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larly interesting about this channel is that the channel itself was de ned early on: The price points established in the rst few months of the channel accurately predicted the entire move. Had a trader made use of this channel, he would have bene ted from virtually the entirety of the price move, since by and large the stock went up until it broke beneath the support line. The very best channel-based trades are those where prices break out in the direction opposite the channel. Figure 8.15 provides a tting example. Prices had been moving steadily lower, bottoming at less than $2.50. When prices more than doubled after that, they were up against the upper resistance line. Once they broke above that line, however, the subsequent move nearly quadrupled prices from that level. Although a person entering this trade might begrudge the fact that they had already missed a 100 percent move (from $2.50 to $5.00), the fact is that until the prices are outside the channel, there is no basis for that trade. There were many other occasions when the price was at resistance and could have broken out, but it did not. Only until the reversal is con rmed with a breakout is there a rational reason to place the trade.

Thus we have derived the Ornstein-Zernike form. The exponents are given by p = ~, 1] = 0. The neglect of the cubic term in (17.45) is probably a bad approximation when ro = 0, i.e., at the critical point. (The asymptotic form of m(x) is represented in a sloppy way. See Problem 17.4 for the exact answer.) For t < the cubic term is not negligible, for there is a spontaneous magnetization m far from the source. We put m(x) = m + 8m(x), and expand to first order in 8m(x). The equation is of the same form as before, but with ro replaced by - 2ro. Thus we get the same exponents, although ~ is a different function:

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(t> 0) (t < 0)

We summarize the mean-field critical exponents below:

(17.47)

= 0,

y = 1,

8 = 3,

p = 1 2

Just because prices are bound by a channel does not mean that a channel is the only pattern that can take place during that timespan, especially if a channel is somewhat lengthy. There are many instances where patterns can appear within other patterns, and having an awareness of those can yield fresh insight into the stock s future behavior. In Figure 8.16, the price of the Russell 2000 index moved within the con nes of a very large channel for many months. But inside the channel, a series of different patterns appears: The three horizontal lines indicate breakouts from smaller bullish patterns. By having an awareness of these smaller patterns, you could look for repeated behavior. So not only would you be aware of a broad-based uptrend, but you could make predictions based on the smaller patterns in this case, bullish patterns within a much larger bullish pattern, which made the case especially strong for holding onto this winning position.

17 .48)

These values are sometimes called "classical," perhaps because they are very old. They are not consistent with experiments, as we can see from Table 16.2, though they are not far wrong. The mean-field critical exponents have a high degree of universality, for they are independent of the parameters a o and uo, and of the dimesionality of space. The only thing they could depend on is the number of components of the order parameter. Thus, they cannot satisfy Josephson's scaling law in general. (They do

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