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

OUR PERFORMANCE: INDEPENDENTLY-AUDITED AND REAL-TIME

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

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)

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 | 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? | Does Growth or Value Drive the Market?

TRADING STRATEGIES, INDICATORS, & OTHER DATA

Trend-Following: (a) The Golden Cross AKA 50/200-day Crossovers (5 Post Roundup), (b) US Dollar Index, (c) Combined with Monthly Seasonality, (d) Small vs Large-cap Trend-Following, (e) 5-10-20 Trading Strategy (3 Post Roundup), (f) Nasdaq vs S&P 500 Trend-Following (+ mashup)

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)

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

International Stock Markets: (a) Asia vs US Stock Market Performance (4 Post Roundup), (b) Short-term Behavior in India, and (c) Russia (+ follow up)

Miscellaneous: TED Spread and the Market (4 Post Roundup) | McClellan Oscillator Explored (6 Post Roundup) | Coppock Guide | Follow-through in Treasuries and HY Bonds | Trading Oil Stocks vs Oil and Gold Stocks vs Gold | VIX is Very Predictable | VIX Spread Trading Strategy | Put-to-Call Ratio (a) is Very Predictable, (b) at Extreme Values | OEX Put/Call Strategy (+ follow up) | High/Low Range Strategy

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

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