A rundown of some of my personal favorites (in no particular order):

TRADING STRATEGIES, INDICATORS, & OTHER DATA

Tactical Asset Allocation: (a) TAA, What Is It and Why Trade It, (b) Backtest (+ follow up), (c) Building a TAA Model: Step 1, Step 2, and Step 3, (d) More About TAA

Golden Cross (aka 50/200-day MA Crossovers): (a) Basic Strategy, (b) the Death Cross, (c) SMA vs EMA, (d) Daily vs Weekly vs Monthly, (e) Other MA Combinations, (f) Uptrending Crossovers, (g) More Effective Now than Ever

RSI(2): (a) At Extremes (+ follow up), (b) Scaling In/Out of RSI(2), (c) Becoming Less Common, (d) Alternative DV(2) (3 Post Roundup), (e) the Best 2-Day Indicator (+ follow up)

Seasonality: (a) Turn of the Month, (b) Day-After Options Expiration (+ follow up), (c) Kaeppel Sector Seasonality (3 Post Roundup), (d) January Indicators (3 Post Roundup), (e) Fosback Seasonality Strategy (3 Post Roundup), (f) Last Day of the Month, (g) Monthly W (+ follow up), (h) Fed Days (+ follow up), (i) Holidays: Good Friday, Memorial Day, Independence Day, Labor Day, Thanksgiving, (j) Calendar Month Seasonality: Video, July, August, September, October, November

Testing the SOTM report: the Sleepy Trend Follower vs the Aggressive Swing Trader

Miscellaneous: TED Spread and the Market (4 Post Roundup) | McClellan Oscillator Explored (6 Post Roundup) | Coppock Guide | VIX is Very Predictable | Put-to-Call Ratio (a) is Very Predictable, (b) at Extreme Values | OEX Put/Call Strategy (+ follow up) | VIX-based Pairs Trading Strategy (+ follow up) | Volatility-Adjusted Buy & Hold | Sector Rotation Strategy (4 Post Roundup) | Generals Lead the Troops | 5-10-20 Strategy (3 Post Roundup) | Nasdaq vs S&P 500 Trend-Following (+ mashup) | Asia vs US Stock Market Performance (4 Post Roundup) | Short-term Behavior in India, and Russia (+ follow up) | Williams VIX Fix | DVI Indicator (4 Post Roundup)

STOCK MARKET MECHANICS

Daily Follow-Through: (a) Evolution Of, (b) in Up vs Down Trends, (c) Weekends, (d) Becoming Stronger (4 Post Roundup), (e) After Small Up/Down Days

Miscellaneous: Overnight vs Daytime Performance (+ follow up) | Holding Positions Over the Weekend | Multi-day Stock Market Runs | Speed the Market Rises/Falls | Volatility in Up vs Down Trends | The Moving Average Spectrum: Part I & Part II | Big Up/Down Days Fall in What Type of Trend? and Where in the Trend? | Changes in Investor Long/Short Allocation by Trend | Small Cap Outperformance Debunked | Equity Prices vs Treasury Yields

TESTING THE BLOGOSPHERE

Condor’s VIX-based Trading Strategy, Bespoke’s Sector Snapshot, Boucher Treasury Yield Strategy (+ alternative), Ablin Trend Following Strategy, TradingMarkets.com 10 Trading Rules (5 Post Roundup), Kestner’s Buffered SMA Strategy (+ follow up), Larry’s Connors’ High Probability ETF Trading | CSS’s Perfect Alignment Theory (+ follow up) | VIX & More’s Stock of the Week (3 Post Roundup) | CWS Gold Model (+ follow up)

GEEKY STRATEGY DEVELOPMENT STUFF

How to Build an Adaptive Trading Strategy (+ example and example) | Coping with Abnormal Markets | Transactional vs Confidence-based Strategies | When Shorting Works: Short vs Intermediate-term Timeframes | Creating Better Risk-Adjusted Returns (Roundup) | Timing a Strategy Using Mean-Reversion (A Critique) | Flaw in Logic: Trading the Relative Performance of Assets (+ example) | What Sets Short, Interm, and Long-term Indicators Apart? | Measuring the Consistency of a Strategy | Investors Don’t Want Absolute Returns | When Delaying Execution Makes Sense | Better than an Equity Curve

RANDOM STUFF

Why I Do What I Do | If It’s Not Audited, It Doesn’t Count (+ an illustration) | Breakdown of the Quant-Analysis Blogosphere | Wasting a Good Life Trading

FAQs: What Software I Use, Why I Trade Leveraged Mutual Funds (+ follow up) | Sources of Free Historical Data