1. Market Cycles
Ara Kaloustian
March 2010

2. Software
Amibroker

3. Cycle Analysis Methods Mathematical Statistical Visual
Market Cycles
Cycle Analysis Methods
Mathematical
Statistical
Visual

4. Statistical Cycle Analysis
Build statistics for groups of stocks
SP500
NASDAQ
NYSE

5. Statistical Cycle Analysis
Bullish Percent
Stochastics
RSI
Highs & Lows

6. Bullish Percent Statistical Cycle Analysis
Count number of stocks above 10 day MA
Count number of stocks above 15 wk MA
Compute % values

7. SP500 Bullish Percent

8. Stochastics Statistics
Count stocks above / below
their 80%, 20% threshold
Compute % values

9. SP500 Stochastic Statistics

10. Stochastic Indicator
Multiple Time Frames
Daily
Weekly
Other Multiple

11. Stochastic Time Frames 1x – 3x – 5x

12. SP500 – % Bullish & Stochastics

13. Market Breadth Advances – Declines\ Advances + Declines
Advances + Declines

14. SP500 & Market Breath

15. SP500 %Bullish & Market Breath

16. CCI Indicator
Overlay two periods
CCI1: 8 periods
CCI2: 40 periods

17. SP500 – % Bullish & CCI

18. Volume Indicators Directional: Adv Volume – Declining Volume
Total: Day Total Volume

19. SP500 – % Bullish & Volume

20. Equity Only Put / Call Ratio
Contrary Indicator

21. SP500 Equities Put / Call Ratio

22. SP500 Equities Put / Call Ratio

23. Real Time
Usable down to 15 minutes

24. SP500 – RT %Bullish & Stochastic Stats

25. SP500 – RT Market Breath & Stochastic Stats

26. SP500 & Cycles