• Tail-Risk Laws: Skewness & Kurtosis in Your Stop-Loss Rules

    • May 25, 2025
    • Posted by: Drglenbrown1
    • Category: Trading Methodology
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    Tail-Risk Laws: Skewness & Kurtosis in Your Stop-Loss Rules

    Learn how to measure ATR(200) skewness and kurtosis, apply skew-tilt & kurtosis-scaling to Dr. Glen Brown’s Seven Laws, and view live chart overlays for dynamic stop adjustments.

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  • Integrating Skewness & Kurtosis into Dr. Glen Brown’s Seven Laws of Volatility Stop-Loss

    • May 24, 2025
    • Posted by: Drglenbrown1
    • Category: Trading Methodology
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    Integrating Skewness & Kurtosis into Dr. Glen Brown’s Seven Laws of Volatility Stop-Loss

    Learn how to integrate skewness and kurtosis into Dr. Glen Brown’s Seven Laws of Volatility Stop-Loss within the GATS framework for truly adaptive, tail-aware stops and breakeven rules.

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