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[RT] Long (very) Term Fourier Concepts



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Hurst indicated that a CENTERED MOVING AVERAGE was a proper
method of examining cyclicality in a price series -- I agree.
 
The attached shows two relative long term (186 weeks--3.6 years and 386 weeks
--7.4 years).  These lengths are taken from of MEM evaluation of cycles in the
DOW weekly data.
 
The attached pictures show just how far this approach can project into the
future and whether it is correct or not remains to be seen.
 
In evaluating studies of this length we can only examine if the behavior of
prices lie within a series of "bands" which we calculate around the Centered
Moving Average of prices and the Fourier projection of the selected period
of cyclicality.
 
LOOK HARD AT THESE RESULTS.
 
This approach is not yet a "commercial" product.  Any feedback as to whether
this approach has merit would be appreciated.
 
Clyde
 
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Clyde Lee                                SYTECH Corporation
7910 Westglen                       Phone:  713.783.9540
Suite 105                                    Fax:  713.783.1092
Houston, TX  77063     www.theswingmachine.com
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