Cycle mode construction from aligned bandpass swing waves

The archive workflow first builds a multi-period cycle display from ordered price data. Spectral analysis is a bank of period-specific filters that paints every lookback of interest so overlapping waves can be compared at once. A swing-chart is a cycle-phase map that marks valleys and peaks across periods so aligned swings can be read as a chart condition.

Specify the passband

A dominant-cycle reading is the cycle period isolated when a bandpass filter is tuned to the strongest repeating component in ordered price data. A two-pole bandpass with delta set to 0.1 is specified as a plus-or-minus 10 percent passband around a chosen cycle period.

Paint every period of interest

The swing-wave display is built from an array of those bandpass filters. Vertical scale equals cycle period. Valleys are painted blue. Peaks are painted orange.

The display is described as placing monthly waves toward the short-period end and quarterly waves toward the long-period end. Full-height blue or orange columns are interpreted as simultaneous alignment of waves at cyclic valleys or peaks.

Map phase onto a swing-position scale

A swing-position construction maps dominant-cycle phase onto a minus-5 valley to plus-5 peak scale that traces a sine shape in a pure cycle. The same construction loops filter periods from 12 to 60 after an initial bar-count warmup and floors a decaying delta at 0.1.

Add a market-mode overlay

Cyclic swings are treated as not automatically tradable because a trend slope can swamp the wave, as illustrated from September 2010 through February 2011. A companion market-mode overlay is presented as the decision layer that chooses trend-following versus swing use of the wave display.