Plain-English guides to technical indicators, settings, chart behavior, and practical trading rules for trend following and breakout strategies.
Use the Kelly criterion to size swing trades with win rate, payoff ratio, fractional Kelly, drawdown caps, portfolio budgets, and uncertain edge estimates.
Walk-forward analysis tests trading rules on unseen data in rolling windows. Learn the IS/OOS protocol that separates durable setups from curve-fitted noise.
Scale swing-trade position size to VIX regime. A Kelly-VIX hybrid framework that cuts drawdowns by adapting bet size to low, normal, and high volatility states.
How to adapt factor screens to market regimes so your momentum, value, and quality filters match the conditions you are actually trading in.
Why the Sharpe ratio misleads stock screeners, what AlphaSharpe LLM-evolved ranking metrics fix, and how to test custom screening metrics without overfitting.
How to detect and trade correlation breakdowns between assets. Covers rolling correlation z-scores, regime filters, pair selection, and swing trade setups.
How agentic LLM nowcasting scores Russell 1000 stocks daily, why alpha concentrates in the top 20, and practical limits for swing traders.
How to build a multi-factor composite score from momentum, value, and quality percentile ranks to screen swing trade candidates and shrink your watchlist.
How the X-Trend model uses few-shot learning to adapt trend-following signals to new market regimes without retraining from scratch.
Use the Range Expansion Index to confirm genuine breakouts and filter false moves. Covers the REI formula, real examples, and practical pairing strategies.