Testable cycle rules instead of fear and greed

Cycles as a forecast, not a license to trade

Cycle work began from the premise that if long-term rhythms exist, shorter market cycles can be used to forecast price and time rather than to churn accounts with untested systems.

The dominant cycle is the market rhythm whose measured low-to-low, low-to-high, and high-to-low intervals define the timing band and oscillator lookback used for the current holding period.

Counted intervals needed a timing band

Hand-counted low-to-low, low-to-high, and high-to-low intervals produced timing windows too wide to trade until the central portion of those observations was kept as a timing band. The next top and the next bottom were then projected from that band.

Fear and greed as the source of losses

Judgment under fear and greed was treated as the source of losses, so cycle counts and oscillators were quantified specifically to remove discretionary overrides from the decision process.

The mechanical decision procedure converts cycle timing, oscillator confirmation, and risk limits into the same entry, exit, and abstention rules a trader must follow when emotion would otherwise override judgment.

Notes did not survive a later winning stretch

Written notes about what worked after large givebacks failed as a control method, because a later sense of invincibility returned and the notes were abandoned mid-trade.

Unexplained early success was treated as a hazard because the same unexamined rules remain in force after the market regime turns and then destroy the account.

Oscillator turns were not enough

A usable cycle oscillator had to turn with price rather than wiggle. A stochastic whose lookback was taken from the traded cycle length was preferred for that reason, and remaining wiggle was treated as a false-entry risk.

Buying bottoms and selling tops was defined as valid only when the trade aligned with the prevailing trend, so oscillator turns were not sufficient signals by themselves.

A checklist before any order

The pre-trade sequence had to be complete before an order was placed: cycle location, oscillator confirmation, trend alignment, and a fixed risk budget.

Intraday strategy changes and trading for excitement rather than for a planned outcome were listed among the cardinal process failures that break a mechanical plan during market hours.

Lasting control was attributed to a structured game plan unique to the trader's temperament. That plan required a comfortable risk size, an explicit market path, and extended chart practice, rather than any single shared market technique.