Every reading in the archive · 22 · TradersWeek

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2002Covered-call expiration rate versus expected valueOptions and volatility 2002Evaluating two-window trend intensity as a reversal ruleIndicators and filters 2002Falling prices flip stock-bond confirmationIntermarket and spreads 2002Evaluating throwbacks and pullbacks after triangle breakoutsChart patterns 2002Lock the TRIX construction before reading a zero-line crossIndicators and filters 2002Treat a moving average as a contested fenceIndicators and filters 2002Treat the session as an auction: find value, then judge the breakoutAuction and volume 2002Sort the regime before assigning MACD and stochastic jobsDecision process 2002A staged reading from long-shadow hammer to engulfingChart patterns 2002Trader net positions as regime context for chart setupsIntermarket and spreads 2002Timing market cycles with finite impulse response filters and FFTCycles and spectral analysis 2002Building classic divergence filters from RSI and MACDIndicators and filters 2002Constructing zero-lag finite-impulse-response and exponential smoothersIndicators and filters 2002Rebuild a smoother by writing the lag into the coefficientsIndicators and filters 2002From the power spectrum to indicator windowsCycles and spectral analysis 2002Withhold the hypothesis until the second average confirms: a 2001 caseChart patterns 2002Seasonal windows and dominant-cycle rulesCycles and spectral analysis 2002An excursion cutoff test for stops and profit exitsStops and loss limits 2002Constructing a StochRSI and Bollinger mechanical systemSystem design 2002Constructing a stochastic RSI with Bollinger bandsIndicators and filters 2002Wave-by-wave channel construction for Elliott countsWaves and ratios 2002A capital-preservation case for index-proxy allocationPortfolio construction 2002Confirming the last leg of a zigzag trend filterIndicators and filters 2002Short-rate velocity regimes before tighteningSeasonality and regimes 2002Weekly highs and lows as trend gatesTrend and channels 2002Evaluating mechanical systems before position sizingSystem design 2002Fuzzy-scored chart patterns as testable rulesChart patterns 2002A three-lock checklist for doji, gap, and stochastic reversalsChart patterns 2002Fifty-four-year wholesale cycle as an inflation-deflation regime mapSeasonality and regimes 2002Prior-week high and low as this week's support and resistanceTrend and channels 2002Construct the stay-or-flatten decision before entryEntry and exit rules 2002Profitability as a bound implied by RWL and commissionSystem design 2002Size from stop distance to keep dollar risk evenSizing and leverage 2002Volatility-first construction for a bearish put or debitOptions and volatility 2002Sentiment confirmation for trend-following optionsOptions and volatility 2002Evaluate trendline geometry before trusting a breakoutTrend and channels 2002Price regression line versus beta for index trackingTime series and forecasting 2002Trendline breaks, right shoulders, and trailing stopsChart patterns 2002Median-line versus speed-resistance on one trendTrend and channels 2002Constructing the relative strength index with an even-order finite-impulse-response prefilterIndicators and filters 2002A primary-bear case study in cycle speed, Dow theory, and pattern legsWaves and ratios 2002Affine channels as reusable trade hypothesesTrend and channels 2002Six-week reversal candles, next-week entry, and a break-even stopTrend and mean reversion 2002Constructing Eve-and-Eve and classic double bottomsChart patterns 2002Name the regime and the season before choosing a long putOptions and volatility 2002Trendline, volume, and breakout hypotheses versus cycle-end storiesTrend and channels 2002Candlestick reliability after one-day follow-throughChart patterns 2002Waiting for setups instead of forcing tradesDecision process 2002Auction structure, trader constraints, and the opening rangeAuction and volume 2002Affine-price and the Fisher transform as a constructed companion to MACDIndicators and filters 2002Constructing channel-normalized Fisher reversal signalsIndicators and filters 2002Eve-Eve double bottoms: width, confirmation, and overhead resistanceChart patterns 2002Evaluating the weekly four-percent close filter as a market-state procedureIndicators and filters 2002From hot-zones to an open-close-matrixSystem design 2002Long memory, regimes, and the limits of bell-curve modelsSeasonality and regimes 2002Single-stock futures and the sleeve that belongs on the ticketOptions and volatility 2002Spike-shaped double bottoms as a three-gate chart drillChart patterns 2003Covered-call versus diagonal housing after a single-name drawdownOptions and volatility 2003Share size from daily profit equilibriumSizing and leverage 2003Stress-testing calendar yield rotation in a declining tapePortfolio construction