Notes

Free notes on reading index futures structure.

  1. How to read a trading track record

    Three kinds of numbers show up on trading sites. What each one tells you, what it leaves out, and five questions to ask any service, including us.

    Free
  2. Three rules, one curve

    The Open, The Close and The Map trade different parts of the day. How the three fit together, with their backtest and its limits.

    Free
  3. The Open: the idea and the backtest

    When the market breaks out of its normal range after the open, it has tended to keep going. The Open trades that move and is flat by the close. The idea, and its backtest.

    Free
  4. What we tested, including what failed

    Most of what we test fails. The list so far, with the numbers: the structure model, the dealing range, sweeps, five timing rules and every way we tried to cut The Close's drawdown.

    Free
  5. The Close: the idea and the long-run backtest

    One decision a day: buy a sharp dip inside an uptrend and get out on the bounce. Where the idea comes from, and its long-run backtest, losing years included.

    Free
  6. Structure in five words

    Swing, break of structure, change of character, sweep and dealing range, defined tightly enough that two people would mark the same chart the same way.

    Free