Weekly Gaussian channel

A four-pole filter on weekly bars, read as position plus slope

On 2026-08-25 the Fraktalicious cycle model scored the Gaussian channel at −0.400 — cautionary — and gave it an effective weight of 0.020. That is a contribution of −0.0080 to the day's raw composite of −0.0060, the 7th-largest of the 15 signals carrying weight today.

What the Gaussian channel is

A Gaussian channel is a smoothed trend line with a volatility envelope around it. This one runs a four-pole Gaussian filter, with a sampling period of 144, over the average of each week's high, low and close; the envelope is that filtered mean plus and minus 1.414 times a filtered measure of weekly true range.

The filter is heavier than a moving average and lags accordingly. That is the trade being made: it will not tell you about last week, but the line it draws does not wobble, so the direction of the line is meaningful on its own.

How this model uses it

Only two facts are extracted, and the score is the eight-way combination of them: where the weekly close sits relative to the channel (above the upper band, above the mean, below the mean, below the lower band), and whether the filtered mean rose week-over-week.

The pairing is what makes it a signal rather than a trend follower. Above the upper band with a rising mean scores +0.5; the same position with a falling mean scores −0.3. Below the lower band with a rising mean is a constructive +0.3, but below the lower band with a falling mean is −0.7 — the most cautionary reading it produces. The model treats a broken trend as a reason for caution rather than as a discount.

It belongs to the timing family and is damped where a smoothed trend line is least useful: halved in distribution and in a bear market, cut to under a third in accumulation, left at nominal in a bull or a parabola.

Where today sits in its own history

Every figure in this table is measured over the model's full graded replay — 5,051 days from 2012-10-27 to 2026-08-25 — and re-measured on every daily refresh.

What this does not tell you

• the Gaussian channel is one of the 15 signals that carried weight on 2026-08-25. On most days it is not the signal that decides anything, and the composite regularly disagrees with it.
• It prints the same number most of the time. Measured across the graded history, this signal reads +0.5 on 57.6% of days. That is not a stuck default — it is the genuine “above the upper band, mean rising” tier, which a market in a long uptrend occupies for years at a stretch. But a signal that spends most of its life at one value is contributing a level shift to the composite far more than it is contributing timing, and it should be read that way.
• The weekly highs and lows it filters are estimated, not measured. The channel is built from a close-only daily price series, with each week's high and low approximated as a spread around consecutive closes. A genuine weekly high-low-close feed would move the band, and nothing on this page has been checked against one.
• The number that drives the model's allocation is the composite, not this signal. Today's published composite is −0.0060. The current call, and every call before it, is on the call ledger — hash-chained the day it was made and never edited.