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

MY PERFORMANCE

Our Strategies: 06/2009, 05/2009, 04/2009, 03/2009, 02/2009, 01/2009, 12/2008, 11/2008, 10/2008, 09/2008, 08/2008, 07/2008

My Personal Portfolio: 1Q 2009, 4Q 2008, 3Q 2008

STRATEGY DEVELOPMENT

How to Build an Adaptive Trading Strategy
+ follow up: (a) an Example, (b) another Example, (c) Coping with Abnormal Markets

Transactional vs Confidence-based Strategies

When Shorting Works: Short vs Intermediate-term Timeframes

Creating Better Risk-Adjusted Returns (Roundup)

STOCK MARKET MECHANICS

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

Overnight vs Daytime Performance

Holding Positions Over the Weekend

Volatility: in Up vs Down Trends, (b) High/Low Trading Range

Overnight Gaps: (a) in Up vs Down Trends, (b) Correlation to Daytime Market

Seasonality: (a) Options Expiration Week, (b) Turn of the Month, (c) OE and TOM Mash Up, (d) Day-After Options Expiration

The Moving Average Spectrum: Part I, Part II

Multi-day Stock Market Runs

Speed Market Rises/Falls

Big Up/Down Days Fall (a) in What Type of Trend? and (b) Where in the Trend?

TRADING STRATEGIES, INDICATORS, & OTHER DATA

Moving Average Crossovers: (a) Stock Market, (b) US Dollar Index, (c) Combined with Monthly Seasonality

Follow-Through: (a) Treasuries (daily), (b) High-Yield Bonds (weekly)

Stock Market Sectors: (a) Semiconductors Lead the Market, (b) Oil Stocks vs Oil, (c) Gold vs Gold Stocks

VIX: (a) Isn’t Magical, (b) Is Very Predictable, (c) VIX Spread Trading Strategy

Put-to-Call Ratio: (a) Is Very Predictable, (b) At Extreme Values, (c) OEX Put/Call Strategy (+ follow up)

US Dollar: (a) Influence on the Stock Market, (b) Trading with the S&P 500

Asia vs US Stock Market Performance (4 Post Roundup)

TED Spread and the Stock Market (4 Post Roundup)

Treasury Yields: to Trade the Stock Market

RSI(2) (a) At Extremes (+ follow up), (b) Becoming Less Common

5-10-20 Trading Strategy (3 Post Roundup)

McClellan Oscillator Explored (6 Post Roundup)

Small-cap vs Large-cap Trend-Following Strategy

TESTING THE BLOGOSPHERE

Condor’s VIX-based Trading Strategy, Bespoke’s Sector Snapshot, Boucher Treasury Yield Strategy, Ablin Trend Following Strategy, TradingMarkets.com 10 Trading Rules (5 Post Roundup), Kestner’s Buffered SMA Strategy (+ follow up)

RANDOM STUFF

Why I Do What I Do

If It’s Not Audited, It Doesn’t Count

FAQs: What Software/Data I Use, Why I Trade Leveraged Mutual Funds