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 OHLCV data or fetch live data from Yahoo Finance and FRED, and the system identifies statistically significant repeating patterns. Each detected cycle is validated by Bartels significance testing, and a rolling Hurst exponent classifies the current market regime as trending (H > 0.55), mean-reverting (H < 0.5), or transitional.

Key capabilities:

• Goertzel DFT power spectrum with peak detection across the cycle hierarchy (10-day to 18-year)
• Bartels significance test on every detected cycle (filter by 50 percent threshold per Lars Von Thienen, 2014, with 70+ as strong evidence)
• Rolling Hurst exponent calculation for live regime classification
• Composite cycle projection overlaid on price chart
• Hurst Envelope for cycle position visualization
• FLD and DEMA indicators for cycle turn confirmation
• Multi-timeframe analysis (intraday through monthly)
• Cross-asset support: equities, crypto, forex, commodities, indices, bonds, FRED economic series
• Watchlists, saved analyses, and a free interactive Hurst Calculator tool
• Monthly Cycle State Report scanning 22 instruments with the same pipeline

FractalCycles is built for market analysts, investors, and quantitative researchers who want statistical rigor, not narrative. Free tier includes 5 analyses per month on daily timeframe. Pro and Ultra tiers unlock intraday data, more analyses, larger bar counts, and saved analyses with OHLCV snapshots.

Learn more: https://fractalcycles.com/guides