Every reading in the archive · 34 · TradersWeek

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2012A seasonal window still needs regime and chart confirmationSeasonality and regimes 2012Filter listed futures by relative contract liquidityLiquidity and costs 2012Treat a four-leg Fibonacci completion as an unpaid hypothesisChart patterns 2012Dated wave and ratio cases need a later-sample testWaves and ratios 2012Constructing a dominant-cycle forecast as a timing windowCycles and spectral analysis 2012Evaluating engulfing momentum across hold windowsIndicators and filters 2012Construct a pairs-trading worksheet from residuals and quantile ranksIntermarket and spreads 2012Align swings to nested energy regimesIndicators and filters 2012Combining a moving-average crossover with MACD and support-resistanceIndicators and filters 2012Classify momentum, velocity, or volatility before the swing signalTrend and mean reversion 2012Design before you trade: testing mechanical systemsSystem design 2012An underwater stretch is a sizing test for rank rotationPortfolio construction 2012An eight-month average as a monthly gate for high-yield bondsTrend and mean reversion 2012Testing a published MACD entry with a histogram and signal-line agreement filterEntry and exit rules 2012Constructing adaptive horizontal price channelsTrend and channels 2012Scorecard-first mechanical system constructionSystem design 2012A 2012 case study in Kondratieff-wave and presidential-cycle overlaysSeasonality and regimes 2012Sizing a long butterfly for early assignment and a long option for gammaOptions and volatility 2012Construct a regime-aware context from sector rotationSeasonality and regimes 2012Constructing an advancer-decliner moving average for market breadthMarket breadth 2012Constructing a bull-bear sector rotation overlayIntermarket and spreads 2012Four-level risk sizing when stock margin caps fixed fractionsSizing and leverage 2012Evaluating dollar-cost averaging as an entry-slot procedurePortfolio construction 2012Building a sector-rotation histogram from rate-of-change spreadsSeasonality and regimes 2012Ranking futures liquidity for executable ordersLiquidity and costs 2012A weekly stock list scored for rank rotation and industry rotationPortfolio construction 2012Open-parameter construction of dominant-cycle baselinesCycles and spectral analysis 2012True range overlays versus isolated bar contextOptions and volatility 2012Sampling unit as a first-class parameter on dual simple moving averagesIndicators and filters 2012Rank listed futures by liquidity before a forecast chooses the nameLiquidity and costs 2012Precommitting stops when one currency range templates anotherStops and loss limits 2012Formula search as mechanical system constructionSystem design 2012The October to May window as a mechanical portfolio procedureSeasonality and regimes 2012From ex-date verticals to leftover buy-writes, and a call backspread that stays net longOptions and volatility 2012A two-stage case study in market cycle analysisCycles and spectral analysis 2012Filter futures liquidity using open interest and volumeLiquidity and costs 2012Pairing moving averages with variable-length stochasticsIndicators and filters 2012Confirming a trend start or turn with a triple ADX clusterIndicators and filters 2012Pixel-grid pullback and sector color alignmentChart patterns 2012From tactile charts to written trade rulesDecision process 2012Average Directional Index cluster filters for trend-start signalsIndicators and filters 2012Clustered average-directional-index traces as a trend-start filterIndicators and filters 2012Treat sample systems as a lab before live rulesSystem design 2012Regime overlays versus rank rotationSeasonality and regimes 2012Constructing regime context for option premium tradesOptions and volatility 2012A mechanical rule set from the gold positioning reportsEntry and exit rules 2012Ranking futures liquidity before choosing a contractLiquidity and costs 2012A weekly-close test of impulse, correction, and the 61.8% stopTrend and mean reversion 2012Yield curve regime and equity timingIntermarket and spreads 2012Wave counting as context before trade setupsWaves and ratios 2012Constructing index-ETF entries from volatility-index persistenceEntry and exit rules 2012A relative-performance heatmap for pairs trading and sector rotationIntermarket and spreads 2012Stacking a relative-strength-index forecast, a trend filter, and long-only momentumIndicators and filters 2012Staged stops as one mechanical entry and exit procedureEntry and exit rules 2012Cat-ears as a downtrend continuation hypothesisWaves and ratios 2012Three Fibonacci rules to label trend versus countertrendWaves and ratios 2012Year-end yield rank rotation with a collapse vetoPortfolio construction 2012Reading regime change: when to stop tradingSeasonality and regimes 2012Reading a 2012 software directory as a breakout and channel case studyTrend and channels 2012Reading this fileChart patterns