Every reading in the archive · 17 · TradersWeek

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1998Ledger audit of exits, payoff, and overlapDecision process 1998Daily momentum rank-churn as a portfolio-construction problemPortfolio construction 1998Finish a trend with a volatility trail, wave permission, and a slower-frame vetoTrend and mean reversion 1998Cup-with-handle construction rulesChart patterns 1998Gold as a cross-market regime barometerIntermarket and spreads 1998Mapping industrial-average swings with Fibonacci growth and retracementsWaves and ratios 1998Timed breakout rules after a nested-bar contractionEntry and exit rules 1998Oversold confirmation as a staged rule-based-entry caseEntry and exit rules 1998Binomial baselines for discount-rate change timingStatistical tests 1998Rank rotation, value screens, and ten-stock diversificationPortfolio construction 1998Constructing rounded-bottom cups as testable entriesChart patterns 1998Regression channels anchored to Williams %R turning windowsTrend and channels 1998Testing reversal formations in bond futuresChart patterns 1998Evaluating a cubic least-squares currency trend with walk-forward segmentsTime series and forecasting 1998Triangle breakouts filtered by an exponential average and exited with parabolic stopsEntry and exit rules 1998Walk-forward evaluation of recursive yen trend signalsSystem design 1998Rule-based Trendline construction for testable entriesEntry and exit rules 1998Moving-average length is a habit, not a secretIndicators and filters 1998A return-to-loss filter for drawdown-aware evaluationDrawdown and survival 1999Constructing support, resistance, trendlines, and price channelsTrend and channels 1999Rounded bottom landmarks, invalidation, and breakout rulesChart patterns 1999Constructing seasonal factors from centered moving averagesTime series and forecasting 1999Multiple time-frame swing-channel trade setupsWaves and ratios 1999Drawing the Triangle pattern before Breakout confirmation and the Stop-loss orderChart patterns 1999A surviving weekly gap still needs a confirmation-breakoutChart patterns 1999Log-spiral wave construction from seed pivotsWaves and ratios 1999Centered moving averages for trend constructionIndicators and filters 1999Building the average directional index from range extension and true rangeIndicators and filters 1999The gold-bond inverse is a regime, not a causeIntermarket and spreads 1999Constructing a lagged rate of change cycle systemCycles and spectral analysis 1999Confirming an equity idea with rate, commodity, and index spreadsIntermarket and spreads 1999Constructing stochastic timed exits and band-RSI reversalsEntry and exit rules 1999Managed-futures construction from trend, leverage, and diversificationPortfolio construction 1999Combination filters with Bollinger Bands and the relative strength indexIndicators and filters 1999Primary-cycle windows, then stochastic confirmationCycles and spectral analysis 1999Pyramiding after a maximum favorable excursion supportSizing and leverage 1999Fast Fourier Transform reconstruction is not a walk-forward decision toolCycles and spectral analysis 1999Compound pivots and market symmetryWaves and ratios 1999Keep a channel-breakout to two lookbacks and test neighbor stabilitySystem design 1999A nested lag test of gold leading bond yieldsIntermarket and spreads 1999Personal system design under crowd psychologySystem design 1999Constant investment size in stock system evaluationSystem design 1999Walk-forward endpoint Fourier construction as a same-day mechanical procedureCycles and spectral analysis 1999Nested Euro cycle timing as one checkable procedureCycles and spectral analysis 1999Regime-gated allocation with bounded index leveragePortfolio construction 1999How a five-bar sine-weighted average is assembledIndicators and filters 1999Fixed-lag construction of moving-average smoothersIndicators and filters 1999Size-matched buy-and-hold evaluation for stock systemsSystem design 1999Testing trend following with cash-price controlsPortfolio construction 1999Evaluating Relative Strength Index momentum with zero-line and threshold rulesIndicators and filters 1999Constructing common-number support and resistanceTrend and channels 1999Rank-based sector-fund rotation with cashPortfolio construction 1999Constructing isolated synthetic waveforms to watch indicator settlingIndicators and filters 1999Constructing spreads from stock and intermarket correlationIntermarket and spreads 1999Walk-forward evaluation of a polynomial price forecastTime series and forecasting 1999Treat RSI and momentum as three mechanical proceduresIndicators and filters 1999Construction first: extra shoulders, the neckline, and the diamond testChart patterns 1999Constructing regular and slow stochastic oscillatorsIndicators and filters 1999Define the stop before the wave or the divergenceStops and loss limits 1999Stochastic rules versus buy and holdIndicators and filters