Shared analysis2026-10-27

PEP · daily cycle analysis

Random Walk regime · Hurst 0.541 · 15-bar daily cycle. Snapshot captured 2026-10-27 from a live FractalCycles analysis.

Hurst exponent

0.541

random-walk

Regime

Random Walk

Confidence 100%

Dominant cycle

15.0 bars

Next peak in 7 · trough in 14

Significant cycles

Out of 19 candidates

Price + composite cycle

Detrended composite of 9 selected cycles, scaled and overlaid on the most recent 600 bars. The dashed segment shows the cycle composite projected forward 363 bars.

Detected cycles

Cycles ranked by spectral power. Statistical significance is tested against the Bartels distribution against the platform default threshold; only cycles below that threshold are flagged significant.

Rank	Period (bars)	Bartels p	Significant	In composite	Phase	Next peak	Next trough
1	6.00	0.000	No	Yes	Rising from trough	1	4
2	15.00	100.000	Yes	Yes	Approaching peak	2	9
3	43.00	100.000	Yes	Yes	Just past peak	41	20
4	62.00	100.000	Yes	Yes	Approaching peak	3	34
5	40.00	100.000	Yes	Yes	Just past peak	36	16
6	20.00	100.000	Yes	Yes	Rising toward zero	6	16
7	36.00	100.000	Yes	No	Falling toward zero	29	11
8	73.00	100.000	Yes	No	Rising from trough	11	48
9	121.00	100.000	Yes	Yes	Falling below zero	91	30
10	10.00	100.000	Yes	No	Just past trough	4	9
11	30.00	100.000	Yes	No	Falling below zero	20	5
12	25.00	100.000	Yes	Yes	Approaching trough	15	2
13	12.00	100.000	Yes	No	Falling below zero	8	2
14	55.00	100.000	Yes	Yes	Just past peak	53	26
15	48.00	100.000	Yes	No	Just past peak	47	23

Power spectrum

Goertzel-DFT power across the analyzed period range. Peaks indicate candidate cycle lengths; statistical significance is tested separately via Bartels.

How this snapshot was produced

Detrend method: hodrick-prescott. Sampling cadence: daily. Total bars analyzed: 600.

FractalCycles applies the Goertzel discrete Fourier transform across a candidate period range, tests each peak against the Bartels distribution for statistical significance, and classifies the current regime via the Hurst exponent (rescaled-range analysis). This snapshot represents the analysis output at the moment of sharing and does not update as new bars print.