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1990issue C041-4

Time-only cycle dates in a Treasury bond case study

A Treasury-bond case study is taught as a timing laboratory. A dominant-cycle calendar dates expected highs and lows, seasonal-analysis seats those dates in a month-scale regime, and the illustrated bond vehicle is kept separate from any amplitude forecast.

  • A dominant-cycle sequence is computed only in time and dates expected highs and lows. It does not forecast how far price will travel.
  • Seasonal-analysis reads each dated signal inside a weeks-to-months regime, here the month of a buy or sell arrow and the decade-scale high and low rotation on Treasury bonds.
  • Each turning-point is the highest high between two model lows or the lowest low between two model highs, so a calendar date is paired with one market extreme.
  • The illustrated path is long-only: cash sits in a Treasury-bill vehicle and moves into a zero-coupon government bond only for the dated holding window. Editorial reading: that vehicle choice does not replace an amplitude forecast.
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Current trackSeasonal analysis54 readingsDominant cycle detection119 readings

A time-only dominant-cycle calendar

The archive describes a freely traded market as having a time-only order that can be computed backward or forward. That dominant-cycle sequence dates expected highs and lows. It does not date the height of those extremes.

The same order is applied on five horizons. The shortest averages two turning points per day. The longest averages about one turning point per year.

Turning points and the accuracy-band

Treasury-bond turning points are charted for the prior ten years and the following ten years. Successive points are required to alternate high then low.

Each turning-point is the highest high between two model lows or the lowest low between two model highs. The pairing of date and market extreme is treated as unambiguous.

For Treasury bonds from 1980 to 1989, average timing accuracy is stated as plus or minus 3.2 months, with a separate rating, standard deviation, and full range attached to each point. That bundle is the accuracy-band around each date.

Seasonal-analysis around the monthly arrow

The working rule is to buy during an upward-arrow month and sell during a downward-arrow month. Seasonal-analysis here means reading that single dated signal inside a weeks-to-months regime: the month of the arrow, and the decade-scale high and low rotation on Treasury bonds.

The day is then refined with weekly-chart analysis and alignment across other cycle horizons. That is timeframe-confluence: shorter and longer sampling horizons of the same cycle calendar used together to tighten the day of action around the monthly arrow.

Instrument choice stays separate

Zero-coupon government bonds are the illustrated vehicle because they reprice sharply when interest rates change and, if held to a distant maturity, still redeem at face value. Positions are described as long-only: the bond is bought, then sold to exit. Short sales are excluded.

Between signals, cash is parked in a Treasury-bill vehicle and moved into the zero-coupon bond vehicle only for the dated holding window.

Educational research material, not investment advice. Historical source context does not establish present-day performance.
2 of 21 in the Seasonal analysis track
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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 year199092 readings
All 54 readings tagged Seasonal analysis
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