Forecast Cycles page

Forecast Cycles page

Forecast Cycles Jul 1, 2023

The seasonality analyzes cycles up to 1 year. In Forecast Cycles page the cyclical analysis extends to larger cycles (2, 3, 5, 10, 20+ years), considering also smaller ones (3mo, 6mo, 1y).


In this page is possible to compute the most important cycles in the history of a Ticker and see their extension in the future.

The stronger is the cycles relevance in a financial instrument price evolution, the more is likely that price will follow the cycles extension.

How it is calculated

Since it a purely mathematical analysis, it's possible to extend the function into the future.

A brief description of the computations:

  • The trend is removed from the price of a Ticker
  • dozens of sinusoidal cycles are applied, and the ones that approximate best the detrended prices are chosen.
  • This results in a function consisting of a sum of many cycles, each one with a different weight given by its relevance.

Plot Forecast Cycles Chart

The Cycles analysis and forecast is available for:

  • all Tickers in database
  • some Macro & Stats Indicators

To plot a chart it's possible to:

  • select a Ticker or Indicator from the drop-down Menu, or
  • search and select a Ticker from the search-box

Chart Description

Below the charts there is a description of the backtest just done. It tells:

  • the most important Cycles found, sorted by their relevance
  • the historical-data used to fit the Cycles (In-Sample data)
  • the Minimum and Maximum Cycles that have been tested

Advanced Filters

After the chart has been drawn, by clicking the lens icon in the bottom-right corner of the page, a window with Advanced Filters will be opened.

It has the following settings:

  • Year From and Year To
    • The starting and ending years to be used to fit the cycles to the historical data (In-Sample period). To fit means to compute which cycles have been more adapt to model the time series.
    • For example:
      • if 'Year From'='2010'
      • and 'Year To'='2019'
      • ==> the cycles will be fitted to the time-series using data from '2010-01-01' to '2019-12-31', and
      • ==> the cycles extension will start from 2020-01-01.
    • Default Values, if you leave the field blank:
      • Year From: the first year available in the historical data.
      • Year To: the last year available in the historical data (the current one).
  • Cycle MIN and Cycle MAX
    • The periods in years of the Minimum and Maximum Cycles to be tested.
    • For example
      • if 'Cycle MIN'='0.5'
      • and 'Cycle MAX'='10'
      • ==> it will be tested cycles from 6 months to 10 years.
    • Default Values, if you leave the field blank:
      • Cycle MIN: 0.25 years, equal to 3 months.
      • Cycle MAX: up to 70 years, depending to the number of years available in historical data.
Advanced Filters

It is possible to explore the platform for Free, and decide later whether to become a Premium member, to unlock full data of Forecast Cycles Charts, and more.

Get the latest trends on the market


Andrea Ferrari

I deal with Programming and Finance, I lead the R&D of ForecastCycles. I strongly believe that Seasonality, COT and Macro and Fundamental analysis are the basis for Trading and Investments.