S&P Long Term Cycle Phasing

stocks that entered sideways into their last 20 day cycle low: AMD BYND what else there are so many inversions, people taking long volatility positions today, look at SHOP setting up again, SPY just cant offer these types of abnormal scenarios

SPX daily 20 weeks cycle

Not sure why we are building models?
In 1872 George Tritch documented a strategy for when to Buy and Sell stocks over the next 200 years. While Buy and Hold performed better, it is pretty impressive that a strategy documented almost 150 years ago had a 91% hit rate


image

I am also considering the 20 wk low on 6/26/20. The next couple of days should clear it up. The minimum criteria that I use has been satisfied, so it certainly is possible.

I think you are correct. Price low 6/26 may be classified as 20 week, next 20 weeks cycle will be clearly subdivided into 2 ten week cycles. That is 10 week amplitude may be greater then amplitude of 20 week cycle. So this 10 week cycle high may also be a 20 week cycle high

Are you referring to the top for this 5 week cycle?

You gotta think we should see new highs in August.

My model phasing projects August to be a down month into 20 week cycle low.

$INDU Daily

10 week cycle overlayed with price and the 10 week FLD. I have observed some 20 week cycles do have 3, 10 week cycles. Those long 20 week cycles are usually 23 weeks and would put the 20 week early September +/- (near Sept. 5th on your chart). Certainly plausible. For now, I am trading long side, buying pullbacks as the daily trend is up.

$INDU Weekly view

Crossing the 40 wk FLD (-19) this week.

$INDU Daily…

Red bars indicate a declining 2.5wk cycle. Besides the run up after the previous 10 week cycle in May, generally profitable. I don’t specifically use this strategy; however, this week I would expect weakness and consider shorting rallies. The final 1.25wk low may have occurred 7/17 of the 5 week cycle.

Here we go. Looks like a good 20 weeks top setup. Expected to be confirm.
Nothing spectacular. 20 week top has a right translation, so trend is still up but pull back never the less.

SPY Daily…

I am anticipating the 5 week low early next week. I am looking for a short setup tomorrow, likely from higher prices. I will assess how much selling there is into the next low to determine what to do from there. Then there is end of month/beginning of month to deal with as well.

I am not sure why are you posting obviously short term signals on the more or less traditional Hurst, longer term trends page? It is my understanding you have your own page were you post short term trades. 5 week cycle is to small to track on the daily chart. I am sure you are using hourly time frame, I would.
You are welcome to comment on 20 week cycle anytime.

My assumption for some time, 54 month cycle “price” low was in March. Sharp volatility explosion in March has produced a shock to the system and cycles needed time to adjust, as they always do. We should rally into November 40 week mominal cycle high.

After the rebuild, the daily DJIA model is pointing up, and 20 week cycle price low is behind us (July 31st.)

My current model has the March 23 bottom on the SPY as a possible 54M low. There’s a couple problems with the model last year where it seems the Butterworth filter did not have a 10 week bottom where one should have created a nest of lows, but after that skip the nests seem fairly clear.Should be topping out at a 10 week high and headed into a 10 week trough followed by a 40 week trough in late 2020 if this filter analysis is correct.

Pretty amazing how the upper broadening pattern line was tested and failed pretty much EXACTLY! I’m not really surprised as I can’t imagine how many people must have been looking at that.

  • BillC

So far market is complying with the model. Inverted VIX models point to VIX changing direction 1st or second week of October. It is normal for inverted volatility to peak before the market.

DJIA models seem to be more reliable than SPX at list for now.

And weekly