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By year2786 readings

Every reading in the archive

Readings in the order they were published. Open any one and the library keeps handing you the next.

2013Filter listed futures by liquidity and open interest firstLiquidity and costs2013Depth of market ladder versus resting order ticketOrder types and routing2013Step candle confirmations with wave count and chandelier exitEntry and exit rules2013Constructing a runs-test turn forecastStatistical tests2013Opening-hour stop as a session filterStops and loss limits2013Gold after the April break: option-spread vehicles and a long-put hedgeOptions and volatility2013Ranking listed futures by liquidity and equal-dollar sizeLiquidity and costs2013Constructing fair-value filters from averages and momentumIndicators and filters2013Hard stops and small bets to keep a portfolio aliveStops and loss limits2013Constructing asymmetric volatility bands for reversal, trend, and stopsIndicators and filters2013Volatility band construction from Typical price and Mean deviationIndicators and filters2013Constructing moving averages and MACD from one price seriesIndicators and filters2013Time-price boxes for wave-four constructionWaves and ratios2013Combining Relative Strength Index, historical volatility, and Bollinger %b screensIndicators and filters2013A pre-trade liquidity filter for futures contract selectionLiquidity and costs2013Give the fast band line and the slow stochastic complementary jobsIndicators and filters2013Treat a currency position as a regime, then map shared levelsIntermarket and spreads2013Constructing paired percent-b and stochastic swing oscillatorsIndicators and filters2013Calendar seasonality as a regime filter, not a standalone signalSeasonality and regimes2013Smoothed percent-b divergences for numbered swing-wave rulesTrend and mean reversion2013Rounded turns as slope-first trade hypothesesChart patterns2013Two-window evaluation of mechanical trading systemsSystem design2013Constructing a typical-price and heikin-ashi crossover as one mechanical procedureEntry and exit rules2013Gold futures wave four, competing complexes, and written ratio testsWaves and ratios2013Evaluating an adaptive moving average against a same-window moving averageIndicators and filters2013Inheritance as an index-proxy and allocation casePortfolio construction2013Two-bar step-candle constructionChart patterns2013Yield curve shapes as stock market regime contextIntermarket and spreads2013Constructing inverted MACD reversal pricesIndicators and filters2013A mechanical trend toolkit that turns screens into one entry-exit procedureEntry and exit rules2013The weekly 1-2-3 map as a permission layerWaves and ratios2013Constructing next-bar MACD reversal pricesIndicators and filters2013Evaluate futures liquidity before committing marginLiquidity and costs2013The next-bar price that forces a MACD signal-line crossIndicators and filters2013Constructing a repeated-median slope as a resistant trend filterIndicators and filters2013Portable swing rules for candle turns and a 1-2-3 wave countTrend and mean reversion2013Filter futures by open interest and relative liquidityLiquidity and costs2013Yield spreads as country-specific equity regime contextIntermarket and spreads2013Weekday, session, and market expectancy for contract sizeSizing and leverage2013Constructing swing trades with a fifty-day average and a five-bar exponential averageEntry and exit rules2013Bollinger Bands, volatility breakout, and breakout confirmation as one testable procedureIndicators and filters2013Three-average swing entry and a trailing average exitEntry and exit rules2013Walk-forward filter selection for repeated-median velocitySystem design2013A three-average swing and breakout case studyTrend and mean reversion2013Rescaling stochastic, percent-B, and wave-count parametersIndicators and filters2013Kelly fraction versus risk of ruinSizing and leverage2013Restore volume balance before adding another price-time indicatorIndicators and filters2014From aliasing and dilation to a roofed stochastic swingIndicators and filters2014Evaluating an annual contrarian sector rank-rotationPortfolio construction2014Year-horizon covered calls on Dow yield ranksOptions and volatility2014Constructing a roofed stochastic from highpass and lowpass stagesIndicators and filters2014Rank-based sector rotation as a portfolio testPortfolio construction2014Combining a relative-strength index and trend filters for oversold setupsIndicators and filters2014Constructing a MESA stochastic with roofing and SuperSmoother filtersIndicators and filters2014A futures liquidity screen from range, open interest and volumeLiquidity and costs2014Complete the checklist before the tradeDecision process2014Ideal trader hindsight as a pretrade filterTrend and mean reversion2014Lookback range, a two-lag smoother, and next-bar fillsIndicators and filters2014Seasonal oil calls across a tracking fund and an energy equityOptions and volatility2014Lookalike money flow is not on-balance volumeIndicators and filters