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Mutual information measures whether the next move is connected to the last few or just noise. Volatility can't see the difference; MI gates your system on when structure is present and off when it drains away.
Convert the swing to a clean sine wave, then advance its phase to read the cycle a few bars early. Genuine prediction, valid only in cycle mode; in a trend it fires confident false reversals, so gate it hard.
Chop price into up/down "words", histogram them, and measure their entropy: near 1 the market is choppy noise, near 0 it keeps rhyming. Same formula as the indicator-quality score, opposite meaning.
Stop hardcoding RSI(14). Set the lookback to half the measured dominant cycle, feed it a band-pass input, and recompute every bar. Tuned to a persistent cycle it can even lead, but only in cycle mode.
Compute one indicator across a universe and summarize the cloud with order statistics: median is the market state, median over IQR is a non-parametric breadth z-score. Outlier-proof regime weather, not a trigger.
At a real reversal the autocorrelation flips at every lag at once, not just one. Sum the bar-to-bar changes across all lags and the spike flags the turn, no cycle period required.
Rank a market's trend against its peers instead of reading it on an absolute scale. The percentile is comparable across instruments, robust by construction, silent on sizing, and only as good as the universe.
The Fourier transform demands an infinite, stationary, whole-cycle window that price never provides. The autocorrelation periodogram builds the spectrum from correlation instead, with less lag and no amplitude tilt.
Regress a stock on its index in logs, read the residual, then divide it by the fit's RMS error so a gap only counts when the prediction was trustworthy. A weighted divergence filter, not a trigger.
Long cycles are bigger, not just slower, so a raw spectrum reports them as dominant by default. Across several octaves you must compensate for this amplitude tilt or your cycle estimate lies.
A stock's link to its index is a regime, not a constant. Measure it with outlier-proof Spearman rank correlation, watch it break, and use the break to kill index signals or arm event trades.
Oscillators drift and whipsaw because raw price feeds them trend and noise at once. The roofing filter, a high-pass plus a SuperSmoother, strips both and passes only the tradeable cycle band first.