Short Term Trading Member Forum

[techcharter]

Trucircle- Cycle chart

I've been using Excel to test some cycle algorithms. I don't use a simple moving average because of the time shift and several cycle can get through. I don't use fourier series because of Gibb's phenomena makes it have little predictive value.

The major difference between our results is my cycles periods vary in time, while yours don't. Over one cycle the period can shift by 20%. There are dead spots in the spectrum at times. This is just as important as it forms a boundary to separate the fundamental cycles. I have yet to add cycles up and back test them. Enough of the multi year cycles are topped and on their way down. The 3 yr cycle is starting to get out of phase with the 4.5 yr cycle to the point where they may cancel each other in a year or two.