Proprietary Turning Point Windows, Cycle Maps, & Pattern Matching Analytics Designed to Enhance Short Horizon Strategy Performance.
Get daily predictive outputs you can overlay onto your existing models without hiring full time staff or integrating external code. Intraday markets are harder, noisier, and less predictable than ever, timing is now the missing variable.
NQ futures was following a known cycle from September 15, signalling that a long setup was likely at the open.
The Problem: Short Horizon Markets Are Getting Harder
Intraday markets are noisier, faster, and structurally more fragmented than ever.
What used to work (orderflow alone, microstructure alone, models alone) is now insufficient.
Funds are running into the same problems:
- Your signals are accurate but inconsistent
- Reversal points arrive earlier/later than expected
- Regime shifts invalidate short term models
- Cycle timing feels "invisible" until after the move
- Your traders know what will happen, but not when
Timing is the missing variable.
That's what this research solves.
The Solution: Predictive Cycle & Pattern Analytics
I provide trading desks with daily, actionable, time based predictive intelligence, built from:
- cycle matching algorithms
- historical pattern recognition
- multi horizon market symmetry models
- volatility adjusted turning point windows
- proprietary scenario forecasting tools
This is not orderflow.
This is not sentiment.
This is not lagging quant data.
It's a forward looking cycle based lens designed specifically for intraday traders.
What You Receive Daily
Daily Intraday Forecast Window
Projected inflection times, directional bias windows, and probability-weighted turning points.
Intraday Cycle Maps
Expected bullish vs bearish price paths and structural shifts for intraday scenarios.
Bias & Volatility Framework
Projected regime based on cycle alignment & pattern strength.
Weekly Cycle Overview
Major cycle interactions, higher-timeframe structure, deviations to watch for.
Trend Cycle Maps
The monthly or annual view showing dominant cycle harmonic pressures.
Delivered via secure dashboard login.
No code transfer. No integration. No IP loss.
Just pure predictive output.
Why Funds Use This Research
Enhances existing models
Overlay the forecasts on your systems to confirm high probability trades.
Adds a unique source of alpha
Cycle timing is virtually impossible to replicate in house.
Helps traders hold positions longer
Confidence increases when the cycle window aligns with bias.
Reduces noise + overtrading
Forecast windows filter out low probability times of day.
Works with ANY strategy
Systematic, discretionary, intraday, swing. Doesn't matter.
Zero internal cost
No onboarding. No hiring. No infrastructure. Just daily predictive intelligence.
Who Is This For?
✔ Hedge Funds
✔ Proprietary Trading Firms
✔ Quant & Systematic Desks
✔ Intraday Futures Traders (NQ, ES, CL, Gold)
✔ Crypto Desks (BTC, ETH)
✔ FX/Global Macro Teams
✔ Small & mid sized funds needing external alpha
If your strategy depends on timing, structure, or intraday precision, this research gives you a significant advantage.
What Makes This Different
❌ Not chart patterns
❌ Not ML models
❌ Not orderflow
✔ Proprietary cycle based prediction
Timing windows and inflection points derived from repeating time based market structures.
✔ Deep historical pattern matching
Current cycle aligned against thousands of historical analogs to find the highest-probability outcome.
✔ Accuracy demonstrated publicly
Published whitepaper + real time documented forecasts.
✔ Zero IP transfer required
Institutions prefer "output only" consulting. This fits perfectly.
✔ Works alongside ANY desk's strategy
You don't replace internal models. You enhance them.
Proof & Credibility
Published Research
Predictive Forecasting Algorithm:
Documented real time intraday cycle accuracy.
Track Record
Multiple real time intraday calls demonstrated across NQ, BTC, Gold, FX
Institutional Fit
Research is structured like an external alpha provider, not a freelancer or social trader.
Confidentiality Built In
Private delivery, no shared signals, no public dashboards.
Nice To Meet You...
I'm Braden James, an independent market researcher specializing in cycle based intraday forecasting and historical pattern alignment. For more than a decade, I've worked in high velocity trading environments, building predictive models, studying repeating market structures, and refining analytics that identify precise intraday turning points.
My work centers on one principle: identifying precise market cycles is the missing variable in modern markets.
Today, I provide proprietary, forward looking predictive analytics to funds and trading desks on a consulting retainer basis. No integration. No IP transfer. Just actionable, pattern based predictive intelligence designed to enhance your existing signals, systems, and execution workflows.