Experiments, used in the telecommunications industry and elsewhere, are considered that involve the simultaneous application of levels of two unrelated factors, treatments and stimuli, to each of several subjects in a succession of time periods. The existence is suspected of carry-over effects of treatments and stimuli, in the period immediately following the period of their application. Methods are given for the construction of separate sequences of treatments and of stimuli; these methods are based on the Latin squares of Williams and of Russell. In the resulting designs, the treatments and stimuli are either orthogonal or nearly orthogonal, and the coincidence of the direct and carry-over effects of each factor is either balanced or nearly balanced. The efficiencies of the designs are assessed by comparing the average variances of elementary contrasts in the levels of each factor with appropriate lower bounds.