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FractalCycles
Detect hidden cycles in time series data
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Click to view full sizeAbout FractalCycles
What is FractalCycles?
FractalCycles 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.
Problem this tool solves
Traditional indicators lag price. Hidden cycles in markets go undetected without proper DSP tools.
How it solves the problem
Goertzel DFT + Bartels test + Hurst exponent yield statistically validated cycles with projections.
Target Audience
Market analysts, macro economists, investors, and systematic traders.
Use Cases
- · Detect dominant cycles in any OHLCV dataset
- · Analyse macroeconomic cycles via FRED data
Main Features
Spectral Analysis EngineHurst Exponent Live Market DataHurst Envelope and FLD
Categories
Pricing
Pricing Type: Freemium
Makers
IN
@info73800 karma
Analytics
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