Every reading in the archive · 49 · TradersWeek

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2020How a signed comparative-strength oscillator is built for rank rotationIntermarket and spreads 2020Average true range as a shared unit for size, pairs, and stopsSizing and leverage 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 2020Altcoin dual-stop breakout with a timed exitEntry and exit rules 2020Pre-trade liquidity filter for listed futuresLiquidity and costs 2020Gold Super Cycle nested waves and Fibonacci bandsWaves and ratios 2020Intra-swing Fibonacci fitting and completion targetsWaves and ratios 2020Constructing a correlation-to-line trend filterIndicators and filters 2020A recession-regime checklist from valuation stretch and the yield curveSeasonality and regimes 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 2020Hammer confirmation with a later MACD crossover and a hammer-low stopEntry and exit rules 2020A normalized-slope trend filter from linear regressionIndicators and filters 2020A single position as a sleeve on a seasonal regime mapSeasonality and regimes 2020Treat a seasonal idea as a stay-or-sit holding procedureSeasonality and regimes 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 2020Sequenced volume and golden-cross breakout rulesEntry and exit rules 2020Constructing selectable volatility and moving-average bandsIndicators and filters 2020Couple the slow period to stop-loss and trailing-stop settingsEntry and exit rules 2020Constructing late-trend longs with a price channel, gap breakout, and trailing stopEntry and exit rules 2020Long-dated call ratio backspread with implied volatility as one procedureOptions and volatility 2020Gating volatility-momentum divergences with a Trend filterIndicators and filters 2020When mechanical historical tests decay after optimizationSystem design 2020High-low activator, directional oscillator, and momentum swing agreementIndicators and filters 2020Basic chart rules for Nasdaq trend reversalsTrend and channels 2020Brokerage selection as an implementation-cost problemLiquidity and costs 2020A ranked research terminal as a three-layer watchlist procedurePortfolio construction 2020Filter futures by range-scaled liquidity and open interestLiquidity and costs 2020Critiquing required stops in mechanical breakout systemsStops and loss limits 2020Multi-timeframe stochastic voting as one mechanical ruleIndicators and filters 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