Contrarian strategy · TradersWeek

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Output: Signal
Input: Rule inputs, market state and execution constraints
Horizon: The system holding period
Best use: Make entry, exit and abstention rules testable as one procedure.

Input: Rule inputs, market state and execution constraints.
Output: signal.
Use boundary: Make entry, exit and abstention rules testable as one procedure.

The graph7

How the method is built, and where it has been read

Depends on

Often reviewed together

Commitment of Traders4 readings

Often reviewed together

Moving average5 readings

Often reviewed together

Trading psychology process5 readings

Often reviewed together

Pre-trade checklist5 readings

Often reviewed together

Option premium analysis6 readings

Often reviewed together

Market participant analysis6 readings

Often reviewed together

Put-call ratio12 readings

Read in the archive24 of 55 readings

1986A pre-trade checklist for crowded trading methodsDecision process 1988Contrary decision process versus lagging bullish consensusDecision process 1988Constructing contrarian signals from polled consensusTrend and mean reversion 1989Constructing a ten-input breadth diffusion scoreMarket breadth 1989Volume-scaled member versus public short sales as a two-class classroom testMarket breadth 1989Headline intensity as a three-horizon contrarian filterSeasonality and regimes 1989Evaluate a contrary put-call premium ratio at a stated horizonOptions and volatility 1989Even-number first penetration as a construction problemEntry and exit rules 1990Activity-weighted call-put ratio for options regime contextOptions and volatility 1991Constructing put-call open-interest regime filtersOptions and volatility 1991Advisor consensus fails as weekly contrarian timingSeasonality and regimes 1991Three-component trend model with rate-of-change filtersIndicators and filters 1991Joint strength and sentiment rules for entries and exitsEntry and exit rules 1992Intermarket confirmation for long-duration bond-fund timingIntermarket and spreads 1992Crowd extremes as a three-gate contrary procedureTrend and mean reversion 1993Constructing a put-volume average regime filterOptions and volatility 1994Separate survey, put-call, and premium ledgers before a regime callOptions and volatility 1994Repeated option-premium prints and a four-zone regime mapOptions and volatility 1995Consecutive-day regimes in the put-call premium ratioOptions and volatility 1995Contrary sentiment and put-call premiums around large Dow swingsOptions and volatility 1995Evaluating contrarian sentiment thresholds for bond futuresEntry and exit rules 1995Construct a put-call ratio for regime-aware contrarian signalsOptions and volatility 1996Pork belly Commitment of Traders signals depend on the seasonal windowSeasonality and regimes 1997Options open interest, put-call sentiment, and contrarian contextOptions and volatility

This registry entry describes a research method. It is not investment advice and does not make a performance claim.