FX and finance
Checks on FX and finance numbers, with the procedure written out. 55 articles
[F031] The Maximum Drawdown Belongs to the Order of the Trades
What this paper asks is whether the maximum drawdown is a property of the trades or of their order — and the a…
[F030] Layering on a Magnitude Does Not Produce a Direction
What this paper asks is what moves and what does not when layers are cut on a magnitude — and the answer is: t…
[F029] Look-Ahead Leaks Only Magnitude; What Manufactures a Number Is Deciding the Assignment Afterwards
What this paper asks is where the after-the-fact step enters "range → counter-trend, trend → trend" — and the…
[F028] The Distance to the Level Ahead Moves the Time-Outs, Not the Win Rate
What this paper asks is what changes when there is a level ahead of the take-profit — and the answer is: not t…
[F027] Where You Put the Time-Outs Decides the Share of "Both Lose"
What this paper asks is where the fifth case goes when a straddle's outcomes are classified — and the answer i…
[F026] A Stopping Rule Changes the Shape of the Profit and Loss, Not the Direction
What this paper asks is what moves and what does not when the stopping rule is changed — and the answer is: th…
[F025] How You Treat a Bar That Touches Both Barriers Is What Makes the Win Rate and the Expected Value
What this paper asks is what the treatment of a bar that touches both the take-profit and the stop-loss produc…
[F024] The Answer You Get After Removing the Overlap Depends on the Phase of the Thinning
What this paper asks is whether the result of removing the overlap depends on where you started counting — and…
[F023] That the Sign Changes When You Drop the Top Few Days Is a Property of How You Dropped Them
What this paper asks is what a report of "the sign changed when the top few days were dropped" actually says —…
[F022] The Best Value Is a Function of How Many Cells You Looked At
What this paper asks is what the best value of a sweep is a function of — and the answer is: a function of how…
[F021] The Ranking of a Sweep Does Not Carry Across Periods
This paper asks whether a cell picked by a sweep is better than a cell not picked — the answer is that it is n…
[F020] Candlestick Shapes Belong to the Way the Bars Were Cut
This paper asks whether candlestick shapes belong to the market or to the way the bars were cut — the answer i…
[F019] Running One Rule on Four Clocks: What Agrees and What Does Not
This paper asks what agrees and what does not when one rule is run on four clocks — the answer is that what th…
[F018] Bars Cut by Tick Count Are a Different Clock from Bars Cut by the Clock
This paper asks what becomes uniform when bars are cut by tick count — the answer is that the size of the move…
[F017] A Renko Chart Is a Different Clock
This paper asks what moves and what does not when the brick size of a renko chart is changed — the answer is t…
[F016] Chart Patterns Appear Just as Often on a Synthetic Random Walk
This paper asks whether chart patterns appear because of the market — the answer is that they appear because o…
[F015] The Failure Rate of a "Fakeout" Is Set by the Definition
This paper asks what sets the "seventy percent" in "seventy percent of breakouts are fakeouts" — the answer is…
[F014] A Naive t Value Inflates with the Number of Observations per Day
This paper asks what makes the t value attached to a method inflate — the answer is the number of observations…
[F013] A Sweep over Thresholds Cannot Produce a Plateau in Principle
This paper asks whether a "plateau" produced by sweeping a threshold is evidence of a plateau — the answer is…
[F012] Placing the Take Profit and Stop Loss Forty-Nine Ways Does Not Move the Expectation
This paper asks what moves and what does not when the take profit and stop loss are changed — the answer is th…
[F011] Round Numbers Do Not Attract Price
This paper asks whether round numbers attract price — the answer is that they do not. It claims neither a new…
[F010] Aligning Timeframes Only Reduces the Count by as Much as You Aligned
This paper asks whether adding conditions adds information, or only removes count — the answer is that it only…
[F009] The Probability of Touching a Pivot Level Is a Restatement of the Distance to It
This paper asks whether a table of pivot touch probabilities says anything about the name of a level — the ans…
[F008] The Fibonacci Ratios Carry No Privilege
This paper asks whether the Fibonacci ratios are more special than other ratios — the answer is that they are…