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Research method

Range trading

Range trading is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.

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.

Registry evidence level: backtested. This is a navigation record, not a performance claim.

  • Input: Rule inputs, market state and execution constraints.
  • Output: signal.
  • Use boundary: Make entry, exit and abstention rules testable as one procedure.
The graph1

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

Depends on

Read in the archive13 readings

1991Constructing Wyckoff readiness tests at range edgesTrend and channels1992A flat moving average as a range regime switchTrend and mean reversion1992A range-reentry case study with a shared adverse-excursion stopTrend and mean reversion1993Congestion boxes, edge candles, and the opening hourChart patterns1995Constructing range-compression breakout proceduresTrend and mean reversion1998Moving-average cross, range mode, and stop-reversalsTrend and mean reversion2001Shared lookback as the identity of a log range indexIndicators and filters2003When range regimes favor swing procedures over trend holdsTrend and mean reversion2007Dollar range in a data-dependent rate regimeIntermarket and spreads2008Construct a range-trade hypothesis from a price channelTrend and channels2010Mechanical range trading with a global account stopSystem design2015A quiet gold ETF range as a three-layer classroom problemOptions and volatility2016Regime-matched rules instead of price forecastsTrend and mean reversion
This registry entry describes a research method. It is not investment advice and does not make a performance claim.