Every reading in the archive · 16 · TradersWeek

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1997A range-expansion oscillator that can refuse its own stretchIndicators and filters 1997Stop distance, equity caps, and trading haltsSizing and leverage 1997An ADX threshold and a moving average as a trend filterIndicators and filters 1997Confirm structure and conditions before naming a Triangle patternChart patterns 1997When market cycles are absent more than presentCycles and spectral analysis 1997Sunspot spikes and walk-forward evaluation of an adaptive cycle ruleCycles and spectral analysis 1997Evaluating managed futures as portfolio diversifiersPortfolio construction 1997Grading volume and open interest after moving-average crossesTrend and mean reversion 1997Asymmetric volatility band constructionIndicators and filters 1997Weekly reversal as a three-part hypothesisChart patterns 1997Regime-dependent long and short rules in mechanical systemsTrend and mean reversion 1997A walk-forward check for bond-breadth timingMarket breadth 1997A three-part pullback plan with RSI, Fibonacci retracements, and a tight trendlineWaves and ratios 1997A two-gate held-out test of hand-labeled pullback netsSystem design 1997Options open interest, put-call sentiment, and contrarian contextOptions and volatility 1997RSI trend permission and Fibonacci pullback rulesWaves and ratios 1997Moving-average windows before crossovers and MACDIndicators and filters 1997A spectral estimator that retunes indicators to the measured cycleCycles and spectral analysis 1997Fade and follow entries from stochastic extremesEntry and exit rules 1997Dow high-yield rank rotation as a testable portfolio procedurePortfolio construction 1997Clustered true-range days as a regime label rather than a top forecastIndicators and filters 1997Constructing an investor preference index from two capitalization-weighted seriesIntermarket and spreads 1997Covered call time, probability, and implied volatilityOptions and volatility 1998T3 adaptive smoothing from regression benchmarksIndicators and filters 1998Testing price-channel breakouts with a lag-aware adaptive averageTrend and channels 1998Sliding-window correlation for cup-and-handle constructionChart patterns 1998Evaluating a binary relative-strength allocationPortfolio construction 1998The runs-test as a contract-sizing gateSizing and leverage 1998Double-bottom confirmation and stop placementChart patterns 1998Constructing filters by nesting offsets and variable weightsIndicators and filters 1998A two-bar swing is unfinished until it names the stopEntry and exit rules 1998Constructing anchored momentum from a centered averageIndicators and filters 1998Exit stops before entriesStops and loss limits 1998Two-group exponential average compression as a trend filterIndicators and filters 1998Constructing an efficiency ratio adaptive average and entry filterIndicators and filters 1998Low relative P/E plus a trendline reversal for regime-aware stock selectionPortfolio construction 1998Paired tests for moving-average lag and smoothnessIndicators and filters 1998Treat RSI as a testable filter rather than a triggerIndicators and filters 1998Evaluating linear regression baselines for index valuationTime series and forecasting 1998Testable cycle rules instead of fear and greedDecision process 1998Fifty percent retracement as a channel regime testTrend and channels 1998Exit rules evaluated with a fixed random entryEntry and exit rules 1998R-squared as a two-state trend filter from a price-time fitIndicators and filters 1998Constructing r-squared trend filters with dual lookbacksIndicators and filters 1998Cash recovery grids for residual share constructionPortfolio construction 1998Fitted moving averages for trend add-on entriesTrend and mean reversion 1998Walk-forward audit of regression trend forecastsTime series and forecasting 1998Evaluating a trendline barrier that can only tighten a capped stopStops and loss limits 1998Confirm Dow trends with Market breadth and Head and shouldersMarket breadth 1998Regime filters for mutated indicatorsIndicators and filters 1998Constructing three-state filters from Bollinger band envelopesIndicators and filters 1998Monthly changer rules specified as one mechanical procedureSystem design 1998Close-based channel rails as daily scenario mapsTrend and channels 1998Normalized multi-horizon historical volatility constructionIndicators and filters 1998An earnings-to-price mapping is unfinished until add, reduce, and stand-aside are rulesSystem design 1998The triangle is a waiting room until a two-touch line breaksChart patterns 1998Gold volatility breakout as one written entry and exit procedureEntry and exit rules 1998Vertical debit spreads when implied volatility is elevatedOptions and volatility 1998Turning fear levels into testable rules with a psychological matrixSystem design 1998Nested midpoint construction for a range-normalized oscillatorIndicators and filters