Every reading in the archive · 8 · TradersWeek

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1991Signed midpoint range oscillator from stochastic and WilliamsIndicators and filters 1991Constructing seasonal-cycle overlays with channel confirmationCycles and spectral analysis 1991Growth-adjusted earnings years as construction filtersPortfolio construction 1991Pairwise return covariance as a construction gatePortfolio construction 1991Bound losses with MAE, stops, and drawdown limitsStops and loss limits 1991Constructing a commodity-bond correlation regime filterIntermarket and spreads 1991Constructing a two-market linear correlation checkIntermarket and spreads 1991A least-squares trendline from ordered pricesStatistical tests 1991Constructing auction fuel from volume and open interestAuction and volume 1991Confirmation delay and breadth divergence in a two-average caseTrend and channels 1991Stop bounds versus added system parametersStops and loss limits 1992Constructing a TRIX oscillator from daily declinesIndicators and filters 1992Constructing a chi-square test as a gate for two-way market recordsStatistical tests 1992Volume-box construction with named spreadsheet macrosAuction and volume 1992Stop-order slippage as an execution cost filterLiquidity and costs 1992When identical TRIN prints come from different pairingsMarket breadth 1992Multi-year evaluation of MAE-bounded mechanical rulesSystem design 1992A seven-vote sentiment score for fund-sleeve regimesSeasonality and regimes 1992Constructing the Gann quarterly swing from the prior quarter's intraday rangeTrend and channels 1992Constructing TRIX from triple exponential smoothingIndicators and filters 1992Evaluating breakout and CCI rules as complete mechanical proceduresEntry and exit rules 1992A Deutschemark yield map with dual-average and relative-strength timingIntermarket and spreads 1992Moving-average add-ons could not be separated by maximum adverse excursionEntry and exit rules 1992Noncumulative advance-decline swing confirmationMarket breadth 1992Four-window weighted rate-of-change compositeIndicators and filters 1992Long-call cash sleeve as an option-income case studyOptions and volatility 1992A KST oscillator from a weighted rate-of-change stackIndicators and filters 1992Grade closing tick before a next-session breadth hypothesisMarket breadth 1992Constructing volatility-scaled bands with relative strength index confirmationIndicators and filters 1992Evaluating Commodity Channel Index breakout versus range rulesEntry and exit rules 1992Eleven-bar commodity channel index from typical price and mean deviationIndicators and filters 1992Constructing log-linear growth-rate baselinesTime series and forecasting 1992Confirming currency-fund trends with a crossover and a filterIndicators and filters 1992Constructing an index nominal from smoothed earnings and effective ratesTime series and forecasting 1992The four-year election cycle as an equity regime mapSeasonality and regimes 1992Constructing log-linear growth and reliability screensTime series and forecasting 1992Constructing fractal templates from successive index changesStatistical tests 1992A three-count drill that binds candlesticks, head and shoulders, and entry rulesChart patterns 1992Five-day sum construction of the trading indexMarket breadth 1992Trendline holds, trailing stops, and industry rotationTrend and channels 1992Constructing forecast models with regression, walk-forward, and robustnessTime series and forecasting 1992Stationarity states on synchronized futures spectral contoursCycles and spectral analysis 1992Reversing at maximum-adverse-excursion stops after failed entriesStops and loss limits 1992Pair action with opinion in a composite sentiment indexOptions and volatility 1992Inner planet cycle dates, seasonal inversions, and stochastic timingCycles and spectral analysis 1992Construct an activity-weighted call-put ratio before reading crowd convictionOptions and volatility 1992Building intermarket context with linear correlationIntermarket and spreads 1992Point-and-figure, breadth, and volume as falsifiable hypothesesMarket breadth 1992Daily closing-trin extremes and next-day directionMarket breadth 1992Nested time frames for trend and channel signalsTrend and channels 1992Rank rotation and relative strength for portfolio constructionPortfolio construction 1992A three-layer audit: regime, breadth, and group RSIIntermarket and spreads 1992Constructing a double-smoothed true strength indexIndicators and filters 1992Constructing true strength from double-smoothed momentumIndicators and filters 1992Constructing a cycle-aware finite impulse response detrenderCycles and spectral analysis 1992Next-session high, low, and close from rolling linear regressionTime series and forecasting 1992Currency rank rotation and intermarket timingIntermarket and spreads 1992Constructing TRIX as triple-smoothed log-price momentumIndicators and filters 1992Three-gate stock selection with ranks and point and figureDecision process 1992A pre-trade checklist that stays flat until weekly support and TRIX agreeDecision process