Detect hidden cycles in time series data
Click to view full sizeFractalCycles is a quantitative analytics platform built on three pillars: J.M. Hurst's cyclic principles, spectral analysis via Goertzel DFT, and Hurst exponent regime detection. Upload market data or connect a live source, and the platform returns the dominant cycles with their phase, amplitude, and statistical significance (Bartels test). The Hurst Envelope and FLD are driven by the detected cycles rather than fixed assumptions, and a composite projection combines them into a single forward waveform. Works across stocks, ETFs, crypto, forex, commodities, and 800,000+ FRED economic series. Market analysts, macro economists, and systematic investors use FractalCycles to understand underlying cyclic structure rather than chase lagging indicators. Free tier available.
Traditional indicators lag price. Hidden cycles in markets go undetected without proper DSP tools.
Goertzel DFT + Bartels test + Hurst exponent yield statistically validated cycles with projections.
Market analysts, macro economists, investors, and systematic traders.
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