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In cycle downturns trend following is what to do.
The cycle is better seen on the long term
almost always at least weekly or montly data
before 1900 better to use DOWJONES data
Amplitude & Bartels for mesuring cycles
Spectrograph use to see which cycle are dominant in the data
The 42 month (182 week) cycle is the business cycle for equities, in bond is a little longer
The 30yr cycle is the big one
To trade cycle (business one) take a moving average about 1/4 the lenght of cycle and will catch these turn very effectively
or for z score do 1/2 the lenght of cycle..., because want the mesure the ups & then the downs...
or same lenght MAV to remove the "cycle" and get the trend !
what is driving the 30 day cycle is always changing and hard to pick up, too much noise
Will think we are mainly looking at a 4 yr cycle, 7yr cycle & a 30 yr cycle
Look at look at the Dickey folder test and not the hearst exponent(JM Hurst Cycle)
1790 to 1840 The Bank of the United States Dominates
1840 to 1875 The Rise of the Railroads
1875 to 1929 The American Commercial Revolution
1929 to 1964 The First Magnificent Seven
1964 to 1993 Free Trade Leads to Global Expansion
1993 to 2014 The Rise of Fall of the Stock Market
2014 to Present Technology Stocks Take Over
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