Every reading in the archive · 46 · TradersWeek

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2019Noise-matched rules still need trend filters and robustness testsSystem design 2019Option ladder construction for financed vertical debitsOptions and volatility 2019Calendar rotation of seasonal and regime questionsSeasonality and regimes 2019Three gates for evaluating a trading systemSystem design 2019Monthly S&P 500 false-break versus the decade trendlineTrend and channels 2020Stockpiling simple ideas for mechanical system constructionSystem design 2020Momentum scale-in and midpoint break-even stopsEntry and exit rules 2020Building an equal-dollar futures liquidity screenLiquidity and costs 2020A convolution slope built from nested linear regressionIndicators and filters 2020Crash-protection folklore as a correlation regime questionIntermarket and spreads 2020Combining a trend filter with a moving average and a stochastic oscillatorTrend and mean reversion 2020Water sleeve construction: satellite size, industry mix, and liquidityPortfolio construction 2020Out-of-the-money strikes as a delta budget for synthetic futuresOptions and volatility 2020Bond spreads as an equity regime lensIntermarket and spreads 2020Scale-in construction for swing breakoutsEntry and exit rules 2020Treat the zigzag threshold as a volatility-scaled construction variableEntry and exit rules 2020A five-phase compass for sector rotation and book contextSeasonality and regimes 2020Constructing a cycle-plus-trend oscillator from a one-wavelength chordIndicators and filters 2020Use liquidity and open interest as a futures execution screenLiquidity and costs 2020Data construction as a mechanical system inputSystem design 2020Building reflex and trendflex cross and extreme entry rulesIndicators and filters 2020Critiquing exponential variants of Bollinger BandsIndicators and filters 2020A dual pending-stop pair as one bitcoin swing constructionEntry and exit rules 2020Two-week paired stops with an options-flow filterEntry and exit rules 2020Hidden optimization in ported relative-strength systemsSystem design 2020Variable-strength pivot highs as falsifiable entry filtersIndicators and filters 2020How a signed comparative-strength oscillator is built for rank rotationIntermarket and spreads 2020Constructing pre-listing paths for new fund sleevesPortfolio construction 2020A pretty first draft is not a walk-forward waiverSystem design 2020A Nasdaq-100 proxy as a construction problem, not a tickerPortfolio construction 2020Moving-average baselines, price vetoes, and mean reversionIndicators and filters 2020Confirming candlestick and flag signals on a weekly chartChart patterns 2020Scenario-first SPY put hedge: butterfly versus long putOptions and volatility 2020Treat close-only volume as a hypothesis, then choose regime or phaseIndicators and filters 2020Decluttered charts for breakout, support, and stop rulesEntry and exit rules 2020Pre-trade liquidity filter for listed futuresLiquidity and costs 2020Constructing a correlation-to-line trend filterIndicators and filters 2020A futures liquidity board as a pre-trade execution filterLiquidity and costs 2020Which calendar clock changes a gold-versus-equity rotation testSeasonality and regimes 2020Constructing a bounded correlation-trend-filterIndicators and filters 2020Ratio charts as regime context for relative strength and yield spreadsIntermarket and spreads 2020Every bounce is a falsifiable regime testChart patterns 2020A normalized-slope trend filter from linear regressionIndicators and filters 2020Truncated bandpass construction as a finite-length trend filterIndicators and filters 2020Construct a second-pullback entry after a moving-average crossoverEntry and exit rules 2020Finite-memory truncation for cycle filtersIndicators and filters 2020Filter futures orders by liquidity and open interestLiquidity and costs 2020Two-dimensional FX scaling for trend and reversal systemsTrend and mean reversion 2020Late double-bottom entries after throwbacksEntry and exit rules 2020Bitcoin correlation regimes across equities and goldIntermarket and spreads 2020A multi-timeframe stochastic as a panel of weekly votersIndicators and filters 2020Last-Hour Breakout With a Same-Session FlattenEntry and exit rules 2020Compact index futures as diversified contract selectionIntermarket and spreads 2020Construct a dual-series price momentum oscillator overlayIndicators and filters 2020A two-gate liquidity filter before futures order selectionLiquidity and costs 2020Portfolio construction as a ranked relative-strength problemPortfolio construction 2020Centerline crossovers that compare index momentumsIndicators and filters 2020Use a listed-futures liquidity filter before executionLiquidity and costs 2020One-week call versus bull-put premium tradeoffsOptions and volatility 2020Four-dimension relative strength as rank rotationPortfolio construction