Every reading in the archive · 12 · TradersWeek

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1994Constructing an eleven-period commodity channel indexIndicators and filters 1994Constructing a composite from weighted, smoothed rate-of-change windowsIndicators and filters 1994Constructing a two-speed advance-decline oscillator and a calibrated summationMarket breadth 1994Evaluating system changes with chi-square, Sharpe, and leverageStatistical tests 1994Three locks on a day-session order, then a staged exitEntry and exit rules 1994Failed Treasury put-call signal and a dollar regime shiftIntermarket and spreads 1994Constructing calibrated market-breadth summation indexesMarket breadth 1994Bound small-account risk before adding leverageSizing and leverage 1994A two-horizon case study of a market-breadth oscillatorMarket breadth 1994Construct the four-state price-volume rank before filtering itIndicators and filters 1994Gold as a cycle clock for commodities and yieldsIntermarket and spreads 1994Walk-forward evaluation of genetic index rulesSystem design 1994Separate survey, put-call, and premium ledgers before a regime callOptions and volatility 1994A three-lock reversal drill: line, oscillator, and volumeTrend and channels 1994Constructing On-balance volume with smoothing and timeframe confirmationIndicators and filters 1994First-hour opening-range construction as a refusal problemEntry and exit rules 1994A comparable group-trend ledger from published ranksIntermarket and spreads 1994Constructing gold-mining rate-of-change tripwires for Treasury bondsIntermarket and spreads 1994Repeated option-premium prints and a four-zone regime mapOptions and volatility 1994Building a five-level daily pivot gridTrend and channels 1994Equal-weight holding count as a construction controlPortfolio construction 1994Quality screens and dividend-yield regime mapsPortfolio construction 1994Gold-mining seasonality and bond-fund duration switchingSeasonality and regimes 1994Keep a wave count as a draft until money flow and a trendline agreeWaves and ratios 1994Centering a dual lowpass bandpass on a counted cycleIndicators and filters 1994Constructing the thousand-line advance-decline indicatorMarket breadth 1994Constructing labeled cycle lengths from FFT spectraCycles and spectral analysis 1994A capacity-stress checklist across commodities, bonds, and breadthIntermarket and spreads 1994Constructing seasonal slots from windows, analog years, and implied volatilitySeasonality and regimes 1994Evaluating money supply as a linear leading-index baselineTime series and forecasting 1994Constructing a dual-net day-ahead index direction forecastTime series and forecasting 1994Lead oscillator breaks need price trendline confirmationIndicators and filters 1994Constructing rate-of-change midpoints, lookbacks and divergenceIndicators and filters 1994Rate of change parameters for testable entriesIndicators and filters 1994Evaluating a Coppock-style rate of change as a bottom-regime filterIndicators and filters 1994Constructing a relative-strength MACD crossover spreadsheetIndicators and filters 1994Stacking scored filters into a hierarchical stock outlook systemIndicators and filters 1994Score industrial and transport sync before calling an intermediate-trend signalTrend and channels 1994Constructing a Bollinger band-width trend filterIndicators and filters 1994Extreme short-rate declines as equity regime contextIntermarket and spreads 1994Constructing entry and exit on a relative-strength MACDEntry and exit rules 1994Nested averages for an annual momentum curveIndicators and filters 1994Price oscillator from two moving averagesIndicators and filters 1994Cup-and-handle base construction and volume breakoutChart patterns 1994A clocked stochastic second crest with a window-high stopIndicators and filters 1994Neural-net construction as a mechanical trading-system problemSystem design 1994A pre-trade checklist that can refuse a long three waysDecision process 1994Averaging Relative Strength Index and the stochastic oscillator into one reversal oscillatorIndicators and filters 1994Relative valuation as regime context for fund allocationPortfolio construction 1994Evaluating weekly trend-following and mean-reversion timing rulesTrend and mean reversion 1995Building the commodity channel index from typical priceIndicators and filters 1995From a downtrend-line break to a regression channelTrend and channels 1995Consecutive-day regimes in the put-call premium ratioOptions and volatility 1995Consensus presignal filters for Relative Strength Index, MACD and the Stochastic oscillatorIndicators and filters 1995Commodity Channel Index band rules lag zero-line timingIndicators and filters 1995Constructing an intermarket neural net trading systemSystem design 1995A Kelly-style leverage grid and reshuffled pathsSizing and leverage 1995Constructing least-squares trend channelsTrend and channels 1995Constructing mean-deviation histograms and price quantilesStatistical tests 1995Collapse correlated inputs via a joint-state chi-square sequenceStatistical tests