greetings all...it's been years since i posted...i just learned of airedale88's passing...this loss is devastating to me...almost 5 years ago, he turned me on to cycles and the wonderful world of hurst...i will forever be grateful to him...i will never forget his warm, compassionate ways and his patience for newbies...because of him, i've done well trading russell and s&p eminis for 4 years (not as well as i have playing online poker because it's easier to be a shark in that world than the financial world, but hey, every little bit helps...lol) anyway, i just wanted to wish all of you fellow "cyclists" well and pay my cyber respects to a great man...be safe

mr usa, yes sir, i've noticed that the $rut really adheres to the cyclical model. my envelopes, which utilize a full span lma on any cyclical component i'm tracking, have been very accurate...i'll occasionally use a vtl to enter or exit, but lma targeting coupled with the $rut's uncanny ability to adhere to 1.25, 2.5 and 5wk cyclical time targets makes it much easier to trade than any other index...heck, i've zoned in on probable cyclical low time targets and played horizontal intra day breakouts...it's gotten me in quicker with smaller drawdowns...i love the $rut:)

airedale,

your thoughts:


Current Cyclic Model for 9/13/2005:

sum of components larger than 4-4.5 year cycle (sigma l):up

4-4.5 yr cycle: avgs 50+-4 months...30 months along...next low 3/2007-9/2007...down

80wk:77+-3 weeks...57 weeks...1/16-2/27/2006...down

40wk:38+-2...20 weeks...1/2-1/30/2006...topping

20wk:19.33+-2...2 weeks...12/26/2005-1/23/2006...up

10wk:44+-6 trading days...11 trading days...10/20-11/11/2005...up

5wk:22+-6...11...9/22-10/6/2005...topping

2.5wk:11.5+-2.5...11...now-friday...down

...........................................................

$rut projections:

2.5wk high...685+-4
5wk high...709+-6 (rough-lma extrapolation)

still long from 8/29....

http://www.investorshub.com/boards/read_msg.asp?message_id=7543550

but.....is a long term top dead ahead?

40wk...697+-13
80wk...692+-17
4-4.5 yr...699+-34

bot some ym contracts today at 10450 and er contracts at 649.50 for a 5 wk cycle swing trade...me thinks the 5/10/20 wk low was today...got tight stops, just in case...g/l g/t

I see, so you averaged the high and low of the pause zone to yield a rut 657ish midpoint...:)

thanks

btw, i guess as of 11 days ago, you've become the world's foremost authority on hurst cycic analysis...i've often wondered if j.m. knew anything about you...

airedale,
i'm only getting 10wk targets on rut (635+-6)...how did you derive a 20wk target with a 657ish midpoint?

denmo83, the next 10 wk low will coincide with the next 2.5, 5 and 20wk lows...optimally this low will occur/will have occurred yesterday 8/26 to 9/1...however, with the 20 wk low being a larger and significant component, we may see an extended, complicated bottoming...the 20 wk low window extends out to 9/21...we shall see...i'm watching vtls and the 2.5/5wk flds/fmas for long signals...g/l

bongo,

saw that possibility on 8/4...

http://www.investorshub.com/boards/read_msg.asp?message_id=7235886

still believe long is a little risky this late in the 20wk cycle...

market will have last word:)

good luck

airedale,

sorry about you losing your buddy:(

lost my beagle in january...best friend i ever had...

thoughts are with you...

