Market Cycles Ara Kaloustian March 2010
Software Amibroker
Cycle Analysis Methods Mathematical Statistical Visual Market Cycles Cycle Analysis Methods Mathematical Statistical Visual
Statistical Cycle Analysis Build statistics for groups of stocks SP500 NASDAQ NYSE
Statistical Cycle Analysis Bullish Percent Stochastics RSI Highs & Lows
Bullish Percent Statistical Cycle Analysis Count number of stocks above 10 day MA Count number of stocks above 15 wk MA Compute % values
SP500 Bullish Percent
Stochastics Statistics Count stocks above / below their 80%, 20% threshold Compute % values
SP500 Stochastic Statistics
Stochastic Indicator Multiple Time Frames Daily Weekly Other Multiple
Stochastic Time Frames 1x – 3x – 5x
SP500 – % Bullish & Stochastics
Market Breadth Advances – Declines\ Advances + Declines ----------------------------------------------------------------------------------------------------------------------------- Advances + Declines
SP500 & Market Breath
SP500 %Bullish & Market Breath
CCI Indicator Overlay two periods CCI1: 8 periods CCI2: 40 periods
SP500 – % Bullish & CCI
Volume Indicators Directional: Adv Volume – Declining Volume Total: Day Total Volume
SP500 – % Bullish & Volume
Equity Only Put / Call Ratio Contrary Indicator
SP500 Equities Put / Call Ratio
SP500 Equities Put / Call Ratio
Real Time Usable down to 15 minutes
SP500 – RT %Bullish & Stochastic Stats
SP500 – RT Market Breath & Stochastic Stats
SP500 & Cycles