Weierstrass · Time Series PRO
Decompose price into trend, cycle and fractal noise.
Think of Weierstrass Time Series as a market-noise filter. It separates the chart into its smoother trend, repeating cycle and rough noise so you can tell whether a tradeable move is really present.
What this tool is for
You do not need to understand the mathematics to use it. Read it as a strategy selector: trend-following needs persistence, a swing strategy needs a usable cycle, and mean reversion needs evidence that moves tend to reverse. When the series behaves like a random walk, the most useful answer may be to avoid forcing a directional trade.
The quick decision guide
| If you see… | What it means and what to do |
|---|---|
| Hurst above 0.55 | Price has been persistent: moves are more likely to continue than immediately reverse. Favor trend-following setups that agree with the trend component. |
| Hurst below 0.45 | Price has been anti-persistent: extensions have tended to snap back. Favor mean-reversion ideas at extremes and be cautious chasing breakouts. |
| Hurst near 0.50 | Price is behaving close to random noise, with no strong directional edge. Wait for cleaner structure or use less exposure. |
| High roughness / poor fit | The path is jagged and the model does not describe it cleanly. Lower confidence in precise timing; simplify or stand aside. |
| Clear cycle | Price has a repeating rhythm with a measurable period in bars. Use the cycle phase to time swings instead of chasing every impulse. |
How to read the result
| Output | What it means |
|---|---|
| Hurst exponent | The main decision value: above 0.55 favors persistence, below 0.45 favors mean reversion, and around 0.50 means no clear directional edge. |
| Market regime | The tool’s summary: trending, mean-reverting or random walk. |
| Fractal dimension / roughness | How complex and jagged the series is. Greater roughness usually means a less clean path. |
| Trend component | Direction and strength of the smoother directional layer. |
| Cycle component | The current phase, estimated period in bars and amplitude of repeating movement. |
| Fractal noise | The character of the irregular residual after trend and cycle are separated. |
| Fit quality | How well a Weierstrass-style fractal model describes the loaded series. |
| Noise signal | A directional interpretation only when the measured structure supports one. |
Practical workflow
- Read the regime and Hurst value before looking at the directional signal.
- If trend strength and persistence agree, favor trend-following ideas in that direction.
- If the cycle dominates, use its phase and period to time swings rather than chase breakouts.
- If roughness is high or fit quality is poor, reduce confidence in precise timing.
- If the tool reports a random walk or no edge, wait and re-check after the regime changes.
Why “Weierstrass”? The Weierstrass function is a classic example of a curve that remains jagged at every scale. The tool uses that fractal idea to describe how smooth structure and rough noise combine in price.
Quick interpretation: strong trend plus Hurst above 0.5 favors persistence; a dominant cycle favors swing timing; mostly noise favors patience. See Hurst Exponent for a deeper explanation.
No-edge results are useful: when Hurst is close to 0.5, the tool deliberately returns a neutral, low-confidence read instead of inventing a directional call.