The Price Cycle Screener fits the strongest repeating cycles in each symbol’s daily prices, tests 5,000 settings on the last nine months after costs, and lists the models whose next projected entry is coming up.
No account needed for these symbols: the fitted cycles, the oscillator, the projection and every trade in the test period, exactly as Pro members see them.
The five saved cycle models with the highest net return whose next projected entry falls in the next 14 days. Each has at least five trades in its nine-month test period and was profitable in all three earlier validation windows.
Net return is the model’s result over its nine-month test period, after 5 bps costs per side. The model was picked from 5,000 settings by that same return, so it describes the past rather than an expected result. Projected entry dates do not allow for exchange holidays.
Each symbol’s daily prices are detrended and scanned for their strongest repeating cycles. Up to six of them are fitted together into one composite cycle, which the chart projects past today.
Every setting fits its cycles on prices up to a cutoff and then trades the following nine months without refitting, after 5 bps costs per side, with three earlier validation windows as a further check.
Every row shows the model’s next projected long or short entry and its date, so you can browse what is coming up this week or filter for the next 7 to 60 days.
Every row opens the symbol in the Price Cycle Analyser: the fitted cycles on the price chart, the cycle oscillator, the spectrum behind the model and every trade in the test period.
Reading the results
Markets move in swings, and some of those swings come back at a fairly steady pace. Drawing one onto a chart after the fact is easy: a wave fitted to the whole chart, including the part it is then judged on, will look good no matter what. So every model here is frozen at a training cutoff and judged only on the nine months after it.
That still leaves a choice. For every symbol, the search tries 10 history lengths, 5 minimum cycle lengths, 5 lower and 5 upper thresholds and 4 candidate-pool sizes, and the screener shows the best. On E-mini S&P 500 futures (ES=F), 2,172 of those 5,000 settings finished the test with a gain, fewer than half.
No setting’s cycles were fitted on the test prices, but choosing the winner by its test result is still hindsight, and the more settings there are, the better the best one looks by luck alone. A net return reads as how the best settings would have traded over those nine months, not as what to expect next.
The weekly view opens on this week’s setups, the models whose next projected entry falls in the coming seven days. Step through later weeks, or switch to the list to see every model, including those without a dated entry.
Choose Highest return or Best with ≥5 trades, a direction and an entry window, and set minimums for net return, trades and profitable validation windows, a maximum drawdown, an index or market and a market cap.
Each row opens the symbol in the Price Cycle Analyser, with the price chart, the fitted cycle and its projection, the cycle oscillator, the cycle spectrum and the settings of the saved model.
The trade list shows each trade in the nine-month test period with its dates, prices and return, the position open today and the next projected entry. Expand a trade to see it on its own chart.
The screener lists saved cycle models, one per symbol and result type, and the Price Cycle Analyser shows how each model was built and how it traded. These are the main columns and panels and what they mean.
Every result comes from stored daily prices and fixed rules. Opening a page runs no search: the screener and the Price Cycle Analyser read the same saved calculation, refreshed once a year.
Daily closes are detrended, and a spectral scan measures how strongly each cycle length appears. The strongest single cycles form a candidate pool of 8 to 20, and combinations of up to six of them are fitted jointly as sine waves. The combinations are ranked on the year before the cutoff, so the test prices never shape the cycles.
The composite cycle is scaled to a 0 to 100 oscillator. A trough at or below the long threshold, or a crest at or above the short threshold, is confirmed at the next close and traded at the following open, reversing any open position. Each trade uses the whole account without leverage, with 5 bps costs per side and no borrow costs or dividends.
The search covers 10 history lengths, 5 minimum cycle lengths, 5 long thresholds from 10 to 30, 5 short thresholds from 70 to 90 and 4 candidate pool sizes. Each setting chooses how many cycles to combine on three earlier three-month validation windows, fits that model at the cutoff and trades the final nine months without refitting.
Highest return and Best with ≥5 trades are picked from the 5,000 settings by their net return in that same nine-month test. The cycles were not fitted on those prices, but picking the best of many settings by their results flatters them. The figures describe a historical search, not an expected return.
Symbols need at least 650 daily bars, 30 months of history and complete daily opens: nearly 700 qualify, mostly stocks in the S&P 500, Nasdaq-100, Dow, DAX and FTSE 100, plus major indices, futures, currency pairs, Bitcoin and Ether. Models are recalculated each January from prices through December 31; until the first annual run, the latest saved run is shown as a historical result. Newer daily closes extend the chart but never refit a model or change its trades.
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A rhythm that repeats in a market’s prices, such as a swing that has tended to recur about every 40 trading days. The tool measures which cycle lengths have been strongest in each symbol’s detrended daily prices and fits up to six of them together. A cycle describes timing in past prices; it is not a price target.
It is the compounded result of the model’s trades over its nine-month test period, from the first open to the last close, after 5 bps costs per side on every entry and exit. Each trade uses the whole account without leverage, and dividends and short borrow costs are not included.
Partly. Each model’s cycles are fitted only on prices before its test period, so those prices never shape the cycles. But the result shown for each symbol is the best of 5,000 settings in that same period, which is a retrospective choice. Read the figures as how the best settings would have traded, not as an expected return.
Once a year, in January, from prices through the previous December 31. Opening a page never runs a new search. New daily closes extend the price line on the chart, but the model, its trades and its projected entries stay fixed until the next annual run.
Nearly 700 symbols with at least 650 daily bars and 30 months of history: mostly stocks in the S&P 500, Nasdaq-100, Dow, DAX and FTSE 100, plus major indices, futures, currency pairs, Bitcoin and Ether. Symbols missing daily opens in the period the search needs are left out.
Yes. A public preview lists the top setups opening in the next two weeks, and the full Price Cycle Analyser for E-mini S&P 500 futures (ES=F) and Apple (AAPL) is open to everyone, with or without an account. The full screener and every other symbol are part of the Pro plan.
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Get startedAll statistics are historical and for research purposes. Past performance does not indicate future results.