Replies to post #2708 on Rule-Based Trading Systems

[satorino]

Northam, i keep reading your posts carefully and I thank you for your great work which I find very stimulating.
I am trying to figure out your monthly cycles and i dont understand why you use july 04 and august 04 to call end and beginning of a cycle. I dont see any sma crossing there, just a touching. do you consider touching significant enough to give rise to a cycle or you use other indicators.
Thanks for any insight you might wish to give.and Good luck.
Sat.

[northam43]

As promised here is the charts of the current and previous Monthly cycles:

Jan 2008 to present cycle, currently in the 29th month, Phase I lasted 18 months:

Here is Phase I chart:



Phase II is currently in the 11th month:



Jul 2006 to Dec 2007 cycle lasted 18 months, Phase I one month and Phase II 17 months:



Aug 2004 to Jun 2006 cycle lasted 23 months, Phase I one month and Phase II 22 months:



Oct 2000 to Jul 2004 cycle lasted 46 months, Phase I 31 months and Phase II 15 months:

Chart of Phase I 31 months:



Chart of Phase II 15 months:



Bottom line: Looks like a new monthly cycle could be close at hand.