Multi-horizon cycle signals, trend filters, and stops

One indicator across several cycle lengths

A stock-and-futures procedure combines price, range, and volume, binds that composite to cyclical structure, and applies the same indicator at three or more cycle lengths so signals can be generated mechanically.

Price is treated as a long-term centered-average plus sine terms of differing amplitude and period. A detrend removes a longer centered-average from a shorter one to separate cycle bands in the price series. The isolated band is the dominant-cycle: an approximate periodic band isolated by differencing centered averages of unequal length so an indicator window can be matched to that horizon.

A centered-average is a midpoint average shifted back by half its window so it represents that interval rather than trailing the latest bar. It represents a chosen window more faithfully than a trailing average, but it is unavailable at the live bar by half the window length.

Reactivity matched to each horizon

The reactivity-indicator is a composite of momentum and a range-to-volume aspect, computed over a window matched to a chosen cycle length. Reactivity equals a normalized range-to-volume aspect times momentum, with normalizers taken over the last three to four cycle lengths and momentum length set near 0.45 times the cycle.

Trend permission before the trade-trigger

A trade-trigger is a short-horizon indicator crossing its own smoothed line, used only after longer-horizon direction is known. A principal entry or exit is marked when that short-horizon cross occurs, provided longer-horizon readings set direction. Add-on trades use the same cross only with that longer-horizon direction.

Trend-following uses the sign of intermediate- and long-horizon derived slopes as a permission filter that admits a short-horizon cross only with the prevailing direction. Intermediate and long-horizon direction are read from derived-average slopes: a four-bar slope with 0.3 exponential smoothing and a seven-day slope with 0.2 exponential smoothing, signed by position relative to zero.

Candidate turns typically sit in a seven-to-10-bar short cycle and are admitted or rejected by intermediate- and long-horizon trend direction before a position is opened or increased.

A stop bounds the hold

A stop-loss is a statistically placed price bound that caps exposure during the hold and can close the trade when the signal stack misses an abrupt reversal. Levels derived from statistical expectations of price variation bound the hold and can exit when that miss occurs.