Add training workflow, datasets, and runbook

training_data/curated/text/3dc3acee867e70c774be709b1dcec5a453aebfe747184feae8a64ecd0ef2a695.txt

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+699
+Index
+detrended, 394
+link relative method, 394–396, 398
+Seasonal patterns, forecasting model, 415
+Securitizations, 423
+SEE. See Standard error of the estimate (SEE)
+Segmented trades, analysis of, 565–566
+Sell hedge, cotton producer, 11–12
+Sell signals, trend-following systems and, 252
+SER. See Standard error of the regression (SER)
+Series selection. See Futures price series selection
+Settlement type, 9
+Sharpe ratio, 323–325, 334, 343. See also Symmetric 
+downside-risk (SDR) Sharpe ratio
+Short call (at-the-money) trading strategy,  
+498–499
+Short call (in-the-money) trading strategy, 500–502
+Short call (out-of-the-money) trading strategy, 
+499–500
+Short futures trading strategy, 490–491
+Short put (at-the-money), 509–510
+Short put (in-the-money), 512–513
+Short put (out-of-the-money), 510–512
+Short straddle, 516–517
+Short-term response versus long-term implications, 
+432–435
+Sideways market, moving averages and, 79, 81
+Signal price, limit days and, 296
+Signals, failed, 205, 206
+Simple moving average (SMA), 165–167
+Simple regression, 625
+Simulated results, 312–313
+fabrication, 313
+kitchen sink approach, 312
+losing trades, overlooking, 313
+optimization and, 317
+risk, ignoring, 312–313
+terminology and, 311
+transaction costs, 313
+well-chosen example, 312
+Simulation, blind, 311
+Single market system variation (SMSV), 256–257
+Skill, hard work versus, 576–577
+Sklarew , Arthur, 194
+Slippage:
+automatic trading systems and, 295
+sampling distribution and, 608
+transaction costs and, 291
+trend-following systems and, 247
+Rules, trading, 567–574
+analysis and review of, 573–574
+market patterns and, 572–573
+miscellaneous, 571–572
+risk control (money management), 569–570
+trade entry, 568–569
+trade exit, 569–570
+winning trades, holding/exiting, 570–571
+Run-day breakout system, 268–273
+basic concept, 268
+daily checklist, 269
+illustrated example, 270–273
+parameters, 269
+parameter set list, 270
+trading signals, 269
+Run-day consecutive count system, 273–278
+basic concept, 273
+daily checklist, 274
+definitions, 273
+illustrated example, 275–278
+parameters, 274
+parameter set list, 274
+trading signals, 273–274
+Run days, 116, 118–119, 268
+Russell 2000 Mini, intermarket stock index spreads, 
+461–470
+Samples, populations and, 598, 606
+Sampling distribution, 608–609
+Sands, Russell, 434
+Saucers. See Rounding tops and bottoms
+Saudi Arabia, 425
+Scale order, 18
+Schwager, Jack, 319
+Schwartz, Marty, 22, 585
+SDR Sharpe ratio, 327–328, 334
+SE. See Standard error (SE)
+Seasonal analysis, 389–401
+cash versus futures price seasonality,  
+389–390
+expectations, role of, 390
+real or probability, 390–391
+seasonal index (see Seasonal index)
+seasonal trading, 389
+Seasonal considerations, ignoring, 356
+Seasonal index, 391–401
+alternative approach, 396–401
+average percentage method, 391–394