Every reading in the archive · 15 · TradersWeek

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1996Constructing session-indexed standard error bandsIndicators and filters 1996Score each trader class against itself, then slice by monthSeasonality and regimes 1996Standard-error bands, width gates, and weekday countsIndicators and filters 1996Crowded stochastics, false breakouts, and hidden stopsEntry and exit rules 1996Declare the oscillator seed, then calibrate only the summation indexMarket breadth 1996Constructing a standard-error envelope around a linear regressionIndicators and filters 1996Four-stage double-bottom constructionChart patterns 1996Construct the coil first, then time the apex and the measured moveChart patterns 1996Currency futures crossover with slope, bond filter, and stopEntry and exit rules 1996Dual-horizon ratio envelopes and regression error channelsIndicators and filters 1996Parameter grids can fit random walksSystem design 1996Constructing linear-regression alpha from a yield gapIndicators and filters 1996Dual-horizon bands for a precious-metals cash switchEntry and exit rules 1996Pork belly Commitment of Traders signals depend on the seasonal windowSeasonality and regimes 1996Median-line pitchfork construction for trend and reversal testsTrend and channels 1996Regime-aware allocation beyond a single equity trendPortfolio construction 1996Ascending triangle and Descending triangle breakout case studyChart patterns 1996Walk-forward analysis belongs in the design of a mechanical trading systemTime series and forecasting 1996Higher time frame balance points as a trend and band filterTrend and channels 1996Normalize price and volume onto a common scaleIndicators and filters 1996Value filter then rank-rotate as one procedurePortfolio construction 1996Two-market average crossover entry with a fixed stopEntry and exit rules 1996Require both a trend filter and a cycle oscillator before entryTrend and mean reversion 1996Float turnover as a construction rule for bases and breakoutsChart patterns 1996Name the regime before the sector breakoutIntermarket and spreads 1996Expanding triangle as a dual-label fourth-wave reversal worksheetChart patterns 1997When a holdout fails, discard the rule setSystem design 1997Daily advance-decline and new-high new-low breadth signalsMarket breadth 1997Three-gate centered strength in market-breadth constructionMarket breadth 1997Hidden horizon assumptions in dominant-cycle readingsCycles and spectral analysis 1997Constructing extendedness from a 10 percent swing filterIndicators and filters 1997A 1995 industrial-average breakout mapped from component trendsTrend and channels 1997Constructing a moving regression oscillatorIndicators and filters 1997Why a daily timing evaluation depends on interval, lookbacks, and the fitting objectiveIndicators and filters 1997Point-and-figure box scale and reversal constructionChart patterns 1997Candlestick breadth timing on the 1996 S&P 100Chart patterns 1997Precommit an equity-risk cap and a profit-retracement exitEntry and exit rules 1997Failed trade review of a descending-triangle breakdownChart patterns 1997Confirm the MACD turn with price, then exit on the histogramIndicators and filters 1997Long-term trend following and pyramiding as one holding-period procedureTrend and mean reversion 1997A midpoint rate-of-change test for bond trend follow-throughIndicators and filters 1997Rational group structure with a trend screen, RSI, and bandsIndicators and filters 1997Normalized yield rank rotation as a full portfolio procedurePortfolio construction 1997Rising wedge construction, breakout, and volumeChart patterns 1997Zero-lag cycle filters can fail on a price seriesCycles and spectral analysis 1997Relative volatility rank for covered-call overlaysOptions and volatility 1997Constructing a short-rate-adjusted equity momentum filterIndicators and filters 1997Walk-forward windows as a diagnostic of parameter instabilitySystem design 1997Build a chi-square stationarity screen before you forecastStatistical tests 1997Constructing bump and run reversal channelsChart patterns 1997Construction of a filtered three-average crossoverEntry and exit rules 1997Constructing the TRIX oscillator from triple smoothingIndicators and filters 1997Dynamic zones for oscillator buy and sell levelsIndicators and filters 1997Test rewarded rule breaks before replacing the systemDecision process 1997Constructing a parabolic trailing stop that only tightensStops and loss limits 1997A defined-risk short vertical as a single testable procedureOptions and volatility 1997Reconstructing a stochastic oscillator, MACD, and a triple-smoothed oscillatorIndicators and filters 1997Walk-forward validation of a market-breadth timing ruleMarket breadth 1997Construct a head-and-shoulders before the neckline breakChart patterns 1997Walk-forward rules keep system research from rewriting live tradesSystem design