The library
Audit log
Every automated standards run on the library, newest first, written by the pipeline itself. What was checked, what changed, per paper. See the editorial standard for what each run enforces.
·okWeekly references & standards audit
updated: 63 · papers: 63 · dead links unlinked: 4
- Glossary of Definitions — humanized, disclaimer-refreshed
- An Anti-Overfit Protocol for Strategy Backtesting on TradingView — pitch-line-removed, humanized, disclaimer-refreshed
- Auditing Your Own Edge: Results From a Cross-Asset Backtesting Program — pitch-line-removed, disclaimer-refreshed
- The True Cost of Futures Scalping: Spread, Commission, and Breakeven Math — humanized, disclaimer-refreshed
- Scalping vs. Swing Trading: Which Math Works for Your Account — humanized, disclaimer-refreshed
- Slippage: The Silent Tax on Futures Intraday Trading — humanized, disclaimer-refreshed
- Why Your Profit Split Isn't Your Real Payout: The Hidden Math Between 100% and What You Actually Withdraw — humanized, disclaimer-refreshed
- Win Rate vs. Risk-Reward: The Math That Kills Most Funded Traders — humanized, disclaimer-refreshed
- How Revenge Trading and Tilt Destroy Funded Accounts — humanized, disclaimer-refreshed
- Multi-Timeframe Confluence: Reading Macro Intent in Micro Order Flow — humanized, disclaimer-refreshed
- Bracket Orders and OCO: The Foundation of Automated Trade Management — humanized, disclaimer-refreshed
- VWAP: The Institutional Benchmark That Turns Pullbacks Into Entries — humanized, disclaimer-refreshed
- Market Orders vs. Limit Orders: Why Your Order Type Matters More Than You Think — humanized, disclaimer-refreshed
- Mean Reversion: When to Fade Extremes and When to Stop Trading It — humanized, disclaimer-refreshed
- Why Micro Contracts Are Essential for Prop Traders: Execution Costs, Position Sizing, and Compliance — humanized, disclaimer-refreshed
- Evaluation vs. Funded Accounts: What Actually Changes When You Pass — humanized, disclaimer-refreshed
- How Position Size Controls Risk of Ruin: The Math Behind Account Survival — humanized, disclaimer-refreshed
- The Diversification Threshold: Why 20-30 Stocks Are Enough (And More Isn't) — humanized, disclaimer-refreshed
- Why Factor Performance Decays: Understanding Alpha Decay and Crowding in Long-Term Investing — humanized, disclaimer-refreshed
- The Cost of Emotion: Quantifying Your Trading Psychology With Data — humanized, disclaimer-refreshed
- Why Win Rate Alone Is Costing You Your Prop Account — humanized, disclaimer-refreshed
- Earnings Yield vs. Earnings Power: How Retention Ratio Reveals Which Cheap Stocks Actually Reinvest for Growth — humanized, disclaimer-refreshed
- Adverse Selection and Order Book Thickness: Why Spreads Widen When You Need to Trade — humanized, disclaimer-refreshed
- Consecutive Losses: Your Strategy Isn't Broken - Your Position Size (and Psychology) Is — humanized, disclaimer-refreshed
- The Real Break-Even for Prop Traders: Why Your Challenge Cost Multiplies Before You Profit — humanized, disclaimer-refreshed
- Volume Absorption: Reading Liquidity Walls Before Price Rejection — humanized, disclaimer-refreshed
- Futures Contract Rollover: When Liquidity Moves and What It Costs Day Traders — humanized, disclaimer-refreshed
- Why Larger Prop Firm Accounts Don't Give You the Risk Advantage You Think — humanized, disclaimer-refreshed
- Drawdown Recovery: Why the Math Breaks When Emotion Takes Over — humanized, disclaimer-refreshed
- Account Resets vs. New Evaluations: The Economics of Retry vs. Walk Away — humanized, disclaimer-refreshed
