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Traders,
There has been some discussion relative to cycles in
Bonds. One trader mentioned a method that he used
to use that iteratively removed cycles and looked
for the next lower one.
The attached is a display create by SwingMachine of
an analysis of 500 weeks of US (day only) data.
Swing machine starts calculating spectral lines with
periods equal to the length of the data and progrssively
reduces the period until it finds a peak in the spectral
lines.
SM then subtracts that cycle from the original data and
continues toward shorter cycles repeating the subtraction
process at each peak it finds.
The most dominant lines (ones with highest amplitude) are:
Period Half Amplitude
Weeks
108 4.22
77 1.55
53 1.27
36 1.13
24 0.78
18 0.49
15 0.47
If cyclic phenomena exists in US prices then
the above list shows the most reliable periods
and what swings can occur each 1/2 cycle.
Clyde Lee
ps: The projection of future prices
was edited out to make the statistics on
the cycles easier to read.
cl
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Clyde Lee Chairman/CEO (Home of SwingMachine)
SYTECH Corporation email: <clydelee@xxxxxxx>
7910 Westglen, Suite 105 Work: (713) 783-9540
Houston, TX 77063 Fax: (713) 783-1092
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Attachment Converted: "c:\eudora\attach\UAWK0903.gif"
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