Every reading in the archive · 13 · TradersWeek

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1995Evaluating mechanical switch rules with a stop-loss order and Sharpe ratioEntry and exit rules 1995Validated trendline and price channel constructionTrend and channels 1995Cup-with-handle construction: confirm the cup, the handle, then the breakoutChart patterns 1995Staged reversal rules with commodity channel index and average channelsEntry and exit rules 1995Weekly-close breakout entry and trailing exit in EurodollarsEntry and exit rules 1995Intermediate-term allocation with drawdown filtersPortfolio construction 1995Rolling correlation windows for shifting intermarket regimesIntermarket and spreads 1995Pin one reference close and roll companion correlations as an overlayIntermarket and spreads 1995Constructing a noise-buffered parabolic trailing stopIndicators and filters 1995Constructing a reproducible alpha-beta price channelTrend and channels 1995Constructing a dual-horizon force indexIndicators and filters 1995Market z-score residuals for style pair constructionPortfolio construction 1995Regime-aware stock screening with intermarket contextIntermarket and spreads 1995Regime filters for a dominant long waveCycles and spectral analysis 1995A tight-range volatility breakout as one classroom procedureEntry and exit rules 1995Constructing parabolic SAR as an accelerating trailStops and loss limits 1995A modified volatility construction for weeks-to-months regimesOptions and volatility 1995A weighted eleven-month Dow rate of change as one testable timing procedureIndicators and filters 1995Constructing mechanical trendline breakout entriesEntry and exit rules 1995Constructing measured targets after trendline breaksTrend and channels 1995Constructing breadth ratio gates after lookback drawdownsMarket breadth 1995Restating market breadth timing rules as ratiosMarket breadth 1995Sequenced covered-call repair after a growth-stock drawdownOptions and volatility 1995Linear baseline holdout checks for annual bill-rate forecastsTime series and forecasting 1995Assembling range, breadth, and a stored stop into one procedureEntry and exit rules 1995NYSE tick extremes and candlestick reversal entriesChart patterns 1995Constructing an adaptive moving average with an efficiency ratio and filterIndicators and filters 1995A cycle-tuned lead filter from bounded oscillatorsIndicators and filters 1995Real-body support, resistance, and close-through breakoutsChart patterns 1995Constructing price envelopes from averages, volatility, and regressionIndicators and filters 1995Projection bands from high and low regression slopesIndicators and filters 1995Constructing regression projection bands and range oscillatorsIndicators and filters 1995Constructing projection bands from least-squares slopesIndicators and filters 1995Cup-completion cheat before the handle breakoutChart patterns 1995Filtered waves, overdue duration, candles, and trendWaves and ratios 1995Constructing a percent-reversal wave filterWaves and ratios 1995Constructing cup and cap entries with a three-bar net lineChart patterns 1995Filtered swing ledger for MW pattern constructionWaves and ratios 1995Dividend-yield regression as a hold versus momentum gateTime series and forecasting 1995A supermarket-chain case for yield, trendline, and a written checklistDecision process 1995Read one equity position on a joint yield-regime cardIntermarket and spreads 1995Evaluating zero-line patterns on a breadth-price oscillatorIndicators and filters 1995Building Aroon and RSI-family oscillators from price and timeIndicators and filters 1995Construct the Aroon indicator as a time-since-extreme oscillatorIndicators and filters 1995Building a short-range breadth and price oscillatorIndicators and filters 1995A flattening trendline as a critique of the fundamental overlayTrend and channels 1995Chart patterns as tactics, not strategyChart patterns 1995Adaptive length as a construction choice inside exponential smoothingIndicators and filters 1995Matching vertical spreads to forecast confidenceOptions and volatility 1995Building momentum-scaled adaptive moving averagesIndicators and filters 1995Evaluating a least-squares end-point moving average on a known test seriesIndicators and filters 1995Construct a put-call ratio for regime-aware contrarian signalsOptions and volatility 1995Two-gate breakout confirmation with adaptive averagesIndicators and filters 1995Payoff anchors for bull and bear vertical spreadsOptions and volatility 1995A pre-trade checklist that bounds loss before the orderDecision process 1995Constructing scaled z-score normalization for model inputsIndicators and filters 1995A short-to-long historical-volatility ratio as a regime-gateOptions and volatility 1995Constructing three-pivot median-line channelsTrend and channels 1995Walk-forward evaluation of a municipal futures timed fund switchIntermarket and spreads 1995Why historically tested rules fail without a decision processDecision process