Skip to main content
Track Seasonal analysis
21 / 21
Search the archiveLibrary
Library

2020issue C1160-64

Constructing calendar interval votes for cycle workbooks

A reconstruction worksheet can place a stochastic oscillator beside matching interval-vote values only when the period-bar-helper and the charting tab share one lookback-row-budget. This article shows how the calendar-split columns are built and lengthened without breaking those pairs.

  • A reconstruction worksheet can sit a stochastic oscillator series beside matching per-bar interval-vote values so the stack can be inspected bar by bar.
  • Seven timeframes are computed on a period-bar-helper tab, and the charting tab imports the finished values instead of repeating the bars-per-interval work.
  • Calendar-split rows turn each parent bar-count into a pair: half the parent rounded up, then the remainder, so a parent of 3 yields 2 then 1.
  • Lengthening the lookback needs the same calculation-row count on both tabs and a pairwise fill on the three subdivision columns.
Entries in this reading3 entries
Current trackSeasonal analysis54 readingsSeasonal trading60 readingsDominant cycle detection119 readings

Start with a rebuildable vote column

A reconstruction worksheet can place a stochastic oscillator series beside matching per-bar interval-vote values. That pairing is the column you can rebuild and inspect after the seasonal-interval-stack is assembled.

Editorial interpretation: a dominant-cycle-reading or a seasonal reading is only as honest as the interval stack and interval-vote column you can rebuild, inspect, and lengthen without breaking pairwise splits.

Isolate the period-bar-helper

Seven timeframes are computed. Repetitive bars-per-interval work is isolated on a period-bar-helper tab before a charting tab imports the finished values.

Reproducing the full historical width of the referenced charts would take about 6000 calculation rows, which the distributed workbook does not allocate as lookback-row-budget.

Build the calendar-split pairs

The seasonal-interval-stack is the ordered set of month- and quarter-based lookbacks. Bi-month rows split month counts, bi-quarter rows split quarter counts, and quarter-of-quarter rows split bi-quarter counts.

On the period-bar-helper, each parent interval cell becomes a pair of child cells. The first child is half the parent rounded up, and the second is the remainder, so a parent of 3 yields 2 then 1.

Lengthen both tabs together

Lengthening the period-bar-helper requires a pairwise fill on the three subdivision columns so each child pair stays aligned with its parent bar-count.

The helper tab and the charting tab must keep the same calculation-row count when the lookback is extended. After the interval stack is assembled, the dominant-cycle-reading is the sampling interval that collects the most interval-vote tallies on a bar.

Educational research material, not investment advice. Historical source context does not establish present-day performance.
21 of 21 in the Seasonal analysis track
1992Track finished · Next track: Seasonal tradingInner planet cycle dates, seasonal inversions, and stochastic timing6 readings
All readings on this track · 21 readings
  1. 1986Two gates for setup and operator readiness
  2. 1990Time-only cycle dates in a Treasury bond case study
  3. 1990Constant-dollar regimes, the value line, and nested cycles
  4. 1992The four-year election cycle as an equity regime map
  5. 1992A semiconductor seasonal-index before the relative-strength overlay
  6. 1992Lock the holiday window as a regime, then veto resistance
  7. 1995Regime-aware stock screening with intermarket context
  8. 1996Standard-error bands, width gates, and weekday counts
  9. 1999Constructing seasonal factors from centered moving averages
  10. 2000Seasonal window, then weekly breadth
  11. 2004Copper as a regime map for cycles and recessions
  12. 2008Election-cycle windows as a mechanical seasonal system
  13. 2012A 2012 case study in Kondratieff-wave and presidential-cycle overlays
  14. 2012The October to May window as a mechanical portfolio procedure
  15. 2013Half-year seasonality as an equity regime overlay
  16. 2014Seasonal cycles as a regime overlay
  17. 2015Seasonal oil window as a defined-risk spread case
  18. 2017Calendar regimes, RSI events, and sector rotation rules
  19. 2018Seasonal windows as testable entry and abstention rules
  20. 2019Calendar rotation of seasonal and regime questions
  21. 2020Constructing calendar interval votes for cycle workbooks
By fieldCycles and spectral analysis77 readingsBy year202085 readings
All 54 readings tagged Seasonal analysis
Also on Seasonal analysis5 readings
2014Seasonal cycles as a regime overlay1990The January barometer as a rest-of-year scoring problem1991Testing the July-August summer rally as an occurrence count1992The four-year election cycle as an equity regime map1992Lock the holiday window as a regime, then veto resistance