Every reading in the archive · 6 · TradersWeek

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1990Constant-dollar regimes, the value line, and nested cyclesSeasonality and regimes 1990Constructing a lag-aligned triangular MACDIndicators and filters 1990A chi-square test of split frequency histograms across price aggregationsStatistical tests 1990Constructing triangular moving average weightsIndicators and filters 1990Bond trends as auction tests at prior highsTrend and channels 1990Breadth nonconfirmation as the gate for a volume fade and long-put caseMarket breadth 1990Lag-aligned MACD from triangular moving averagesIndicators and filters 1990Earnings yield, rate correlation and regression for equity valueTime series and forecasting 1990Calibrating volume and open interest at support and resistanceMarket breadth 1990Synthetic option parity in limit-locked futuresOptions and volatility 1990Weekly advance-decline oscillator: weight map, extremes, and spike cycleMarket breadth 1990Constructing nested four-year market cyclesCycles and spectral analysis 1990Constructing dual-average primary-trend confirmationTrend and channels 1990Delayed channel breakout stop constructionTrend and mean reversion 1990Constructing falsifiable reversal patterns from price structureChart patterns 1990Constructing a short-horizon ARIMA from differenced wheat closesTime series and forecasting 1990Price-weighted construction distorts breadth, support, and trendMarket breadth 1990Constructing consistent historical and implied volatilityOptions and volatility 1990When quiet-day breadth fails a horizon testMarket breadth 1990Broadening swings, demand tests, and volume filtersChart patterns 1990Stacking moving averages, put-call regimes, and double bottomsIndicators and filters 1990Constructing wave targets from ratios, triangles and trendlinesWaves and ratios 1990Constructing a five-day step-weighted moving averageIndicators and filters 1990Seed and recurrence construction for moving averagesIndicators and filters 1990Volume-confirmed facilitation as an execution gate for half-hour breakoutsAuction and volume 1990Constructing continuation patterns from congestion geometryChart patterns 1990Building a percent-difference moving-average oscillatorIndicators and filters 1990Cycle-tested five-year fund rank rotationPortfolio construction 1990Constructing stochastic K and D lines and divergence cuesIndicators and filters 1990Constructing hybrid trend and option-income rulesDecision process 1990A failed median-line test marks the start of wave threeWaves and ratios 1990Constructing three-session rally and reaction volume signalsChart patterns 1990Constructing least-squares polynomial smoothersIndicators and filters 1991A peak-sequence test from the new-highs-to-advances-ratioMarket breadth 1991Synthetic stock and protective put payoff constructionOptions and volatility 1991Constructing synthetic option positions with puts and spreadsOptions and volatility 1991Constructing layered support and resistance from swings, pivots, and retracementsTrend and channels 1991Constructing a mechanical crossover on a synthetic price seriesSystem design 1991Sold-out double bottoms as a three-gate inventory testChart patterns 1991Weekly close-to-close volatility as a horizon filterIndicators and filters 1991Set the first stop from a capital-scaled MAE histogramStops and loss limits 1991Constructing tick engines to match price-change histogramsTime series and forecasting 1991Head and shoulders as a direction hypothesisChart patterns 1991Random Walk Index construction with an adaptive lookbackIndicators and filters 1991Constructing walk-forward neural trading rulesSystem design 1991Constructing an activity-weighted call-put sentiment readingOptions and volatility 1991The journal as one checklist for taken and skipped tradesDecision process 1991A breadth classifier for V-bottoms and W-bottomsMarket breadth 1991Constructing trendlines, price channels, and close-based breakoutsTrend and channels 1991Constructing put-call open-interest regime filtersOptions and volatility 1991Half-cycle average plot shift versus cycle attenuationIndicators and filters 1991Filtered rally magnitude as a bull-regime breakoutTrend and mean reversion 1991Constructing candlestick real bodies and multi-session patternsChart patterns 1991Building a two-stage stochastic oscillator from close locationIndicators and filters 1991Two-average confirmation before a primary reversal callTrend and channels 1991Constructing MACD signal lines and divergence testsIndicators and filters 1991Regime-gated MACD and stochastic rules inside a checklistDecision process 1991Constructing the average directional index from range expansion and true rangeIndicators and filters 1991Constructing point-and-figure box and reversal chartsTrend and channels 1991Constructing a point-and-figure downtrend-breakTrend and channels