Insights
Ideas for AI-native trading workflows
Long-form pieces on process, positioning, and using models without outsourcing judgment.
Editorial note
- Drafts and outlines can be accelerated with LLMs; claims and compliance-sensitive language stay human-reviewed.
- Articles are markdown-backed—easy to extend as your publishing workflow matures.
How the RSI Pullback Strategy Works — and When It Fails
The RSI pullback setup is a trend-continuation trade, not an oversold bounce. Learn the volume filters, stop placement, and market conditions that make it work — and the regime mismatches that make it fail.
MACD Trend Following: The Setup, the Signal, and the Exit
Crossovers are the wrong MACD signal. Histogram expansion above the zero line is the right one. A practical framework for using MACD as a momentum confirmation tool rather than a lagging trigger.
Inside Day Breakouts: Pattern Anatomy and Screening Criteria
Full containment, contracting volume, breakout confirmation — the inside day has a precise definition and strict context requirements. Here's what separates a legitimate setup from a random pause on a chart.
Golden Cross vs. EMA Cross: Which Moving Average Signal Is Actually Useful
The golden cross fires 8-12 weeks into a recovery. The EMA cross is faster. Neither is a timing signal — they're regime filters. Here's how to use each one correctly.
Bollinger Band Squeeze: Measuring Volatility Contraction for Breakout Timing
The squeeze predicts magnitude, not direction. Adding a directional bias filter — trend, relative strength, support context — is what separates the setup from a coin flip.
Supertrend Pullback: Using Trailing Stops as a Trend-Following System
Entering on the Supertrend flip means you're buying late. The pullback variation — entering when price approaches an already-established bullish Supertrend line — gives a tighter entry and a mechanical stop.
VIX Pivot Trades: Using Fear Spikes as Contrarian Entry Signals
When VIX spikes above 30 and begins to reverse, the trade isn't staying out — it's getting in. The critical filter: is this a tantrum (S&P above 200DMA) or a regime change?
Earnings Catalyst Setups: What Works Before and After the Print
Pre-earnings buildup and post-earnings gap continuation are two completely different trades with different logic and sizing rules. Conflating them is a common source of unnecessary losses.
Market Breadth Explained: MCO, MCSI, and What They Tell You That Price Doesn't
SPY can be near highs while 60% of stocks deteriorate. Market breadth — the McClellan Oscillator and Summation Index — reveals what price-weighted indexes hide.
What Is a Follow-Through Day and How Do You Trade It?
William O'Neil's FTD methodology gives a structured, rule-based framework for re-entering the market after a correction — without guessing whether the bottom is in.
How to Read VIX: The Fear Gauge Levels Every Trader Should Know
VIX of 20 means the market is pricing a 1.26% daily move. VIX above 30 means panic. A practical breakdown of what each level range means and how to trade around them.
Market Regimes: Why the Same Strategy Fails in Different Conditions
A momentum strategy that crushed it in 2020-2021 was destructive in 2022. Regime mismatch — not strategy failure — is the cause. Here's how to classify the current regime and adjust.
Position Sizing for Retail Traders: The Math Behind Risk-Per-Trade
Entry timing gets all the attention. Position sizing determines long-run outcomes. The 1-2% rule, the position sizing formula, Kelly Criterion, and ATR-normalized stops explained.
How the Six7 Alpha Signal Workflow Replaces Three Separate Tools
Fragmented tooling means applying the right tool in the wrong context. A six-stage pipeline — diagnosis, strategy selection, screening, ranking, trade plan, synthesis — fixes the sequencing problem.
BYOK Trading Tools: Why Your API Key Matters for AI-Powered Analysis
Bring Your Own Key means you pay API costs directly, not through a platform markup. What to verify about encryption, proxying, and logging before handing over your key.
Backtesting vs. Paper Trading: What Each One Actually Tells You
Backtesting tells you if a rule had edge on past data. Paper trading tells you if you can execute it. Neither tells you what live trading will look like. The correct four-stage testing sequence.
We ran 40+ battle-tested strategies through autoresearch
Classic setups are hypotheses. A Karpathy-style experiment loop on strategy code and benchmarks surfaces second-order improvements—filters, exits, and risk—that the textbook version rarely explores.
Why LLM-native trading tools will beat static dashboards
Markets move faster than menu-driven tools. The winning stack is shifting from fixed dashboards toward systems that can reason over context, explain tradeoffs, and adapt the workflow in real time.
The new edge is not faster data. It is a tighter AI research loop.
Most traders do not lose because they lack charts. They lose because their research loop is slow, fragmented, and emotionally inconsistent. AI changes the loop more than the signal.
How to use AI for trading without being reckless
The right use of AI in trading is not blind automation. It is controlled acceleration: let AI generate hypotheses, score setups, and explain scenarios while you keep the risk controls hard-coded.
Trade Like vs Invest Like — which Six7 Alpha pipeline fits you?
Two pipelines, two timeframes, same engine. Here's how to know which one matches the way you actually want to be in the market.