EURUSD analysis

Here is the result of my second draft (manual) phasing analysis without the benefit of ST, and I offer it here humbly, in the spirit of a foolhardy novice recklessly grappling with the pons asinorum of Hurst mastery.

I used my Goertzel algorithm and Bartel’s filter to select the cycles rather than doing it by eye (apart from fine tuning) or using Hurst’s method(s). The results are interesting, but incongruous.

I found the same disconnect between the 1999/2000 data mentioned above. I also see the amplitude compression mentioned by mwrandall - it almost seems something prevented price from making a new. low in the nest around Q1 2017.

Hurst noted that cycles compress going into peaks and troughs, and they expand when beginning new cycles. Perhaps some of that is occurring here. Does anyone else believe we recently began a new 8-9 year cycle around January this year - i.e. do you have a nest of lows around that time?

One fruit of my labour was detecting a reasonably strong 20 week and 40/20 day sub-cycle throughout recent history, although it seems to invert frequently.


Could you possibly stick with S&P analysis? There are other places for currencies.
As far as your approach goes , it is solid. I was able to get reasonably good results using Goertzel algorithm and Bartel’s filter before switching to other things. Make sure the data is properly de-trended before using Goertzel and test forward your results. Results will be better than with FFT or DFT.


How about if you create an new thread starting with this post as is and title bit as you wish. Then just keep the SP500 relevant comments here early this post?

I’m sorry I meant to post this in the EURUSD thread. Can it be moved?

No problem, I’ve moved it over

Anyone else have a EUR/USD phasing? The Hurst Indicators phasing seems a bit wonky.