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1985A serial-dependence window from signed price transitionsStatistical tests 1986Evaluate the price random-walk question as a gated quantile labStatistical tests 1986Volume confirmation, the negative volume index, and divergenceMarket breadth 1986Chi-square tests on price transition matricesStatistical tests 1986The stop, the size, and the acceptable loss as one pre-entry gateStops and loss limits 1987Constructing parabolic stops and cycle-window averagesIndicators and filters 1987Evaluating money-supply serial dependence before a forecastStatistical tests 1988A two-rule classroom book of cheapness and new highsPortfolio construction 1988Name the stop, then decide if the account can payDrawdown and survival 1988Opening range breakout, stretch preference, and timed stopsEntry and exit rules 1988Evaluating stationarity, randomness, and dependence in an index seriesStatistical tests 1988Limited-risk labels versus exposure and ruinDrawdown and survival 1989Path quantiles versus net return for index velocity regimesSeasonality and regimes 1989A close-only volatility reverse bound to average true rangeTrend and mean reversion 1989Mean deviation versus squared dispersion for riskStatistical tests 1989Evaluating always-in parabolic SAR trailing stopsTrend and mean reversion 1989Volume confirmation windows and exponential average constructionIndicators and filters 1990Constructing stochastic %K and %D from range positionIndicators and filters 1990Evaluating a weekly up-volume ratio and an hourly oscillatorIndicators and filters 1990Constructing a signed-range negative volume lineIndicators and filters 1990Build a weekly leading sector composite from scaled transports and financialsIntermarket and spreads 1990When quiet-day breadth fails a horizon testMarket breadth 1990Constructing continuation patterns from congestion geometryChart patterns 1990Constructing stochastic K and D lines and divergence cuesIndicators and filters 1991Constructing standardized sentiment trend filtersIndicators and filters 1992Opening-referenced percentile stops for same-session gapsStops and loss limits 1992Equity-curve average as a live-capital gateDrawdown and survival 1992Fitting oscillator parameters to stock personalityIndicators and filters 1992Constructing volatility-adaptive trailing stopsStops and loss limits 1992Risk of ruin and exposure caps as a pre-trade filterDrawdown and survival 1993Score one swing with volume, bands, and price divergenceMarket breadth 1993Relative strength index events depend on the chosen input combinationIndicators and filters 1993Constructing smoothed stochastics and an up/down volume oscillatorIndicators and filters 1993Constructing skew-adjusted volatility stops and pyramid sizeStops and loss limits 1993Constructing parabolic time-price trailing stopsEntry and exit rules 1993Constructing price-change Markov transition matricesStatistical tests 1994Constructing Chaikin money flow and a double-exponential smootherIndicators and filters 1994Constructing the Chaikin oscillator from close-in-range volumeIndicators and filters 1994When standing puts fail the drawdown testDrawdown and survival 1994A three-lock reversal drill: line, oscillator, and volumeTrend and channels 1994Stacking scored filters into a hierarchical stock outlook systemIndicators and filters 1995Constructing mean-deviation histograms and price quantilesStatistical tests 1995Collapse correlated inputs via a joint-state chi-square sequenceStatistical tests 1995Constructing a noise-buffered parabolic trailing stopIndicators and filters 1995Constructing a dual-horizon force indexIndicators and filters 1995Market z-score residuals for style pair constructionPortfolio construction 1995Constructing parabolic SAR as an accelerating trailStops and loss limits 1995A supermarket-chain case for yield, trendline, and a written checklistDecision process 1995Read one equity position on a joint yield-regime cardIntermarket and spreads 1995Constructing scaled z-score normalization for model inputsIndicators and filters 1995Constructing an accumulative swing index from open-high-low-close comparisonsIndicators and filters 1996Constructing volume-split and advance-decline breadth signalsMarket breadth 1996Building a range-normalized divergence index from relative strength indexIndicators and filters 1996Constructing on-balance volume, volume-price analysis, and the negative volume indexMarket breadth 1996Constructing a price-volume percent-B disparityIndicators and filters 1996Constructing volume disparity from percent-bIndicators and filters 1996Annual normalized-yield rank rotation for cyclical sleevesPortfolio construction 1996Construct the coil first, then time the apex and the measured moveChart patterns 1996Normalize price and volume onto a common scaleIndicators and filters 1996Value filter then rank-rotate as one procedurePortfolio construction