Every reading in the archive · 9 · TradersWeek

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1992Intermarket confirmation for long-duration bond-fund timingIntermarket and spreads 1992Constructing moving averages with weighting schemes and extra filtersIndicators and filters 1992Evaluating maximum-adverse-excursion stop reversals with short time stopsStops and loss limits 1992Walk-forward evaluation of weekly price-change patternsTime series and forecasting 1992Constructing simple, weighted, and exponential moving averagesIndicators and filters 1992Bond turning points as a regime check on equity double tops and breakoutsIntermarket and spreads 1992Constructing the mass-index range-reversal procedureIndicators and filters 1992A pre-trade checklist for locked stops and trend pyramidingDecision process 1992Country regime inside global allocation and index proxiesPortfolio construction 1992Diagnose regimes before you lock parametersSystem design 1992Constructing a nine-state trend, momentum, and breadth scoreIndicators and filters 1992Constructing a damping-index trend filterIndicators and filters 1992Channel-height ratios for equity trend evaluationStatistical tests 1992Evaluating split events across correction and bear regimesSeasonality and regimes 1992Walk-forward evaluation of stop overlays on average crossoversEntry and exit rules 1992Commodity-bond ratio as an equity regime overlayIntermarket and spreads 1992Audit quarterly swing breakouts with a slower average crossEntry and exit rules 1992Occupancy and split-sample tests for average crossoversIndicators and filters 1992Pre-trade checklist for trendline and triangle signalsDecision process 1992Constructing multi-span smoothed rate-of-change filtersIndicators and filters 1992A pre-trade checklist for trendline breaks and loss limitsDecision process 1992A moving-average slope filter for crossover signalsIndicators and filters 1992Electric utilities as bond-regime contextIntermarket and spreads 1992Opening-referenced percentile stops for same-session gapsStops and loss limits 1992Weekly swing invalidation and the trailing stopTrend and channels 1992Variable lookback and average true range as a trend-filter constructionIndicators and filters 1992Failed range trades as breakout-system testsTrend and mean reversion 1992Building a random walk index trend filterIndicators and filters 1992Constructing KST from four weighted smoothed rates of changeIndicators and filters 1992Constructing a four-horizon summed rate of changeIndicators and filters 1992Critiquing unconfirmed Dow rallies with volumeTrend and channels 1992Utilities as a rate-regime lead for equitiesIntermarket and spreads 1992Audit mechanical system tests for fills and regimesSystem design 1992Phase diagrams for moving-average trend filtersIndicators and filters 1992Percent filters, log point-and-figure, and breadth residualsMarket breadth 1992A semiconductor seasonal-index before the relative-strength overlaySeasonality and regimes 1992Stop-first pyramid adds from locked profitSizing and leverage 1992Wheat bull leg from a squared counterswing and Gann anglesWaves and ratios 1992Construct a bond-led dividend-to-bond-yield regime firstIntermarket and spreads 1992Three-horizon KST maturity alignmentIndicators and filters 1992Reading the dollar as a rates-regime checkIntermarket and spreads 1992Equity-curve average as a live-capital gateDrawdown and survival 1992Constructing a composite from weighted smoothed rates of changeIndicators and filters 1992Fitting oscillator parameters to stock personalityIndicators and filters 1992Constructing relative-strength KST from weighted rate-of-changeIndicators and filters 1992Constructing a banded weighted open-TRIN oscillatorIndicators and filters 1992Long-horizon MACD construction from paired exponential averagesIndicators and filters 1992Evaluating weekly intermarket context for equity regimesIntermarket and spreads 1992Quarterly swing chart construction and trend durationTrend and channels 1992Two-point trendline construction from rise over runTrend and channels 1992Constructing candlestick reversals from body, shadow, and trend locationChart patterns 1992Lengthened bond MACD as an equity regime filterIntermarket and spreads 1992Bond-fund timing inside trendlines, retracements, and dual averagesTrend and channels 1992Constructing a weighted-average TRIN10 with Bollinger envelopesMarket breadth 1992Constructing volatility-adaptive exponential smoothingIndicators and filters 1992Crowd extremes as a three-gate contrary procedureTrend and mean reversion 1992Evaluating equity sleeves against an index-proxy cost dragPortfolio construction 1992Constructing nested stochastic lookbacksIndicators and filters 1992Constructing volatility-adaptive trailing stopsStops and loss limits 1992Gold lead confirmation for commodity-index turnsIntermarket and spreads