FractalCycles

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FractalCycles is a B2B market cycle research platform for financial services firms, investment research teams, and quantitative analysts. The platform applies Goertzel Discrete Fourier Transform for spectral decomposition, Bartels significance testing to filter noise, and the Hurst exponent to classify market regime behavior as trending, mean-reverting, or random. Core capabilities include rolling Hurst analysis, composite cycle projection, Hurst envelope bands with sinusoidal forward projection, and technical indicator overlays (CCI, DEMA, Dual EMA, ZigZag). Deploys as cloud SaaS with CSV upload and direct data feeds from Yahoo Finance and FRED (800,000+ economic series). Built for research teams, investment analysts, and quantitative researchers who require rigorous, evidence-based cycle detection rather than subjective pattern matching.