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2018Volume-confirmed bottoms and breakouts with moving averages2018Evaluate futures liquidity before contract selection2018One role each for wave, Fibonacci, and stochastic2018A five-condition scorecard that ranks stocks and can refuse the trade2018Constructing short-dated long puts around weekly expiration2018Constructing an adaptive filter for adoption-cycle reversals2018Order book heatmaps, VWAP, and flow for execution2018Five-rule technical rating as a rotation filter2018Deviation-Scaled Moving Average construction from a two-bar difference2018Constructing a Finite Impulse Response Filter compared with Exponential smoothing2018Four decisions before a portfolio protective put2018An expected-value test for vertical option spreads2018One-year volatility as the backdrop for short-horizon option trades2018Constructing a deviation-scaled adaptive moving average2018Emotion as a rule input when momentum breaks2018Moving average support and volatility-band construction2018Open-interest liquidity filter for futures contract selection2018Constructing a two-stage stochastic RSI for comparable price-oscillator divergences2018Construct a lifecycle breakout from compression2018Near-strike weekly puts and unfunded assignment risk2018Regime-dependent odds after directional price runs2018Filter futures execution by liquidity and margin2018An uneven vertical debit spread as a stock proxy2018Tight stops first on swing breakouts with a range filter2018Critiquing breakout systems through robustness tests2018Weekly and daily stochastic readings with a long moving average and support2018Weekly and daily Stochastic oscillator construction on a single daily chart2018Small-cap growth sleeve eligibility with trend and rank rotation2018Construct a futures liquidity filter from open interest and range2018Constructing predictive filters with RSI and walk-forward tests2018Evaluating double-bottom breakouts as a testable system2018Combining a weekly stochastic, a long moving average, and two-day resistance2018Seasonal windows as testable entry and abstention rules2018Month-turn window, posture, and an open menu2018Incremental producer hedging with puts and risk reversals2018Evaluating rank-rotation momentum across fund wrappers2018Aligning daily, weekly, and monthly triangles with trendlines and Fibonacci retracements2018Constructing composite relative-strength-index stochastics for reversal confirmation2018A critique of parameter fitting in system design2018Constructing trend and swing rules from horizon to crossover2018Partial covered-call overlays at targets, resistance, and rich volatility2018Ranking futures by liquidity, open interest, and equal-dollar cost2018Futures liquidity and open interest as an execution filter2018Commission analysis for brokerage execution costs2018Wide-range breakout, trailing stops, and pyramiding2018Why option risk curves fail to deliver theta2018Evaluating double bottoms with a locked stochastic confirmation2018A confirming workflow for rotating from discretionary to staples2018Constructing futures rolls ahead of first notice day2018Classify diamond geometry before the breakout2018Constructing the stiffness trend filter from moving-average holds2018Building a daily pivot lattice with Fibonacci rails2018Professional trader skill as a staged operating system2018Constructing trendlines, support, and breakout targets from crowd exits2018The averaging kernel and the lagged trend gate are separate specifications2018Evaluating rare consecutive-close mean-reversion entries2018Pair the book first and let volatility or range set the size2018Score listed futures as an execution menu before the setup2018Two-bar body expansion as a momentum breakout construction2018Session control from marubozu and engulfing geometry