Market cycle detection via novel signal processing techniques. If a cycle exists, we will detect it! Learn about this approach: sigma-l.net/about
Joined January 2015
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6,977 Photos and videos
Jun 11
Gold as we progress down from the prominent ~ 70 week cycle, a stationarity long term feature for years in the shiny stuff.
May 5
Here we have the prominent ~ 70 week (~ 16 month) cycle in $XAUUSD over the last 10 years. Dominating the spectra from 2016 onwards and recently peaking.
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Jun 10
~ 80 day (trading) cycle continued in global markets.
Jun 6
~ 80 day (trading) cycle feature in global stockmarkets as we continue to peak out of this iteration.
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Jun 6
Here we have the excellent and well spectrally isolated ~ 17 week cycle in $TSLA
Sampled over the last 6 years or so and heading down from the latest peak.
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Jun 6
~ 80 day (trading) cycle feature in global stockmarkets as we continue to peak out of this iteration.
May 19
~ 80 day feature progress in stockmarkets more generally with the addition of Dax, FTSE and Nikkei.
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Jun 3
bitcoin:native and the prominent ~ 40 week cycle over the last 10 years or so. A weak up leg thus far for the latest iteration.
Analysis over bandwidth from ~ 12 to 83 weeks wavelength, weekly resolution.
#bitcoincycles
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May 29
bitcoin:native 80 day and 40 week cycle features as we progress.
Feb 12
Good Morning. #bitcoin as we continue tracking the two main cycles of interest at the moment the ~ 80 day (blue) and ~ 40 week (yellow) features.
Below via Sigma-MT EA Beta v1.2
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May 29
bitcoin:native and the ubiquitous ~ 30 day cycle.
Sampled from bandwidth of ~ 12 - 50 days over the last 17 months or so. 12 hour resolution.
Peak power around last Q last year and diminished since. Possible comeback for the much loved 'moon wave'?
Feature is most dominant in the OG, adding in $ETH $XRP and $LTC introduces competing power within a similar bandwidth.
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May 19
~ 80 day feature progress in stockmarkets more generally with the addition of Dax, FTSE and Nikkei.
Apr 13
At a bandwidth of ~3 -> 21 week cycles in global #stockmarkets nice to see the ~ 80 day cycle once again emerging from the previously messy spectra of 2022-2024.
Composite of several major indices...
Note to bear in mind this is trading days for stockmarkets so the same '80 day cycle' is not the same as the ubiquitous feature of the same name in #bitcoin.
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May 19
~ 80 day cycle feature (trading days) in #stockmarkets as we peak.
Composite of S&P 500 and others.
May 1
~ 80 day cycle feature in global stockmarkets as we continue. Inc DAX, S&P 500, Nasdaq etc..
Sampled over the last 2 years across wavelengths spanning ~2 to 25 weeks.
Also a longer sample in the S&P since 2022.
#marketcycles
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May 18
Progress of the two coherent cycle features in #bitcoin at the daily and weekly level as we continue.
40 week still hard up and the 80 day now well in the troughing zone.
It's been a fairly turgid rise from the 40 week low back in Feb, the two now align for possible acceleration.
bitcoin:native
Feb 21
~80 day and ~ 40 week cycle features in #bitcoin as we continue toward the end of Feb, both now in the zone.
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May 15
S&P 500, peaking from the clear feature around 80 days. Below a sample over the last 2 years or so and 7 iterations of this feature. Swept over a bandwidth from ~ 2 to 19 weeks wavelength.
Also shown in DJIA, Nasdaq and Russell 2000 as a composite.
$SPY #marketcycles
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May 15
Well defined periodic feature around 700 days in $GBPUSD over the last 19 years or so, currently hard down.
Heavy modulation in the first 10 years moving to a slower frequency and stabilising.
#sterling #interestrates
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May 13
Often thought a cool sideproject would be to hear the music of a financial market from the dominant periodicities.
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May 11
Good day to all, below bitcoin:native and the ubiquitous ~ 80 day cycle as we approach the next trough.
#bitcoincycles
Apr 28
Hang on in there #bitcoin bulls as price grinds sideways.
We should be hitting the next trough of the ~ 80 day feature early May, after which the phase of both this and the larger ~ 40 week cycle will be aligned bullish.
#bitcoincycles $BTC
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May 5
Here we have the prominent ~ 70 week (~ 16 month) cycle in $XAUUSD over the last 10 years. Dominating the spectra from 2016 onwards and recently peaking.
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May 4
The cyclic beast in #oil around 70 weeks (circa 500 days) was clearly a sleeping giant...
8 Dec 2025
Huge drop off in power for the main cyclic beast underlying in #oil, around 500 days.
Below a sample over the last 15 years of WTI and Brent crude.
Ostensibly troughing, but as power is dispersed and diminished this one must be taken with a large helping of scepticism - despite the historical stationarity.
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May 4
Here we have a very nice example of cyclical action in $USDJPY and $USDCHF, around 90 days average wavelength.
The two have also diverged in amplitude somewhat but both maintain the same component in terms of frequency.
The below sample taken over the last 4 years between wavelengths of 3.5 week t0 ~ 24 weeks.
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May 4
Good afternoon all, here we have the ~ 80 day cycle in the S&P 500 over the last 4 years.
Scanning across bandwidths ranging from ~4 to 20 weeks in this particular spectrogram. The signal is well isolated and suffers very little modulation over the period of 15 iterations.
Also shown is the #nikkei which exhibits the same feature, perhaps a touch more modulation.
#marketcycles
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