Every reading in the archive · 76 · TradersWeek

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2019Confirmation-first pyramiding with price and time stopsEntry and exit rules 2019Seasonal windows inside renewable cost regimesSeasonality and regimes 2019Forty-five-degree multi-week swing breakout as a closed procedureEntry and exit rules 2019July to October as a seasonal window, not a reason to own the nameSeasonality and regimes 2019Screen futures contracts by open interest and liquidityLiquidity and costs 2019Evaluating equity-gold momentum on funds versus indexesTrend and mean reversion 2019Evaluate diversification by correlation, not by the mix labelPortfolio construction 2019Hedged pairs as game-theory payoffsIntermarket and spreads 2019Evaluating an annual equity-gold momentum rank rotationTrend and mean reversion 2019Renko brick scale as a falsifiable trend hypothesisChart patterns 2019Separating on-balance volume into breadth and volumeMarket breadth 2019Failed candlestick fades with breakout permission and scale-outEntry and exit rules 2019Noise-matched rules still need trend filters and robustness testsSystem design 2019Option ladder construction for financed vertical debitsOptions and volatility 2019Treat a completed cycle peak as a laboratory for repeating wave ratiosWaves and ratios 2019Wave-degree discipline for a 2018-2019 US long-wave topWaves and ratios 2019Calendar rotation of seasonal and regime questionsSeasonality and regimes 2019Three gates for evaluating a trading systemSystem design 2019Inspect execution cost and margin bounds before cycle timingLiquidity and costs 2019Monthly S&P 500 false-break versus the decade trendlineTrend and channels 2020Stockpiling simple ideas for mechanical system constructionSystem design 2020Momentum scale-in and midpoint break-even stopsEntry and exit rules 2020Interrogating mechanical system listings as one procedureSystem design 2020Building an equal-dollar futures liquidity screenLiquidity and costs 2020A convolution slope built from nested linear regressionIndicators and filters 2020Covered-call writing versus a calendar call diagonalOptions and volatility 2020Crash-protection folklore as a correlation regime questionIntermarket and spreads 2020Combining a trend filter with a moving average and a stochastic oscillatorTrend and mean reversion 2020Evaluating countertrend ETF rules against a buy-and-hold controlIndicators and filters 2020Water sleeve construction: satellite size, industry mix, and liquidityPortfolio construction 2020Eight-bar pause reclaim entry and a stop-target gridEntry and exit rules 2020Evaluating a two-window seasonal equity-bond switchSeasonality and regimes 2020Out-of-the-money strikes as a delta budget for synthetic futuresOptions and volatility 2020Bond spreads as an equity regime lensIntermarket and spreads 2020Scale-in construction for swing breakoutsEntry and exit rules 2020Treat the zigzag threshold as a volatility-scaled construction variableEntry and exit rules 2020A five-phase compass for sector rotation and book contextSeasonality and regimes 2020Constructing a cycle-plus-trend oscillator from a one-wavelength chordIndicators and filters 2020Deal structure sets the residual in a cash-and-stock mega-dealIntermarket and spreads 2020Use liquidity and open interest as a futures execution screenLiquidity and costs 2020Data construction as a mechanical system inputSystem design 2020Pretrade quantity filters that bound account riskSizing and leverage 2020Constructing Turtle-style dual Donchian trend-bandsTrend and mean reversion 2020Building reflex and trendflex cross and extreme entry rulesIndicators and filters 2020Critiquing exponential variants of Bollinger BandsIndicators and filters 2020Paper trading cannot validate a live decision processDecision process 2020A dual pending-stop pair as one bitcoin swing constructionEntry and exit rules 2020Two-week paired stops with an options-flow filterEntry and exit rules 2020Dating energy regime breaks before the tradeSeasonality and regimes 2020Market-order slippage on split-adjusted stock pricesLiquidity and costs 2020Hidden optimization in ported relative-strength systemsSystem design 2020Variable-strength pivot highs as falsifiable entry filtersIndicators and filters 2020Constructing first and second cross trend entriesTrend and mean reversion 2020How a signed comparative-strength oscillator is built for rank rotationIntermarket and spreads 2020Routing equivalent listings across competing exchangesOrder types and routing 2020Moving-average construction as an objective trend filterIndicators and filters 2020Average true range as a shared unit for size, pairs, and stopsSizing and leverage 2020Treat automatic futures gearing as a pre-entry filterSizing and leverage 2020Constructing pre-listing paths for new fund sleevesPortfolio construction 2020A pretty first draft is not a walk-forward waiverSystem design