• Whiskers & Fences: A Boxplot Approach to Adaptive Volatility Stop-Loss

    • May 26, 2025
    • Posted by: Drglenbrown1
    • Category: Trading Methodology
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    finalized infographic for "Whiskers & Fences: A Boxplot Approach to Adaptive Volatility Stop

    Learn how to apply boxplot hinges, whiskers and fences to Dr. Glen Brown’s Seven Laws to detect regime shifts and dynamically adjust stop-loss buffers using ATR(200) exposures.

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  • Static vs. Distribution-Free: Chebyshev and the Empirical Rule

    • May 25, 2025
    • Posted by: Drglenbrown1
    • Category: Trading Methodology
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    Static vs. Distribution-Free: Chebyshev and the Empirical Rule

    Compare the Empirical Rule for normal distributions with Chebyshev’s inequality for any distribution. Learn how k=√P exposures maps to guaranteed volatility coverage within Dr. Glen Brown’s Seven-Law framework.

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  • Beyond ATR: Introducing Dr. Glen Brown’s Seven Laws of Volatility Stop-Loss

    • May 24, 2025
    • Posted by: Drglenbrown1
    • Category: Trading Methodology
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    Beyond ATR: Introducing Dr. Glen Brown’s Seven Laws of Volatility Stop-Loss

    Discover why static ATR-based stops fail and explore Dr. Glen Brown’s Seven Laws of Volatility Stop-Loss—anchored by √time scaling, DAATS and GNASD—for a truly adaptive risk framework.

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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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  • Beyond ATR: Dr. Glen Brown’s Adaptive Stop-Loss Playbook—Seven Laws, √Time Exposures & the Quartile-IQR Edge

    • May 24, 2025
    • Posted by: Drglenbrown1
    • Category: Trading Methodology
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    Beyond ATR: Dr. Glen Brown’s Adaptive Stop-Loss Playbook—Seven Laws, √Time Exposures & the Quartile-IQR Edge

    Discover Dr. Glen Brown’s next-level stop-loss framework: seven universal laws, √time volatility exposures, and quartile/IQR techniques for adaptive breakeven and trailing stops.

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  • Dr. Glen Brown’s Seven Laws of Volatility Stop-Loss

    • May 22, 2025
    • Posted by: Drglenbrown1
    • Category: Trading Methodology
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    Dr. Glen Brown’s Seven Laws of Volatility Stop-Loss

    Explore Dr. Glen Brown’s seven universal laws of volatility stop-loss—a zone-aligned, ATR(200)-based framework for adaptive stops, breakeven rules, and tiered risk management across all markets and timeframes.

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  • WaveSafe ATR Keltner Channel

    • May 21, 2025
    • Posted by: Drglenbrown1
    • Category: Trading Strategies
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    WaveSafe ATR Keltner Channel

    Integrate the WaveSafe ATR Exit Model with Keltner Channels—EMA(25), ATR(25), √25-based multipliers—for volatility-adaptive bands across all timeframes.

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  • The Evolution of Financial Engineering: From Theory to Systematic Trading

    • April 2, 2025
    • Posted by: Drglenbrown1
    • Category: Financial Engineering
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    The Evolution of Financial Engineering: From Theory to Systematic Trading

    Explore our innovative adaptive break-even mechanism for the GATS Framework, which combines dynamic percentages and fixed points to create a market-responsive exit strategy across multiple timeframes.

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  • A Hybrid Adaptive Break-Even Mechanism for the GATS Framework: Integrating Dynamic Percentages and Fixed Point Thresholds

    • March 27, 2025
    • Posted by: Drglenbrown1
    • Category: Financial Engineering
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    A Hybrid Adaptive Break-Even Mechanism for the GATS Framework: Integrating Dynamic Percentages and Fixed Point Thresholds

    Explore our innovative adaptive break-even mechanism for the GATS Framework, which combines dynamic percentages and fixed points to create a market-responsive exit strategy across multiple timeframes.

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