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2012Stacking a relative-strength-index forecast, a trend filter, and long-only momentum2012Staged stops as one mechanical entry and exit procedure2012Cat-ears as a downtrend continuation hypothesis2012Three Fibonacci rules to label trend versus countertrend2012Year-end yield rank rotation with a collapse veto2012Reading regime change: when to stop trading2012Reading a 2012 software directory as a breakout and channel case study2012Reading this file2013Constructing a consensus and volatility-normalized value oscillator2013Identity-first system construction2013A directional oscillator and its stochastic as a stacked timing filter2013Equal-dollar open interest as a futures liquidity filter2013Moving-average baselines versus crossover signals2013Constructing a late-entry stack from a signed DMI oscillator2013Straddle construction across index dilution and volatility rank2013Construct a ranked volatility switch before the trend filter fires2013Pre-trade futures liquidity as an execution filter2013Session cutoffs, good-till-cancelled orders, and exchange margin2013Treat a short-term valuation oscillator as an entry-timing filter2013Stacked swing lows and breakout retrace tests2013When wave templates fail under momentum override2013GARCH and a volatility rank as market-regime classifiers2013Constructing defined-risk vertical call spreads2013ADX cluster lookbacks are a locked specification, not a chart label2013Year-long covered calls on high-yield industrials2013Constructing a camarilla-grid from a completed lookback range2013Combine a Point and figure chart and Moving-average crossover inside one System optimization procedure2013Liquidity-first futures contract selection2013Late momentum is a five-wave sentiment trap2013Camarilla levels as a multi-timeframe map of reversion and breakout2013Z-score value filter on reversals and Donchian entries2013Constructing Camarilla levels from prior range2013A one-year breadth average as a participation gate2013Using a second-term election to check a predeclared dominant-cycle forecast2013Cumulative advance-decline versus a one-year average2013Constructing head-and-shoulders milestone points2013Equal-dollar liquidity filter for futures contract choice2013Construct a swing system from bias rules to walk-forward2013Swing entry rules as one testable procedure2013Untested pullback entries need quantified exits2013Half-year seasonality as an equity regime overlay2013Filter futures by liquidity, open interest, and effective margin2013Auditing chart patterns by the first post-breakout swing2013Filter option day trades by spread, volume, and fees2013Algorithmic head-and-shoulders construction2013Head-and-shoulders geometry versus the filter stack2013Constructing the Sharpe ratio as return over variability2013Constructing daily pivot support and resistance rungs2013Constructing an up/down volume oscillator from a web price series2013Combining moving averages, stochastics, and ADX in a daily scan2013Keep a 1-2-3 count only while zigzag, Fibonacci depth, and divergence still agree2013Constructing a 1-2-3 wave count from high-low zigzag swings2013Futures liquidity filters for executable contract selection2013Sentiment wave counts before news headlines2013Walk-forward system evaluation with a commodity channel index and chandelier exits2013Swing rules as a portable entry and exit procedure2013Constructing trend failure curves from qualified-trend transitions2013Score option liquidity before you commit the order2013Step candle construction at price turning points2013When buy and hold needs a sell rule