Every reading in the archive · 70 · TradersWeek

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2017How lookbacks, sign, and bands construct a volatility oscillatorIndicators and filters 2017Why the simpler looking system is harder to runDecision process 2017Filter futures orders by liquidity, open interest, and volumeLiquidity and costs 2017Cost-first fund mix in a diversified portfolioPortfolio construction 2017Gann angles as overlay, not original practiceWaves and ratios 2017Cost-first stock and bond fund constructionPortfolio construction 2017One-alpha reverse-path exponential smoothingIndicators and filters 2017When a one-year bull sits inside a secular bearSeasonality and regimes 2017Parameter stability is a better guide than a larger crossover gridSystem design 2017Screening ETFs by liquidity, index fit, and rankPortfolio construction 2017A three-flag swing window with a bandpass midpointIndicators and filters 2017Filter futures by liquidity, open interest, and equal-dollar sizeLiquidity and costs 2017Electronic matching changed what a futures account could carryLiquidity and costs 2017Optimization without overfitting in trend-system evaluationSystem design 2017Gann angles, scale dependence, and the gap between legend and methodWaves and ratios 2017Constructing anchored volume-weighted average price maps for crowd-visible execution costsLiquidity and costs 2017Treat the valuation climate as climate and implied-volatility extremes as weatherSeasonality and regimes 2017Causal reverse exponential average for cycle and trendIndicators and filters 2017Two-wave monthly cycles as a regime filterSeasonality and regimes 2017Intraday breakouts planned from whole-number support and resistanceTrend and channels 2017Four-day green candle breakout as one swing procedureEntry and exit rules 2017Yield curve kinks as spread laboratoriesIntermarket and spreads 2017Weekly cash-secured puts filtered by intraday stochastic bandsOptions and volatility 2017A search-theme mood compass for regime-aware trade contextSeasonality and regimes 2017Confirm a one-white-soldier or one-black-crow before entryEntry and exit rules 2017Two-bar soldier and crow rules become a system only after filters and exitsEntry and exit rules 2017Call-ratio overlay versus averaging down on a losing stockOptions and volatility 2017Quiet implied volatility as a regime auditOptions and volatility 2017A volume residual filter and a price projection matrixIndicators and filters 2017A pre-trade fail test for the cheap-looking nameDecision process 2017Rank futures liquidity before contract selectionLiquidity and costs 2017Electronic stop-loss orders and protected price bandsOrder types and routing 2017Screening value traps with regime-aware overlaysPortfolio construction 2017A stop-loss is an execution request, not a loss ceilingStops and loss limits 2017Constructing pin-bar and inside-bar setupsChart patterns 2017Calendar regimes, RSI events, and sector rotation rulesSeasonality and regimes 2017Tiny bets, ruin risk, and mechanical scaleDrawdown and survival 2017A fractal-dimension regime-gate for mechanical breakout entriesEntry and exit rules 2017Covered-call futures income as one testable procedureOptions and volatility 2017Idle screens and unused choice across marketsIntermarket and spreads 2017Swing pivots need a 100-period crossover and a breakout candleEntry and exit rules 2017Three clocks on the same crowd life cycleWaves and ratios 2017Size ladder tests for drawdown caps and expected valueDrawdown and survival 2017Building a signed relative-volatility oscillatorIndicators and filters 2017Four-day green-candle breakout entry as one swing procedureEntry and exit rules 2017Build a futures liquidity filter from open interestLiquidity and costs 2017Low-volatility covered calls need a real premium bufferOptions and volatility 2017Brokerage choice as an execution-speed and commission filterLiquidity and costs 2017How high is high: Elliott wave landmarksWaves and ratios 2017Constructing Calmar ratio and linear regression baselinesStatistical tests 2017Contango, carry, and contract choice in equity-index volatility futuresOptions and volatility 2017Monthly three-black candles as a trailing exitChart patterns 2017Nested weekly and daily MACD from paired EMA spreadsIndicators and filters 2017Risk-first rules instead of year-ahead forecastsDecision process 2017Weekly and daily MACD as a stacked momentum filterIndicators and filters 2017A three-layer veto for a suspected third-wave highWaves and ratios 2017Evaluating whole-dollar delays on pattern breakoutsChart patterns 2017Point-and-figure construction, reversals, and column-based overlaysTrend and channels 2017Supply and demand zones as bounded swing mapsTrend and channels 2017Weekly and daily MACD on a single daily chartIndicators and filters