Every reading in the archive · 52 · TradersWeek

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2010Zero-cash repair of an underwater longOptions and volatility 2010Evaluating euro-gold intraday lead-lag rulesSystem design 2010Implied volatility as a May 2010 market-regime lab for the S&P 500Options and volatility 2010Building price force maps from two-bar swingsTrend and channels 2010Corn and wheat staggered calendars as dollar-neutral seasonal spreadsSeasonality and regimes 2010Constructing currency pairs from basket relative strengthIntermarket and spreads 2010Constructing a Hull smoother and a Hull-based oscillator gateIndicators and filters 2010Treat a market as a transfer device before completing a price pathTime series and forecasting 2010Energy futures, the dollar, inventory, and scenario riskIntermarket and spreads 2010Gann angles as a repeatable chart hypothesisWaves and ratios 2010Ranking futures by open interest and equal-dollar liquidityLiquidity and costs 2010Filtering MACD false signals with trendline breaksIndicators and filters 2010How a JM internal band becomes long and short entry and exit rulesEntry and exit rules 2010Stand aside until the relationship breaksDecision process 2010Uncapped collar overlays and earnings-week short calendarsOptions and volatility 2010Iron condor income in a sideways regimeOptions and volatility 2010Evaluating mechanical index timing under drawdown limitsSystem design 2010Head and shoulders as a playback-tested setupChart patterns 2010Constructing corrective-wave hypotheses with Fibonacci retracementsWaves and ratios 2010Short strangle construction from range, volatility and premiumOptions and volatility 2010Fibonacci clusters as a tight support or resistance decisionWaves and ratios 2010Currency congestion counts and range constructionTrend and channels 2010A software catalog fails the checklist without one testable procedureDecision process 2011Two-horizon weekly RSI with moving averages and stopsIndicators and filters 2011Liquidity filter for futures contract selectionLiquidity and costs 2011Treat a long-horizon chart analog as a regime scenarioSeasonality and regimes 2011Daytrading as an incomplete decision processDecision process 2011Treat a large one-day move as a classified eventTrend and mean reversion 2011Portfolio capacity and entry pacing for mechanical systemsPortfolio construction 2011The first close after a breakaway gap as a classroom breakout testChart patterns 2011Specify mechanical system signals as one testable procedureSystem design 2011Constructing volume-confirmed breakaway gapsChart patterns 2011Fibonacci projections and money-flow divergence on a Dollar Index downswingWaves and ratios 2011Routing fees, do-not-ship flags, and maker-taker limit ordersOrder types and routing 2011Checklist rules versus unwritten indicator judgmentDecision process 2011Why entry scans fail without trend filtersEntry and exit rules 2011Vendor feeds as an input variable in a MACD evaluationIndicators and filters 2011Vertical debit value path, volatility, liquidity, and box exitsOptions and volatility 2011A five-day Treasury bond option sale as a market-regime choiceOptions and volatility 2011Constructing percentage-offset moving-average bandsIndicators and filters 2011Build a Spearman rank oscillator from ordered closesIndicators and filters 2011Protective collars and covered calls after a volatility shockOptions and volatility 2011Cheap long calls and in-the-money debit vertical marksOptions and volatility 2011Covered call writing as income holding or buy-write turnoverOptions and volatility 2011Constructing a Spearman rank trend filterIndicators and filters 2011Wave and ratio overlays as confirmation, not forecastsWaves and ratios 2011Screen futures liquidity with open interest and volumeLiquidity and costs 2011A style-neutral expectancy filter for system evaluationSystem design 2011Session-split evaluation of regular and overnight systemsSystem design 2011A three-bar inside-bar commodity setup still needs portfolio contextPortfolio construction 2011A temporary placeholder while source evidence is loadedWaves and ratios 2011Long-call exits, volatility regimes, and spread assignmentOptions and volatility 2011Session gaps as a fade-or-follow drillChart patterns 2011Screen futures liquidity with open interest and equal dollar sizeLiquidity and costs 2011Constructing candlestick, breakaway-gap, and Elliott-wave signalsChart patterns 2011Percent-offset simple moving average bands with relative-strength confirmationIndicators and filters 2011Dollar travel, afternoon sessions, and a 1:2 first-loss bound in equity-index futuresIntermarket and spreads 2011A premarket range checklist for opening-hour breakoutsDecision process 2011Engineering spectral cycle detection and moving-average harmonyCycles and spectral analysis 2011Horizon checks on Covered call writing, the risk-reward ratio, and the Relative Strength IndexOptions and volatility