FractalCycles
Detect hidden market cycles with statistical rigor
What it does
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.
Does a similar job
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Hi HN, I'm a solo dev and for the last few months I've been building Hikaro, a tool to find statistically significant trading signals for [e.g., US equities, crypto, forex]. I built this to solve my own problem: I was tired of backtests that looked great on paper but failed in practice. Simple metrics like "win rate" can be misleading, so I wanted a way to quickly tell if a signal's performance was genuine or just noise. Hikaro ingests daily market data and runs statistical analysis on various trading signals. The goal is to surface signals with strong properties, like: Low p-value: Evidence…
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With social media and now AI, its important to keep the indie web alive. There are many people who write frequently. Blogosphere tries to highlight them by fetching the recent posts from personal blogs across many categories. There are two versions: Minimal (HN-inspired, fast, static): https://text.blogosphere.app/ Non-minimal: https://blogosphere.app/ If you don't find your blog (or your favorite ones), please add them. I will review and approve it.
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