Monitoring Cycles in Global Financial Markets
The Timing Arrays compile dozens of computer models that independently and collectively monitor financial market behavior for cyclical activity.
The Socrates Platform assembles the Timing Arrays into a single graphical table with an "Aggregate" summary of the other models in the table and is typically the focal point of research.
Each row in the Timing Array table is dedicated to one model in the collection, while each column represents a unit of time (a day, a week, a month, etc).
The Timing Arrays are a dynamic display of cyclical activity observed by the models as each week, month, quarter and year progress. The more history and data processed, the more the models are learning right up until each week, month, quarter and year are closed with a final assessment.
Socrates Platform users can research Timing Arrays in conjunction with the Reversal System for a complementary study of time and price, respectfully.
* Accessing Timing Arrays requires a premium snapshot report or an active premium market subscription (Pro Members); for Socrates Business users, Timing Arrays are only available via business snapshot reports or a licensed market.)