The theoretical basis for the application of cycles to market forecasting rests on Fourier Theory which implies that all market behavior (or any continuous mathematical function) can be explained as the sum of a number of cycles with a known frequency.

The analysis of market cycles has a long history but much of the current theory and practice was pioneered by an aerospace engineer, Jim Hurst, in the late 1960s and early 1970s, analyzing long series of price data on an IBM mainframe.

Understanding the interaction between two or more dominant cycles of varying duration is the key to being able time entry and exit points and, as far as possible, we always try to identify at least two dominant cycles in each sector.

#### Long cycles:

6 months+#### Intermediate cycles:

12-14 week, 6-8 week

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