Time-Series Momentum
sign of the 12-month own returnEach instrument's own past twelve-month return predicts its future return. A positive sign means long, negative means short, with the position sized by inverse volatility.
Every strategy carries its exact rules, an annotated chart of the setup, the research behind why it should work at all — and the conditions under which you should not take it.
Showing 1–10 of 33 matching strategies
Each instrument's own past twelve-month return predicts its future return. A positive sign means long, negative means short, with the position sized by inverse volatility.
The cloud is a forward-projected zone of consensus price. Inside it is equilibrium; a close outside it is a rejection of that equilibrium.
The first thirty minutes of a session is the day's only genuine two-sided auction — overnight orders, the open, and everyone who waited for it, all in one window. The high and low of that window are the two levels every intraday trader can see.
Every other level in this book is fixed once it is drawn. This one is not: the channel sits a set number of average true ranges away from a moving average, so it widens when the market gets loud and tightens when it goes quiet.
Last week's high and low are the same two numbers on every chart in the world, and they took five days of trading to build. That makes them the most-watched levels in this book after the previous day's.
Genuine EUR and GBP flow is thin through Tokyo hours, so price compresses into a narrow range. At the London open the largest share of global FX turnover comes online, and that compression breaks.
NR7 means today's daily range is smaller than every one of the previous six. An objective, binary marker of maximum compression.
The return of a session's first thirty minutes — measured from the previous session's close — predicts the return of its last thirty minutes.
The edge comes from daily momentum, which has the strongest evidence behind it in FX. The M15 chart is execution only — a way to get a better price inside a permission that has already been granted.
Displacement is a candle with a large body and small wicks. Two mechanical gates define it: range > 1.5 × the average range of the prior twelve bars, and body ≥ 70% of that candle's range.
The mechanism has peer-reviewed, FX-specific research behind it.
The mechanism is sound, but at least one step of it is untested.
Practitioner literature only — no published research supports the mechanism.
It rates the mechanism — whether there is published research explaining why the market should behave this way. It does not rate profit. Strong does not mean the trade will work. None of these have been run on our own account, and no page here shows a backtest figure.
One instrument, one timeframe, every rule visible on the chart.
Several conditions have to line up, and execution starts to matter.
Needs an outside data feed, a basket, real order flow, or an unusual tolerance for lumpy losses.
The level describes what it takes to run the strategy, not how well it works. Several Beginner pages are better evidenced than several Professional ones — a basket carry trade is Professional because it needs eight currencies and a swap table, not because it is cleverer than buying a pullback.
Reading the library is free. A plan is what lets you turn one into a robot.
Trading carries risk and most retail accounts lose money. Nothing in this library is financial advice or a recommendation to trade. The charts are illustrations of the rules on constructed candles — they are not records of trades and not backtests.