...or it would not be beyond the realm of possibility that, indeed, last week (7/25-27) was the 5 week low...

we had a few days up and now will trickle into the 20wk low due 8/24-9/21...(summing the 5/10/20wk low projections yield 8/24-9/5 as the optimal 5/10/20 wk low....)

we shall see...

g/l g/t

sorry about the message redundancy, folks...was having fits with posting the chart...:)

yesterday was 23 trading days from the 6/27/2005 low...right in line with previous 5wk samples...

aire,
would you consider yesterday to be a 5wk low in spx, ndx and dow, too?

airedale,

just curious to how you have some recent lows marked...am i to gather that you believe 4/20 was the 40wk low and 6/27 was the 10wk low?

here's a chart depicting the 10wk full and half span lma s, blackbelt...

http://charts.barchart.com/chart.asp?sym=$INX&data=A&date=031905&den=HIGH&evnt=off&a...

it is even possible that we've already seen the 20wk high, bliss...some indexes have already sniffed the low end of their 20wk targets...you're "July high" scenario is cyclically feasible...

the 4-4.5 year component is getting on in age and we are also on the backside the latest 80wk cycle...i expect the bulk of profits to made on the short side (at least for a while)...that said, even during the bear runs of the larger cycles (eg. 4-4.5yr), it may be prudent to play the long side coming out of 20, 40 and 80 wk lows...

great chart, chuck! it looks very similar to a "chicken scratch" i have on a huge dry-erase board at home...

initially, i marked my charts with 3/03 signifying the 9 and 18 year nominal lows based on airedale's word...(he, in my opinion, is, at least based on my vast research, the WORLD'S premiere authority on hurst cyclic analysis...not sucking up, just an observation...we are very fortunate that he publicly posts...tillman, curry and the lot should enroll at "the university of airedale")...

after a formal fpa, which includes extensive envelope analysis, i have personally concluded that airedale is correct...march 2003 was, indeed, the nominal 9 and 18 year low...the sigma l remains up for at least a few more years...however, after a small climb into our 20wk high over the next month, i expect a precipitous and very tradeable drop...

you may be right, bliss...a june 27 10wk low is certainly not beyond the realm of possibilty (and within recent 10wk sample tolerances)...i have a vtl across the highs...if it breaks up, i'll liquidate my short and go long with a tight stop, my friend...

Current Cyclic Model for 7/5/2005:

sum of components larger than 4-4.5 year cycle (sigma l):up

4-4.5 yr cycle: avgs 50+-4 months...28 months along...next low 3/2007-9/2007...down

80wk:77+-3 weeks...47 weeks...1/16-2/27/2006...down

40wk:38+-2...10 weeks...1/2-1/30/2006...up

20wk:19.42+-2...10weeks...8/24-9/21/2005...topping

10wk:46.16+-6 trading days...46...6/23-7/15/2005...bottoming

5wk:23+-6...18...7/5-7/20/2005...bottoming

2.5wk:11.5+-2.5...6...7/8-7/13/2005...topping

...........................................................

spx projections:

5wk low-1183+-4
10wk low-1170+-5
20wk high-1230+-9

aire,
i'm marking 6/9/2005 as most recent 2.5 and 5 wk low. are you doing the same? i remember some banter about 6/6...

only if supports starts being broken, lexus300...(tll/vtl for hurst folks)...

alot of people are thinking your way. look at yesterday's equity put/call ratio.

http://stockcharts.com/def/servlet/SC.web?c=$CPCE,uu[w,a]daclyyay[dd][pd21,2!b21][vc60]&pref=...

nice spike! fuel to the fire...me thinks one more move up before the 10wk cycle is toast...

aire/other hurst analysts,

given any thought to the possibility that 5/25 could have been the 5wk low?

(18 tds...fits in with several, albeit not ideal, samples we've had over the last couple years...or if we revert back to the idea that 4/20 could've been the 5/10/20/40 wk low, then we have a nice "within tolerance" 25 td 5wk cycle 4/20 to 5/25)

assuming 5/25 as the 5 week low, the subsequent 5 days of up and now down would not be beyond the realm of possibility given the present "down" status of the 4-4.5yr, 80wk and 10 week components...

thoughts?

guess i should've said "tenatively" marking yesterday as the 5 wk low:)

marking yesterday as our 5 week low...eom

bliss,
i'll take a reuben sandwich:)

blairc,

i use trading days. imo, it would seem your 40 day-5week cycle would make more sense if you were using calender days...

