Plain-English guides to technical indicators, settings, chart behavior, and practical trading rules for trend following and breakout strategies.
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.
The Chaikin Oscillator applies MACD logic to the Accumulation/Distribution Line, converting volume flow into actionable momentum signals for trend confirmation.
Hard drawdown stops feel disciplined but force near-cash exposure after losses, destroying Sharpe ratios. Here is what the research says and what works better.
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.