We are a research and engineering based group that specializes in computerized data filtration systems. Our proprietary algorithms filter multiple cycles from historical data, combines them, and gives a graphical representation of their predictive behavior. The concept of our program started in 1978 after reading the book “Profit Magic of Stock Transaction Timing” by J M Hurst. The math that has gone into the program is unique and is the result of a new approach to cycle analysis. Similar to but vastly superior to Fourier Analysis, our creative approach is not available anywhere else. HOW DOES IT WORK? Traditional cycle analysis techniques attempt to isolate only a few cycles. This approach focuses on the totality of all cyclical forces influencing a market. QuantCycles identifies all the predominant cycles in a data stream, extracts them, and then performs a cyclical summation. Our algorithm then builds the composite of all of the important cycles into a sinusoidal-looking wave that projects into the future. The math that has gone into our program is unique, and is the result of a new approach to cycle analysis. Similar to but vastly superior to Fourier Analysis, our creative approach is not available elsewhere. The technique for extracting cyclical activity, and de-trending raw data, is what allows us to produce this unique analysis. The combination of elegant mathematical formulas developed by one of the foremost minds in the field, along with real money trading experience and development over the last 30 years sets the QuantCycles analysis apart from all other commercially available cycle techniques.