i've found over recent history the 5 week cycle contains 23+- trading days...

aire,

love to get your feedback on the following numbers i've crunched...

using ndx as the default (differences with spx and dow should be negligible)...


status for 6/6/2005:

4-4.5 yr cycle: avgs 50+-2 months...27 months along...next low 3/2007-7/2007...down

80wk:77+-3 weeks...43 weeks...1/16-2/27/2006...down

40wk:38+-2...6 weeks...1/2-1/30/2006...up

20wk:19.42+-2...6 weeks...8/24-9/21/2005...up

10wk:46.16+-6 trading days...25...6/23-7/15/2005...topping

5wk:23+-6...25...6/2-10/2005...bottoming


dominant long term cycle:4-4.5yr and 80wk

intermediate:20wk

short:5wk


20/40/80wk and 4-4.5yr cycles show reliability in terms of falling within time tolerances listed above...

5/10wk are more often subject to principle of variation than longer term components. (require more "extreme numeric samples"/samples furthest from bell curve to be tossed when processing phasing information)...

aire,
your charts didn't show up...

can i get in on that action, bliss?

i usually save my gambling for texas hold 'em (just moved to houston april 1:), but i got a feeling the spx sniffs 1180 early next week before moving back up...

it just seems a little late in the 4-4.5 year and 80 week cycles to have this shallow of a retrace...

still short term bullish, though. still very early in new 40 wk cycle....

right translated 10/20 wk cycles seem feasible...

strong support:

1525-1540 ndx

10405-10450 dow

1180-1190 spx

yeah aire, i've had 4/29 marked as the 5/10/20/40 week low....

wasn't too excited about the "pop and heavy drop" 4/20-4/29. thought it should've been more decisive coming out of a 40 week low (a la ndx out of 4/29)...

bliss,
actually today is the 24th(or 25th if you count monday's holiday) trading day of the current 5 week cycle. we COULD continue to drop into next week. 5wk cycle's average 24-28 trading days...

you kidding, crashpro? you're talking to airedale like he's some kind of hack? the guy hits at least.800. when he is wrong, the hurst system gets him out quick...

he's also been a guru to alot of traders. since implementing the hurst system he turned me on to in september 2003, i've been hitting .775 with a 3 to 1 risk reward ratio...

you may be the "ted williams" of trading, crashpro. but remember, ted williams never shredded willie mays in public...

stopped out overnight on my initial very small long euro position.

i'm deriving a 2.5 week low target of 13124 (13090-13158). my 5 week target low is coming in at 12996(12949-13043). we have already hit the upper end of the 2.5wk target. i'm thinking the 5wk low will be undershot due to the status of the larger cycles...

time-wise , i think the euro 2.5/5 wk low may have occured a couple hours ago. today is day 13/29 respectively of those cycles. i established a small initial long position at 1.3166. stop at 1.3149. will look to add to it on vtl crosses.

you may be right, pmiles. but, i've heard some horror stories about liquidity and fills on the euro futures contract. plus, i don't care what any exchange or broker says, the market makers have their ways of building a healthy spread into just about any trading vehicle. so you are paying a spread on the futures contract, too. regardless, i do appreciate the heads up and will continue to keep my eye the differences...

thank you, airedale. you're the best...

yeah,
i can't completely let my ball state marketing degree go to waste:)

hey, airdale, when you get a chance can you post an example of how you enter the info on barcharts.com to derive full and half span offset moving averages? i think i remember you doing that about a year or two ago. i'm familiar with how to work the fld, but have forgot how barcharts.com handles the lma...

geez, did i just sound like a freakin' forex commercial in that last post? sorry folks:)

arjunah,

i'm not trading futures.i'm trading spot forex. it's highly liquid and i'm not hit with commisions (got to pay a 3 pip spread, but it's not too oppresive because i'm looking to catch 200, 300, 400...pip moves). margin is as about as heavy as your risk tolerance can handle and you can start with real small lots to get your feet wet...