Market participant analysis · TradersWeek

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Output: Market-regime classification
Input: Cross-market prices, volatility, carry and portfolio weights
Horizon: Weeks to months
Best use: Put a single trade into a diversified or regime-aware context.

Input: Cross-market prices, volatility, carry and portfolio weights.
Output: market-regime.
Use boundary: Put a single trade into a diversified or regime-aware context.

The graph2

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

Depends on

Often reviewed together

Market breadth5 readings

Often reviewed together

Contrarian strategy6 readings

Read in the archive24 of 32 readings

1988Classifying primary futures for regime-aware tradesIntermarket and spreads 1989Odd-lot short interest as a constructed breadth seriesMarket breadth 1989Volume-scaled member versus public short sales as a two-class classroom testMarket breadth 1989Evaluating public versus member short-sale breadthMarket breadth 1989Lock smoothing inside each short-share before the breadth ratioMarket breadth 1989Evaluating technical-fund open interest and daily volatilityIntermarket and spreads 1989Headline intensity as a three-horizon contrarian filterSeasonality and regimes 1990Constructing fund cash and manager-preference filtersIndicators and filters 1990Stock-style futures rules miss index-spread driversIntermarket and spreads 1991Constructing short-squeeze pain from interest and marginIntermarket and spreads 1995Contrary sentiment and put-call premiums around large Dow swingsOptions and volatility 1995Act on a pattern change, not on formula signalsDecision process 2000Who accepted price first in the auctionAuction and volume 2002Single-stock futures: contract selection and the margin boxOptions and volatility 2002Constructing regime context from trader commitment netsSeasonality and regimes 2002Trader net positions as regime context for chart setupsIntermarket and spreads 2003A crowd fade needs an insider-pattern divergence gateDecision process 2003Three states for a daily futures advisor consensusSeasonality and regimes 2005A quiet insider tape as a seasonal regime caseSeasonality and regimes 2005Commitment of Traders participant imbalance as regime context for commodity position tradesIntermarket and spreads 2006Unwritten pit cues need testable rulesDecision process 2007Constructing dominant cycles from participant accumulationWaves and ratios 2010A gold corrective-phase case after the 1265 highIntermarket and spreads 2011Constructing weekly participant positioning ledgersIntermarket and spreads

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