Every reading in the archive · 68 · TradersWeek

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2016Constructing wave labels and retracement zones from chart structureWaves and ratios 2016Constructing chart scale with a golden-rectangle aspect ratioTrend and channels 2016Score RSI and stochastic crossings only when ADX confirms the trendIndicators and filters 2016Constructing wave cycles, Fibonacci spans, and time-price squaresWaves and ratios 2016Four gap types as falsifiable trade hypothesesChart patterns 2016Gann fans and a 2016 long-wave case as checkpoints, not forecastsCycles and spectral analysis 2017One-day earnings volatility, ratio spreads and butterfliesOptions and volatility 2017Macro theme ETF pairs and the nightly reviewIntermarket and spreads 2017Unused bars and dropped names decide a vertical-runup signalChart patterns 2017An appointment-trade around a scheduled political closeEntry and exit rules 2017Competing rulers on a pound chart after BrexitTrend and channels 2017Put butterfly payoff construction from an implied move and premiumOptions and volatility 2017Constructing an options trading-plan from a self-inventoryDecision process 2017Evaluating futures liquidity for executable contract selectionLiquidity and costs 2017Four-sleeve Monte Carlo annual-loss boundsDrawdown and survival 2017Ichimoku cloud price alignment as bullish confirmationIndicators and filters 2017A four-channel own-account book with signal-replacementPortfolio construction 2017Classroom rotation across a short factor-ETF menuPortfolio construction 2017Calendar-window overlays that mute mechanical signals without rewriting the systemSeasonality and regimes 2017Build an Ichimoku cloud from five plotsIndicators and filters 2017A testable half-swing pullback for trend continuationTrend and mean reversion 2017Correlation regime versus moving-average crossover for S&P 500 exposureIntermarket and spreads 2017How to construct exponential standard deviation bandsIndicators and filters 2017Seasonal energy window with a defined-risk callOptions and volatility 2017Ladder, trail, and average as one execution ticketOrder types and routing 2017Screen listed futures for execution liquidity firstLiquidity and costs 2017Overlapping condors and expiration windowsOptions and volatility 2017Rebuild a Hull moving average with linear-regression interceptsIndicators and filters 2017Gold as a classroom for one midterm-trend procedureTrend and mean reversion 2017Shoulder-season crude, the gasoline rebuild, and a put-income overlaySeasonality and regimes 2017Constructing a volume-weighted crossover and breakout as one swing rule setEntry and exit rules 2017A pair as a two-clock bookTrend and mean reversion 2017Building a staggered broken-wing butterfly bookOptions and volatility 2017Constructing swing signals from a volume-weighted average crossEntry and exit rules 2017Golden-cross swing entry with a trailing-stop exitTrend and mean reversion 2017Golden-cross breakout rules for a swing entryTrend and mean reversion 2017Option book construction from implied volatility, historical volatility and premiumOptions and volatility 2017Stochastic divergence as a capped-payout options caseOptions and volatility 2017Volatility parity equalizes the ticket; implied volatility is a regime dialSizing and leverage 2017Constructing dual-average cross and channel-index filtersIndicators and filters 2017Pair-spread risk as a unit-by-unit capital sequenceIntermarket and spreads 2017Listed REITs as a standalone portfolio sleevePortfolio construction 2017Venue routing for equivalent listed contractsOrder types and routing 2017Patient short-volatility income as a written procedureOptions and volatility 2017Comparing Wilder and exponential smoothing inside a relative-strength indexIndicators and filters 2017A four-year cycle and volume case study of a secular bearSeasonality and regimes 2017Below-the-money butterfly spreads sized by volatility regimeOptions and volatility 2017Real estate as a ranked industry sleevePortfolio construction 2017S&P 500 energy gauge as a short-horizon regime filterIntermarket and spreads 2017Hours, capital gates, and strangle margin on emini S&P optionsOptions and volatility 2017Quiet volatility is not a complete trading processDecision process 2017Filter a futures board by liquidity, open interest, and implementation costLiquidity and costs 2017Venue choice as an order-routing filterOrder types and routing 2017Rebuilding the relative strength index as open-scale buy-sell pressureIndicators and filters 2017Intraday hedged pairs, news filters, and uniform return-on-capital exitsEntry and exit rules 2017Constructing a volume-weighted moving-average crossoverEntry and exit rules 2017A price-first checklist for noncooperative market gamesDecision process 2017Constructing weighted Bollinger bands and volume averagesIndicators and filters 2017Constructing short guts for option income decayOptions and volatility 2017Forex broker checks for fill speed, quote honor, and marginOrder types and routing