatility C08Same-dollar liquidity-filter for listed futuresLiquidity and costs C08Combining RSI, moving averages, and money flowIndicators and filters C08Tape reading as judgment under distractionTrend and channels C08Ranking systems with a geometric reward-to-risk averageSystem design C08Stage a Trailing stop toward a planned targetEntry and exit rules C08Gann circle eighths, Fibonacci neighbors, and time-price squaresWaves and ratios C08Expected value versus leverage, drawdown, and Kelly sizingSizing and leverage C08Pre-trade risk-reward versus instinctive exitsStops and loss limits C08Fibonacci retracement as a pre-commitment stop mapStops and loss limits C08Box range projections for cup breakout entriesEntry and exit rules C08Constructing a range-midpoint moving averageIndicators and filters C08Gold option income as a margin-sizing problemOptions and volatility C08A peaking dollar and the commodity as a two-market caseIntermarket and spreads C09Weekly inflation-ratio crossover for commodity regimesIndicators and filters C09One-off shocks versus seasonal and secular regimesSeasonality and regimes C09Smoothed RSI and full-cut pivots for option-income exitsIndicators and filters C09MACD line versus histogram is a display problem firstIndicators and filters C09Liquidity filter for executable futures ordersLiquidity and costs C09Liquidity filters, weighting rules, and index proxies in a same-category sleevePortfolio construction C09Read fund listings through costs, then allocation, then diversificationPortfolio construction C09Audit the fund cost-stack, then set the sleeve-mixPortfolio construction C09Trader maturity stages as a critique of an unfinished decision processDecision process C09A 9/36 inflation state for a commodity and dollar basketIntermarket and spreads C09Tuning indicators to measured market cyclesCycles and spectral analysis C09Weekday option expirations as a catalyst-timing overlayOptions and volatility C09Constructing spectral heatmaps for dominant market cyclesCycles and spectral analysis C09Constructing volume-confirmed multiday breakout swingsEntry and exit rules C13Constructing wave labels and retracement zones from chart structureWaves and ratios C13Constructing chart scale with a golden-rectangle aspect ratioTrend and channels C13Score RSI and stochastic crossings only when ADX confirms the trendIndicators and filters C13Constructing wave cycles, Fibonacci spans, and time-price squaresWaves and ratios C13Four gap types as falsifiable trade hypothesesChart patterns C13Gann fans and a 2016 long-wave case as checkpoints, not forecastsCycles and spectral analysis