Research method
Dominant cycle detection
Dominant cycle detection is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Conditional forecast or research filter
- Input
- Ordered price, volume or breadth observations
- Horizon
- A defined sampling interval and lookback
- Best use
- Compare an explicit quantitative baseline with an out-of-sample result.
- Input: Ordered price, volume or breadth observations.
- Output: forecast.
- Use boundary: Compare an explicit quantitative baseline with an out-of-sample result.
The graph8
How the method is built, and where it has been read
Depends on
Often reviewed together
Fast Fourier Transform4 readings
Often reviewed together
Bandpass filter4 readings
Often reviewed together
Market breadth5 readings
Often reviewed together
Seasonality analysis6 readings
Often reviewed together
Seasonal trading6 readings
Often reviewed together
Elliott wave analysis6 readings
Often reviewed together
Exponential smoothing7 readings
Often reviewed together
Seasonal analysis7 readings
Read in the archive24 of 180 readings
1982Cycle phase windows for chart signal filters1982Scale-free Commodity Channel Index construction1984Constructing maximum-entropy spectra for dominant-cycle forecasts1984Three-gate confirmation for wave, ratio, and cycle turns1984How to construct a maximum-entropy cycle model1984Building moving-window spectral cycle forecasts1984Half-cycle differencing for momentum signals1984Stock low clusters as a cycle baseline1985Industry leadership carryover as a bull-regime test1985Constructing period-locked half-cycle and full-cycle averages1986Cycle-aligned directional trend indicator1986Why Fourier windows limit dominant-cycle resolution1987Constructing a cycle-scaled trend oscillator1987Evaluating weekly price cycles with autocorrelation cutoffs1987Evaluating angular cycle overlays on independent stock swings1987Assembling short-lookback maximum-entropy cycle forecasts1987Constructing a dominant-cycle grid from marked lows1988Fourier cycle models break in major swings1988Cycle lead from staggered exponential averages1988Why a fitted dominant cycle is not a forecast1988Auditing the forty-month stock-price cycle1988Fourier cycles versus calendar seasonal regimes1989Evaluating commodity cycle personalities with spectral histograms1989Constructing analog cycle signatures from price lows
This registry entry describes a research method. It is not investment advice and does not make a performance claim.