Every reading in the archive · 2 · TradersWeek

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1997Constructing a parabolic trailing stop that only tightensStops and loss limits 1997Dow high-yield rank rotation as a testable portfolio procedurePortfolio construction 1998T3 adaptive smoothing from regression benchmarksIndicators and filters 1998Low relative P/E plus a trendline reversal for regime-aware stock selectionPortfolio construction 1998Treat RSI as a testable filter rather than a triggerIndicators and filters 1998The triangle is a waiting room until a two-touch line breaksChart patterns 1998Rank rotation, value screens, and ten-stock diversificationPortfolio construction 1998Triangle breakouts filtered by an exponential average and exited with parabolic stopsEntry and exit rules 1999Primary-cycle windows, then stochastic confirmationCycles and spectral analysis 1999Stochastic rules versus buy and holdIndicators and filters 1999Evaluating a long-only breakout system with a volatility stopEntry and exit rules 1999Lagged trend filters for neural-network inputsIndicators and filters 1999When markets burst, not trendTrend and mean reversion 2000Constructing a Chaikin oscillator from the accumulation-distribution lineIndicators and filters 2000Treat volume-price imbalance as a hypothesis and let Parabolic SAR hold the exitIndicators and filters 2001Constructing confirmation filters for RSI overbought and oversold extremesIndicators and filters 2001Shared lookback as the identity of a log range indexIndicators and filters 2001A lookback range index for market variabilityIndicators and filters 2001Constructing volume breadth with a negative volume index and up/down ratiosMarket breadth 2001Constructing pair spreads with z-score triggersIntermarket and spreads 2001Earnback period ranking for growth-adjusted screensPortfolio construction 2001Constructing relative-strength ratios for spreads and rotationIntermarket and spreads 2001Sector rotation, timing and leverage as a regime case studySeasonality and regimes 2001Confirming a price-box break with on-balance volume and the accumulation-distribution lineTrend and channels 2002Constructing volatility stops from average true range and parabolic SARStops and loss limits 2002Always-in-market SAR trail with directional confirmationIndicators and filters 2002Parabolic SAR construction from stop outputs to reversal signalsIndicators and filters 2002Six-week reversal candles, next-week entry, and a break-even stopTrend and mean reversion 2002Single-stock futures and the sleeve that belongs on the ticketOptions and volatility 2003Stress-testing calendar yield rotation in a declining tapePortfolio construction 2003A value overlay and strangle hedge during a growth-led regimeDecision process 2003Zigzag target zones from a normalized deviation oscillatorIndicators and filters 2003Constructing price z-scores with dual averages and bandsIndicators and filters 2003Rebuilding band distance as a z-score crossoverIndicators and filters 2003Constructing divergence-equivalent relative strength index and stochastic oscillatorsIndicators and filters 2003Constructing a negative volume index as a moving-average regime testIndicators and filters 2003Reverse-engineered RSI as a next-close projectionIndicators and filters 2003Scoring open versus resolved relative strength divergencesIndicators and filters 2003Constructing bull and bear balance from session pathsIndicators and filters 2003Bull-and-bear-balance from OHLC bar patternsIndicators and filters 2004Construct a mechanical rank for triangular formationsChart patterns 2004Compact structure as a two-step candlestick and triangle testChart patterns 2004Read one stock idea as a late-cycle puzzleIntermarket and spreads 2004Always-on delayed-weak and live-strong sector sleevesPortfolio construction 2004Forex trend confirmation with Average Directional Index, Parabolic SAR, and trendlinesTrend and mean reversion 2004Why on-balance volume and the accumulation-distribution line disagreeIndicators and filters 2005Pricing entries, stops and exits in range unitsEntry and exit rules 2005Building entry rules with ratchet volatility stopsEntry and exit rules 2005Constructing a z-score scored range-breakout filterIndicators and filters 2005Volume-spike alerts versus direction from follow-throughTrend and channels 2005Unfashionable value versus momentum in the bookPortfolio construction 2005Constructing a signed, bounded market-breadth panelMarket breadth 2006Constructing a trend system from Bollinger Bands and z-scoresTrend and mean reversion 2006Permission and fill gates for mechanical systemsSystem design 2006Three-bank carry calendar when dollar spreads stop wideningIntermarket and spreads 2006Linear forecast versus buy-and-hold when price changes clusterStatistical tests 2006Lagged commercial nets and a weekly accumulation triggerSeasonality and regimes 2006Selecting a currency pair by policy, carry, and oil translationIntermarket and spreads 2007Constructing dominant cycles from participant accumulationWaves and ratios 2007When dollar rebounds meet carry and reserve outflowsIntermarket and spreads