- Notional Value vs. Margin: Why Margin Alone Blinds Prop Traders to Real Risk — humanized, disclaimer-refreshed
- Beyond P/E: Why Free Cash Flow Yield Separates Bargains from Value Traps — humanized, disclaimer-refreshed
- Cumulative Delta Divergence: The Signal When Price and Aggression Split — humanized, disclaimer-refreshed
- Session Bias in Auction Markets: How Opening Context Shapes Intraday Structure — humanized, disclaimer-refreshed
- Consistency Rules at Different Prop Firms: Why the Math Matters More Than You Think — humanized, disclaimer-refreshed
- A Committee of Agents for Prediction-Market Trading: Design of a Paper-Only Kalshi System — pitch-line-removed, humanized, disclaimer-refreshed
- Quant Core, Human Gate: An AI Investor-Committee for Daily Stock Plans — pitch-line-removed, humanized, disclaimer-refreshed
- Margin vs. Minimum Deposit: Why Your Account Needs More Than You Think — humanized, disclaimer-refreshed
- Market Cycles Within Cycles: Why Portfolio Rebalancing Traps Long-Term Investors Into Selling Cheap — humanized, disclaimer-refreshed
- Slippage: The Hidden Cost Nobody Budgets For — humanized, disclaimer-refreshed
- Pullback vs. Breakout Entries: Win Rate, Risk-Reward, and Why the Tradeoff Matters — humanized, disclaimer-refreshed
- Why Risk Per Trade Matters More Than Win Rate: The Math Behind Prop Firm Failures — humanized, disclaimer-refreshed
- Retention Ratio and ROE: Why Earnings Reinvestment Unlocks Long-Term Stock Growth — humanized, disclaimer-refreshed
- Execution Cost Mathematics: The Hidden Drain on Intraday Futures Profits — humanized, disclaimer-refreshed
- Gap Fill Probability: Why Most Gaps Don't Fill the Day They Open — humanized, disclaimer-refreshed
- Fair Value Gaps: Reading Market Imbalances for Precise Entry Zones — humanized, disclaimer-refreshed
- Why Futures Trading Hours Matter for Prop Traders: RTH vs Overnight Liquidity — humanized, disclaimer-refreshed
- Why Position Size Matters More Than Your Edge — humanized, disclaimer-refreshed
- How Much Capital Do You Actually Need to Trade Futures? — humanized, disclaimer-refreshed
- Order Book Imbalance: Using Asymmetric Liquidity to Read the Next Move — humanized, disclaimer-refreshed
- Why Daily Loss Limits Are Being Removed (And Why Smart Traders Still Set Their Own) — humanized, disclaimer-refreshed
- Dividend Growth vs. Dividend Yield: Why Long-Term Investors Pick the Wrong Metric — humanized, disclaimer-refreshed
- Tick Size and Tick Value: The Foundation of Position Sizing — humanized, disclaimer-refreshed
- The Kelly Criterion vs. Fixed Risk: Which Sizing Method Works for Prop Traders — humanized, disclaimer-refreshed
- Opening Range Breakout (ORB): The Mechanical Day Trading Setup Futures Traders Use — humanized, disclaimer-refreshed
- ES vs. NQ: Tick Size, Point Value, and How They Shape Your Position Sizing — humanized, disclaimer-refreshed
- Dollar-Cost Averaging vs. Lump-Sum Investing: The Data and When Each Works — humanized, disclaimer-refreshed
- The Point of Control: Reading Institutional Accumulation in Volume Profile — humanized, disclaimer-refreshed
- Prop Firm Payout Cycles & Buffers: Why You Can't Withdraw All Your Profits Yet — humanized, disclaimer-refreshed
- How to Pass a Funded Futures Evaluation: A Process-Driven Guide — humanized, dead-links-unlinked:4, disclaimer-refreshed
- Topstep Trailing Drawdown Explained: How It Works & How to Track It — humanized, disclaimer-refreshed
- End of Day vs Intraday Trailing Drawdown: What Funded Traders Need to Know — humanized, disclaimer-refreshed
- Trailing Drawdown, Explained: Why a 25K Apex Is Not a 100K Apex — humanized, disclaimer-refreshed