The turning points identified by the Fractal Wave Algorithm are
used for constructing trend lines and determining support and resistance.
These are then combined in the Fractal Wave System, which in turn
generates mechanical trading signals. When viewed on price charts,
these signals accord well with an intuitive "chartist" reading of
trend direction.
The system is applied to weekly price charts, and is therefore
very long term. The trends which the system seeks to identify are
business cycle moves lasting one or more years. The system is purely
technical in nature and ignores news, weather, politics and other
"fundamental" factors except as they are reflected in market prices.
A unique Choppiness Index has also been derived from the mathematics
of fractal geometry. This indicator distinguishes orderly (trending)
markets from choppy (consolidating) markets without regard to market
direction and is used to adjust the proximity of exit signals, particularly
in markets that have run away from the trend lines generated by
the system.
The Fractal Wave System has proven its effectiveness in a wide
range of markets and economic environments. This robustness is a
direct result of a simplicity based on strong theoretical grounding
and the absence of numerical optimization.
PAST PERFORMANCE
IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
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