Every reading in the archive · 14 · TradersWeek

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1995Constructing an accumulative swing index from open-high-low-close comparisonsIndicators and filters 1995Critiquing neural nets as incomplete trading systemsSystem design 1995Input pruning as walk-forward system evaluationTime series and forecasting 1995Explicit exponential weights and binary entry filtersIndicators and filters 1995Constructing range-compression breakout proceduresTrend and mean reversion 1995Commodity channel index construction from typical price to a smoothed zero lineIndicators and filters 1996Named lookbacks, thresholds, and streaks for entry rulesEntry and exit rules 1996Constructing volume-split and advance-decline breadth signalsMarket breadth 1996Building a range-normalized divergence index from relative strength indexIndicators and filters 1996Constructing Elliott wave counts with triangles and FibonacciWaves and ratios 1996Smoothed advance-decline alerts at the 1987 and 1990 turning pointsMarket breadth 1996Constructing a smoothed advance-decline trend filterMarket breadth 1996Nested calendar clocks in long-bond futuresSeasonality and regimes 1996Constructing an endpoint moving average from a least-squares lineIndicators and filters 1996Constructing a price occupancy histogram and a smoothed mobility readingIndicators and filters 1996Weekly market breadth as one procedure on an unused windowMarket breadth 1996Constructing breadth, RSI, and stochastic range filtersIndicators and filters 1996Treat one options idea as a regime-aware portfolio decisionOptions and volatility 1996Constructing a mobility oscillator from price distributionsIndicators and filters 1996New-high and new-low counts as a breadth constructionMarket breadth 1996Scoring equity path consistency with a k-ratio overlaySystem design 1996A volume-gated moving-average trend combinationTrend and mean reversion 1996Constructing mechanical rules from Bollinger Bands and stochasticsSystem design 1996Constructing trendlines and channels from explicit swingsTrend and channels 1996Constructing Bollinger bands, percent-b, and stochasticsIndicators and filters 1996Sector rotation across economic cycle phasesSeasonality and regimes 1996Covered-call writing as income and assignment disciplineOptions and volatility 1996Constructing a log-change stationarity screen with regression or binomial testsStatistical tests 1996Evaluating a multi-market book without picking winnersPortfolio construction 1996Jump and hold filters for long-term Treasury yield directionIndicators and filters 1996A price-channel case study with a pending triangle signal and a planned stop-lossTrend and channels 1996Calibrating Williams %R entries in rising channelsIndicators and filters 1996If a terminal fifth is rewritten, fail the first countWaves and ratios 1996Log-change regression and binomial outlier clusters as an evaluation pipelineStatistical tests 1996Constructing the four-input breadth-volume ratioMarket breadth 1996Constructing dual-gate bond-fund entries from gold-silver jumpsEntry and exit rules 1996Equity path filters for contract size and drawdownSizing and leverage 1996Walk-forward evaluation of gold-index bond-fund rulesSystem design 1996Option smiles as a critique of constant volatilityOptions and volatility 1996Rebuild the equity-path ratio before it ranks a designed systemSystem design 1996Variable position size after entrySizing and leverage 1996Constructing on-balance volume, volume-price analysis, and the negative volume indexMarket breadth 1996When speculative flows decouple bonds from stocksIntermarket and spreads 1996Constructing a price-volume percent-B disparityIndicators and filters 1996The high, tight flag as a three-checkpoint continuation examChart patterns 1996Evaluating moving-average turn entries and slope exitsEntry and exit rules 1996Constructing volume disparity from percent-bIndicators and filters 1996Constructing the McClellan oscillator and a calibrated summation indexMarket breadth 1996Smoothed alpha from paired log-change regressionIndicators and filters 1996The Alpha coefficient as a signed Trend filter for treasury bondsIndicators and filters 1996Constructing daily pivot points from session pricesTrend and channels 1996Annual normalized-yield rank rotation for cyclical sleevesPortfolio construction 1996Volatility-ratio, inside-day and narrow-range-4 entry constructionEntry and exit rules 1996Constructing four-state range-volume barsIndicators and filters 1996Pairing short and long historical volatility for regime contextOptions and volatility 1996Constructing double tops from a resistance retest to a trough breakChart patterns 1996Volatility contraction and narrow-range breakout rulesEntry and exit rules 1996Match a technology position to an index-proxy, then to a listed futures contractPortfolio construction 1996Evaluating weekday-in-month filters for index day tradesSeasonality and regimes 1996Evaluating month-end yield gaps for equity regimesIntermarket and spreads