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By year2812 readings

Every reading in the archive

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

2018Volume-confirmed bottoms and breakouts with moving averagesChart patterns2018Evaluate futures liquidity before contract selectionLiquidity and costs2018One role each for wave, Fibonacci, and stochasticDecision process2018A five-condition scorecard that ranks stocks and can refuse the tradeSystem design2018Constructing short-dated long puts around weekly expirationOptions and volatility2018Constructing an adaptive filter for adoption-cycle reversalsIndicators and filters2018Order book heatmaps, VWAP, and flow for executionOrder types and routing2018Five-rule technical rating as a rotation filterSystem design2018Deviation-Scaled Moving Average construction from a two-bar differenceIndicators and filters2018Constructing a Finite Impulse Response Filter compared with Exponential smoothingIndicators and filters2018Four decisions before a portfolio protective putOptions and volatility2018An expected-value test for vertical option spreadsOptions and volatility2018One-year volatility as the backdrop for short-horizon option tradesOptions and volatility2018Constructing a deviation-scaled adaptive moving averageIndicators and filters2018Emotion as a rule input when momentum breaksDecision process2018Moving average support and volatility-band constructionIndicators and filters2018Open-interest liquidity filter for futures contract selectionLiquidity and costs2018Constructing a two-stage stochastic RSI for comparable price-oscillator divergencesIndicators and filters2018Construct a lifecycle breakout from compressionEntry and exit rules2018Near-strike weekly puts and unfunded assignment riskSizing and leverage2018Regime-dependent odds after directional price runsStatistical tests2018Filter futures execution by liquidity and marginLiquidity and costs2018An uneven vertical debit spread as a stock proxyOptions and volatility2018Tight stops first on swing breakouts with a range filterEntry and exit rules2018Critiquing breakout systems through robustness testsSystem design2018Weekly and daily stochastic readings with a long moving average and supportIndicators and filters2018Weekly and daily Stochastic oscillator construction on a single daily chartIndicators and filters2018Small-cap growth sleeve eligibility with trend and rank rotationPortfolio construction2018Construct a futures liquidity filter from open interest and rangeLiquidity and costs2018Constructing predictive filters with RSI and walk-forward testsIndicators and filters2018Evaluating double-bottom breakouts as a testable systemChart patterns2018Combining a weekly stochastic, a long moving average, and two-day resistanceIndicators and filters2018Seasonal windows as testable entry and abstention rulesSeasonality and regimes2018Month-turn window, posture, and an open menuSeasonality and regimes2018Incremental producer hedging with puts and risk reversalsOptions and volatility2018Evaluating rank-rotation momentum across fund wrappersPortfolio construction2018Aligning daily, weekly, and monthly triangles with trendlines and Fibonacci retracementsTrend and channels2018Constructing composite relative-strength-index stochastics for reversal confirmationIndicators and filters2018A critique of parameter fitting in system designSystem design2018Constructing trend and swing rules from horizon to crossoverTrend and mean reversion2018Partial covered-call overlays at targets, resistance, and rich volatilityOptions and volatility2018Ranking futures by liquidity, open interest, and equal-dollar costLiquidity and costs2018Futures liquidity and open interest as an execution filterLiquidity and costs2018Commission analysis for brokerage execution costsLiquidity and costs2018Wide-range breakout, trailing stops, and pyramidingEntry and exit rules2018Why option risk curves fail to deliver thetaOptions and volatility2018Evaluating double bottoms with a locked stochastic confirmationChart patterns2018A confirming workflow for rotating from discretionary to staplesSeasonality and regimes2018Constructing futures rolls ahead of first notice dayLiquidity and costs2018Classify diamond geometry before the breakoutChart patterns2018Constructing the stiffness trend filter from moving-average holdsIndicators and filters2018Building a daily pivot lattice with Fibonacci railsTrend and channels2018Professional trader skill as a staged operating systemDecision process2018Constructing trendlines, support, and breakout targets from crowd exitsTrend and channels2018The averaging kernel and the lagged trend gate are separate specificationsIndicators and filters2018Evaluating rare consecutive-close mean-reversion entriesEntry and exit rules2018Pair the book first and let volatility or range set the sizePortfolio construction2018Score listed futures as an execution menu before the setupLiquidity and costs2018Two-bar body expansion as a momentum breakout constructionEntry and exit rules2018Session control from marubozu and engulfing geometryChart patterns