How to add an LLM news-sentiment filter to a 12-month minus 1-month momentum screen. Practical workflow for swing traders using ChatGPT-style scoring.
Practical guide to time-of-day effects for swing traders. When intraday timing improves entries and exits, when it becomes curve-fit noise, and how to test.
Practical equity curve trading rules to pause, reduce, or resume a strategy based on its own performance. Drawdown and moving-average triggers explained.
Chaikin ATR replaces Wilder's smoothing with a standard EMA on True Range. How to use it for tighter swing stops, volatility regime detection, and cleaner reads
Monte Carlo equity curves simulate thousands of trade sequences to reveal drawdown ranges, risk of ruin, and position-size limits before you trade live.
How to calculate expectancy and R-multiples to measure whether your trading system has a real edge before you apply position sizing rules to real capital.
How Cover's universal portfolio algorithm sizes positions without assuming a known edge, adapting allocation as market evidence accumulates over time.
Dollar volume bars close each bar when a fixed capital amount trades, normalizing activity across price levels. How to build, apply, and avoid pitfalls.
How tick imbalance bars replace fixed time intervals with information-driven sampling to produce cleaner, more stationary price signals for swing traders.
The volatility risk premium means implied vol consistently overstates realised vol. Here is how swing traders exploit the IV-RV gap for sizing and timing.