The inverse-Fisher stochastic is a forecast layer until the book rules can be disabled

A fourth series beside slower confirmation

An inverse-Fisher stochastic oscillator is a stochastic reading passed through an inverse Fisher transform so the series is compressed toward the extremes of a bounded range and can be sampled on a stated lookback.

The transformed series is specified as a fourth series to be used with fast and slow put/call-ratio measures and a slow inverse-Fisher put/call transform when forming entries and exits.

Put/call-ratio confirmation is a slower sentiment layer that may sit beside the oscillator. It is not required for the oscillator rules to be run on their own.

Price bands, moving averages, and lower panes

Example layouts place a 20-period band study and 50-, 100-, and 200-bar simple moving averages on price, with put/call-ratio series and the transformed stochastic in lower panes.

Lookback controls and averaging-method substitution

Multiple reconstructions expose the stochastic period and slowing as user-set parameters, and at least one strategy reconstruction also exposes a simple-moving-average period for backtesting.

One reconstruction replaced weighted averaging with exponential averaging because a built-in weighted smoother was unavailable and the long-form weighted code was too slow to plot or test. That averaging-method substitution keeps the same lookback intent when a platform cannot compute the original form efficiently.

A function-level switch can select simple, weighted, or exponential averaging inside the transformed stochastic, and the illustrated rank-plan tests used the exponential choice.

Rank rotation with admission and sizing gates

A mechanical trading system is a single testable bundle of entry, exit, abstention, ranking, and capital rules rather than a chart overlay used by discretion.

A mechanical book rule set a maximum of 10 open positions, sized each holding at 10 percent of daily mark-to-market capital, allowed at most three new positions per day, and ranked long signals by the transformed stochastic in descending order. Those limits are admission and sizing gates: hard limits on how many names may be held, how much capital each new holding may take, and how many new positions may open in one session.

Rank rotation orders candidate names by the oscillator reading and admits only the higher-ranked signals instead of treating every crossing as equal. A rank-rotation allocation plan applied an upper-percentile setting of 30 and a ranking-type setting of 0 when selecting names.

Crossings when the oscillator is the primary signal

When the oscillator is treated as a primary signal rather than confirmation, a buy is defined as a cross above 30 and a sell as a cross below 60.

At least two reconstructions tested the oscillator-based mechanical rules without applying put/call-ratio filters because no explicit filter procedure was supplied.