Saturday, December 19, 2015 8:23:19 PM
Charts for SPX cycles
Filter 3 is the 120 day cycle.
Filter 4 is the 80 day cycle.
As shown, the 80 and 120 day cycles have magnitudes that are similar to that of the 3 year cycle. With 3 of these strong cycles heading down, and the 120 day cycle topping, the downside forces are strong and getting stronger.
The market correlation with moving average, filters 1 and 2 is 0.918. The market correlation with moving average, filters 1 to 4 is 0.944. These numbers are extremely strong and validate the model. The ability to observe sinusoidal cycles make the model useful.
The 80 and 120 day cycles can be used for trading trends lasting a couple of weeks. The 3 and 7 year cycles can be used for buy/hold rebalancing retirement portfolios.
Filter 3 is the 120 day cycle.
Filter 4 is the 80 day cycle.
As shown, the 80 and 120 day cycles have magnitudes that are similar to that of the 3 year cycle. With 3 of these strong cycles heading down, and the 120 day cycle topping, the downside forces are strong and getting stronger.
The market correlation with moving average, filters 1 and 2 is 0.918. The market correlation with moving average, filters 1 to 4 is 0.944. These numbers are extremely strong and validate the model. The ability to observe sinusoidal cycles make the model useful.
The 80 and 120 day cycles can be used for trading trends lasting a couple of weeks. The 3 and 7 year cycles can be used for buy/hold rebalancing retirement portfolios.
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