Every reading in the archive · 7 · TradersWeek

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1991Candlestick body and shadow construction with three-Buddha peaksChart patterns 1991Treat session high and low times as codes, then require a chi-square checkStatistical tests 1991A same-session pressure test of breadth and volume shareMarket breadth 1991A signed hourly swing catalog as a next-session chi-square checkStatistical tests 1991Retesting market-breadth when market structure changesMarket breadth 1991Constructing a coincident moving average as a lowpass filterIndicators and filters 1991Precomputed price-ratio clusters and double-top testsWaves and ratios 1991Write a staged RSI exit book with trailing stopsEntry and exit rules 1991Constant false-alarm rate for dominant-cycle stopsCycles and spectral analysis 1991From daily breadth tallies to a weighted consensus signalMarket breadth 1991Constructing five-session forecasts from stochastic, ADX, and MACD inputsTime series and forecasting 1991Fuzzy rules that turn daily market-breadth into a session consensusMarket breadth 1991Volume-scaled rate of change as a momentum constructionIndicators and filters 1991Retesting weighted indicator balances across horizonsStatistical tests 1991Half-cycle average contact as an amplitude-ratio testCycles and spectral analysis 1991Blue-chip rank rotation by relative-strength-index slopePortfolio construction 1991A two-speed breadth reading for intermediate market directionIndicators and filters 1991Out-of-sample checks for linear growth fitsTime series and forecasting 1991Endpoint growth rates versus linear-regression consistencyStatistical tests 1991Binomial counts for unrelated position constructionPortfolio construction 1991How equal independent stakes change the odds of a complete lossPortfolio construction 1991Audit inverse-range oscillators before stacking stochastic %K and Williams %RIndicators and filters 1991When a narrow index becomes the cash-flow proxyIntermarket and spreads 1991Variable-length moving average from change dispersionIndicators and filters 1991Opening gap fades bounded by excursion and time stopsStops and loss limits 1991Constructing neural trading systems from facts to walk-forwardSystem design 1991Building variable-length moving averages from partitioned price changesIndicators and filters 1991Tick extremes that confirm double tops and bottomsMarket breadth 1991Ranking turning points with percentage swing filtersTrend and channels 1991Build the market clock before you read a price barIndicators and filters 1991Constructing TRIN as a breadth-volume ratioMarket breadth 1991Ease of movement oscillator constructionIndicators and filters 1991Cyclic entry from a locked dominant-cycle phaseCycles and spectral analysis 1991Delayed confirmation is not Dow Theory divergenceTrend and channels 1991Advisor consensus fails as weekly contrarian timingSeasonality and regimes 1991Trend as persistence, not a straight lineTrend and channels 1991Testing the July-August summer rally as an occurrence countSeasonality and regimes 1991Evaluating a trailing stop against a coin-flip entryStops and loss limits 1991Name the window, then combine leadersTime series and forecasting 1991Filtering candlestick signals with stochastic percent-DChart patterns 1991Treat a candlestick reversal as incomplete until %D confirms itChart patterns 1991Constructing standardized sentiment trend filtersIndicators and filters 1991Five-count swing-chart construction and break rulesTrend and channels 1991Three-component trend model with rate-of-change filtersIndicators and filters 1991Constructing a close-tested one-two ladder on a point-and-figure chartChart patterns 1991Three-indicator market overview from tape, sentiment and ratesIndicators and filters 1991Time-origin offset and residual-price divergence on a quadratic least-squares fitIndicators and filters 1991Candlestick labels as stacked construction testsChart patterns 1991GM support and resistance role reversalTrend and channels 1991Growth earnings and price-to-earnings as a market-regime overlaySeasonality and regimes 1991Evaluating hourly DJIA growth-rate and velocity attractorsCycles and spectral analysis 1991Quadratic trend, residual oscillator, and a secondary cycle calendarTime series and forecasting 1991Earnings-price reliability as a first gate for growth-sleeve constructionPortfolio construction 1991Constructing compressed candlestick summariesChart patterns 1991Independent formula timers kept as a testable combinationTrend and mean reversion 1991MACD parameter order and cycle phase lagIndicators and filters 1991A construction audit of the long-horizon trading indexMarket breadth 1991Wave counting as a sampling frame for head and shouldersWaves and ratios 1991Fund-index regime, put-call confirmation, then the tracking fundIntermarket and spreads 1991Evaluating quarterly return runs with historical analogsStatistical tests