1982issue C031-10
Cycle phase windows for chart signal filters
A cycle-phase overlay can sit on graphic buy and sell marks a reader already plots. A working period projects a phase-permission window, and only marks near the matching trough or crest neighborhood are kept.
- Use a cycle-phase overlay only on charts that have a horizontal time axis and already show graphic buy and sell marks, including oscillator plots.
- Build a working period from recently completed trough-to-trough spans, then treat the two-unit time zone around the projected date as the phase-permission window.
- Keep graphic buy marks only near a recognized major-cycle trough and graphic sell marks only near a recognized major-cycle crest.
- A print-extreme trough can differ from a projection-aligned trough, and oscillator marks may sit on the expected shape even when that date is not identical to the bar-chart date.
A filter for marks already on the chart
The archive describes a cycle-phase overlay that can be used with most charting approaches that already produce graphic buy and sell marks, including oscillator plots. It is not used with chart formats that omit a horizontal time axis.
Price series are treated as nested cycles. The timing task isolates the most visible cycle on a daily chart in order to decide which graphic signals to keep and which to ignore.
What a trough or midcycle crest is said to allow
After a trough of a well-chosen major cycle, prices are described as able to rise even in a broader bear regime. After a midcycle crest they are described as tending to decline by a small, large, or negligible amount, with the size depending on bull, bear, or sideways conditions.
Working period and the phase-permission window
One projection procedure builds a working period by averaging a short stack of the most recently completed cycle periods, extends that average forward from the latest established trough, and marks a two-unit time zone around the projected date.
That band is the phase-permission window used to decide whether an existing graphic signal is in phase. Measured cycle periods are allowed to lengthen or shorten gradually. Period drift is expected as new completed cycles are added, and spans are not required to stay a fixed number of days.
Daily substitutes and two kinds of trough
A single daily value can replace a full price bar. The archive allows a mean session price or a weighted composite price.
Resting orders at a fixed price can distort bar extremes. A print-extreme trough is the lowest low inside a local bar-chart section, and it need not match a projection-aligned trough, which is the low nearest a previously projected turning date.
Projecting a midcycle crest
A midcycle crest date is projected with an inner-span sum. Recent first-inner-cycle spans are averaged, recent second-inner-cycle spans are averaged, those two averages are added, and the sum is extended from the latest daily small trough or weekly large trough.
Which graphic marks to retain
Graphic buy marks are retained only on or within a few days of a recognized major-cycle trough. Graphic sell marks are retained only on or within a few days of a recognized major-cycle crest.
Weekly history and horizon clustering
A multi-year weekly high-low-close history is used to estimate a dominant trough-to-trough interval. Horizon clustering stacks many historical trough-to-trough gaps so the most common measured length becomes visible.
If a weekly working chart cannot begin immediately after that history, it should start earlier, after enough completed cycles to set the working segment.
The archive also presented market-specific daily and weekly lengths as contemporary observations for that market, not as universal constants.
Oscillator and momentum placement
On oscillator or momentum plots, troughs and midcycle crests are placed where the line shows the expected shape on or within a few days of the projected date, even if that date is not identical to the matching bar-chart date.
If no clear shape appears, the mark may be left at the center of the predicted time zone because a longer cycle can mask the watched cycle.
All readings on this track · 31 readings
- 1982Cycle phase windows for chart signal filters
- 1987Constructing a cycle-scaled trend oscillator
- 1987Constructing a dominant-cycle grid from marked lows
- 1988Cycle lead from staggered exponential averages
- 1988Auditing the forty-month stock-price cycle
- 1989When long-wave dominant cycles cannot be disproved
- 1991Half-cycle average plot shift versus cycle attenuation
- 1991Half-cycle average contact as an amplitude-ratio test
- 1993Building a restoring-pull indicator from cycle frequency and volume
- 1995Regime filters for a dominant long wave
- 1995A cycle-tuned lead filter from bounded oscillators
- 1998Testable cycle rules instead of fear and greed
- 1999Nested Euro cycle timing as one checkable procedure
- 2002Constructing an instantaneous trendline from a dominant cycle
- 2002Half-cycle center of gravity oscillator from moving-average balance
- 2004Testing a locked forty-week cycle with a hold-or-sit-out rule
- 2005Nested timing bands for dominant-cycle confirmation
- 2005Dominant-cycle baselines versus policy-news narratives
- 2006Pairing a dominant-cycle horizon with trend and oscillators
- 2006A dominant-cycle split into a trend filter and residual Relative Strength Index
- 2007Construct a momentum difference from the dominant cycle
- 2007Naive dominant-cycle rules fail without crowd tests
- 2012Constructing a dominant-cycle forecast as a timing window
- 2012Open-parameter construction of dominant-cycle baselines
- 2013Using a second-term election to check a predeclared dominant-cycle forecast
- 2014Constructing a dominant-cycle forecast baseline
- 2014Quotient transform as an early-onset trend filter
- 2014Construct a trough-to-trough cycle map with the Detrended Price Oscillator
- 2015Dominant-cycle alignment before an earnings catalyst
- 2017Causal reverse exponential average for cycle and trend
- 2020Constructing a cycle-plus-trend oscillator from a one-wavelength chord