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Re: Searching for cycles in the bonds



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Telescan, when I used it, had one of the neatest cycle indicators I've ever
seen, however the logic was not disclosed. The first time it was executed, it
pulled out and displayed the dominant cycle. It could be executed nine more
times, each time pulling out the next most dominant cycle.

My current method for identifying cycles in the futures I trade is to run a very
fast stochastic and then examine the distance between the major and minor
bottoms. This usually leads to identifying a repetitive full cycle, half cycle,
and cycle+half. I keep these in an excel spreadsheet and get some very close
approximations for the next cycle. When these cluster in several time frames I
know I've got one which is very significant and make sure I trade with it.

Earl

-----Original Message-----
From: BrentinUtahsDixie <brente@xxxxxxxxxxxx>
To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
Date: Thursday, September 03, 1998 12:29 PM
Subject: Re: Searching for cycles in the bonds


Russ and group,

I'd be happy to share the answers I've received. First, I have stated
before that I have never been able to find a way to use cycles to trade but
I have a new Detrend Indicator that looks promising. There are many kinds
of cycles that may effect the markets. I was hoping that someone may have a
short term daily value for a bond cycle(less then 35 days). Using my
proprietary Detrend Indicator I first got a value of 27 days, after some
work and observation I’m getting 18 days. This would suggest that the value
should be 18 with a half cycle value of 9 which would explain the 27
figure. The most recent hit would have been on Sep 1st. Now here is 3 other
values I've received.

Check Hightower calender.  55-05 low 9-28-81  check 55.125 weeks,
months, from date. 122-10 from 9-08-93  (857 days).

About 3 points per options cycle.

The strongest pattern in the bonds is a 41 week cycle +/- 5 weeks. We are
currently in week 26.

Regards,
Brent

----------
> From: TWA7663@xxxxxxx
> To: brente@xxxxxxxxxxxx
> Subject: Searching for cycles in the bonds
> Date: Thursday, September 03, 1998 8:59 AM
>
> You wrote,
> <<<<<<<<<
> Hi group, do any of you have a well thought out value for bond cycles?
> <<<<<<<<
>
> Would you pass along any answers to:
>
> Thanks!
>
> Russ
> TWA7663@xxxxxxx