A trader looks at a chart that has just topped, pulled back, then bounced from a higher low. The question that matters is whether the bounce is a small correction…
Survivorship bias inflates backtest returns by hiding failed stocks. Learn how to build a data universe that includes delistings, mergers, and bankruptcies.
Most traders who study Oliver Kell focus on his 2020 U.S. Investing Championship win and assume the story is about finding the right stocks at the right time. The more…
The October 2022 print stuck with me. CPI ran 7.7%, the Fed had taken funds from 0 to 3.75% in seven months, the 2s10s spread sat at minus 50 basis…
The Intraday Volatility Index measures session-level range structure. Use it to time swing entries, set adaptive stops, and filter weak setups before entry.
Most chart pattern books describe what patterns look like and claim they work. Thomas Bulkowski's contribution was to ask a harder question: how often do they actually work, and under…
Two stocks rallied 30% last quarter. One sits in the top decile of its sector by relative strength. The other delivered the same return while half its sector did better.…
Which stock market seasonal patterns survive out-of-sample testing and which are data mining? Practical breakdown of calendar effects for swing traders.
How to design a trade journal with setup tags, R-multiple tracking, and a weekly review cadence that turns raw trading data into real process improvements.
Win rate and payoff ratio each tell half the story. Here is why you need both numbers to calculate expectancy, measure real trading edge, and size bets.