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Readings in the order they were published. Open any one and the library keeps handing you the next.
2015Money-flow lookback versus aggregated open interest2015Refuse mixed-horizon entries until the checklist locks one persona2015CAD/USD and crude: first the correlation, then the band gap2015Audit open interest and trend before trusting oscillator crossovers2015Construct a CAD-oil pair from percent-of-range Bollinger maps2015Evaluating rank rotation after a persistence screen2015Constructing mean, median, and mode from ordered prices2015Volume-free accumulation and a next-session bias overlay2015Screen listed futures for executable liquidity first2015Evaluating a capitalization-to-output-ratio as a regime overlay2016Lookback and direction-test parameters for a liquidity-plus-trend screen2016Trend-channel entry rules from stacked moving averages2016Evaluate futures liquidity before contract selection2016When a tested system must be retired2016Median-line far parallel as a precommitted exit2016Ugly double bottom after a yearly low2016Building Nyquist-safe lowpass trend filters2016Isolating implied volatility with a delta-neutral option-income book2016Score oil-complex tightness before divergence or regression2016Payroll windows and settlement regimes2016Trade within your league as one decision process2016Construct HHLLS crossover and breakout entry rules2016Three-layer confirmation: adaptive average, stochastic relative strength index, and stop-and-reverse2016Constructing higher-high and lower-low stochastic pairs2016A monthly seasonal heatmap as a three-gate regime filter2016A three-layer sector map around a policy-meeting week2016How an Average Directional Index filter and a breakout entry form one procedure2016Evaluating an annual valuation rank rotation2016Expectancy through loss cuts, add-ons, and bounded leverage2016Ranking futures liquidity before you pick the contract2016Risk-adjusted earnings yield as a portfolio overlay2016Trend-aligned option entries and trailing exits2016Construct expectancy by bounding losses and winner size2016From nonconfirmation to a bearish primary trend change2016Rebuild the book when correlations and commentary flip2016Treat the end of a trend as a handoff, not a broken system2016Constructing a first-hour long after a large gap-down open2016A three-gate checklist for longs after a sharp drop2016A parabolic trailing stop is not a complete system2016Ranking futures by executable liquidity and open interest2016Walk-forward evaluation of a five-parameter parabolic stop-and-reversal2016A three-gate classroom on hourly sterling2016Exchange quote fees as execution costs and liquidity filters2016Walk-forward optimization without curve fitting2016Process-first swing trading and the break-even stop2016MACD as a zero-line filter with dual moving averages2016Broad index allocation, a cash reserve, and staged entries2016Use RSI, MACD, and a moving average as a market-health consensus2016MACD as a zero-line state map with average and Aroon filters2016Filter listed futures by relative liquidity and open interest2016Aroon as a time check before a MACD zero-line and moving-average stack2016Walk-forward metric filters and chance-level checks for selected inputs2016MACD without a signal line, confirmed by moving-average trend filters2016Isolating swings with percentage trend thresholds2016A permission stack for Bollinger, RSI, and the 50-period average2016Waves, bases, and the campaign log on a price chart2016Credit spreads as an equity cash regime filter2016Filter futures by liquidity, open interest, and margin cost2016Constructing ATR-filtered breakout entries2016Stacking volume, open interest, and trader books around expiration