FractalCycles uses signal processing to find statistically validated repeating cycles in any market. The Hurst Envelope visualizes price channels from dominant cycle frequencies, showing where price should trade relative to its cyclic structure. Combined with Goertzel spectral analysis, Bartels significance testing, and composite cycle projections, you get a complete picture of market timing. Works across stocks, crypto, forex, commodities, and economic data. Free tier available.

I built FractalCycles because existing cycle analysis tools were either outdated desktop software or black boxes with no statistical validation. Most tools just fit sine waves to price without testing whether those cycles are real or just noise. The Hurst Envelope alone is worth the visit. It builds dynamic price channels from dominant cycle frequencies, so you can see at a glance whether price is stretched or compressed relative to its cyclic structure. Some platforms charge a premium for just this one feature. On top of that, FractalCycles applies Goertzel spectral analysis, Bartels significance testing, and Hurst exponent regime detection to give you a complete, statistically rigorous view of market cycles. Would love your feedback!

FractalCycles

Detect hidden market cycles with statistical rigor

Detect hidden market cycles with statistical rigor