Every reading in the archive · 47 · TradersWeek

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2020A high-volume-pivot long after a multi-week declineEntry and exit rules 2020Constructing calendar interval votes for cycle workbooksCycles and spectral analysis 2020Combining vertical debit spreads on a volatility productOptions and volatility 2020Constructing in-the-money versus out-of-the-money bull call debit spreadsOptions and volatility 2020Combining money-flow, RSI, and breadth for dynamic pressure zonesIndicators and filters 2020Counting a Nasdaq correction before stacking Fibonacci targetsWaves and ratios 2020Constructing Slow %K as a two-stage helperIndicators and filters 2020Walk-forward and adaptive averages as two tests of the same trendSystem design 2020Layering Relative Strength Index, MACD, and Parabolic SAR onto relative rotation mapsIndicators and filters 2020Wave counts and Fibonacci targets as a falsifiable trade planWaves and ratios 2020Ranking futures liquidity before you place the orderLiquidity and costs 2020Rank, filter, and stop the hedge sleeve as one procedureSystem design 2020Weekly credit spreads: screen the week, then stop behind supportOptions and volatility 2020Stacking wave counts, retracements, and median linesWaves and ratios 2020Mechanical Parabolic SAR as an always-in flip after a breakoutIndicators and filters 2020Constructing a relative-strength oscillator with a rank-agreement trend filterIndicators and filters 2020Two clocks for a Nasdaq put/call sleevePortfolio construction 2020A sleeve after cost-drag, judged by an index-proxy, sized in a stock-bond mixPortfolio construction 2020Constructing Wyckoff tape reading with MACD, moving-average, and RSI filtersIndicators and filters 2020When a breakdown fails by one box, treat it as a regime filterSeasonality and regimes 2020Regression channels for sector rotation contextPortfolio construction 2025Add a second procedure before you retune the firstSystem design 2025Post-crash cash and regime-aware watchlistsIntermarket and spreads 2025Time decay as a decision variable in an NVDA bull call spreadOptions and volatility 2025Using IBM's multi-year price channel as a breakout teaching caseTrend and channels What an early ARIMA commodity forecast teaches about model limitsTime series and forecasting