James Marsden Hurst 1924—2005

Chapter 3.2 Verify Your Chart Patterns

Trend lines and channels: the cyclic origin

Why trend lines and channels form and repeat: one cycle summed with a line produces a channel — and the break marks the turn of a longer cycle.

On this page

Who this entry is for — Charting's most basic tools, explained by the model: why price "respects" certain straight lines, and why their break really does announce a reversal.

Source: J. M. Hurst, The Profit Magic of Stock Transaction Timing, Prentice-Hall, 1970 — Chapter 3, Why Trend Lines and Channels Form — and Repeat (pp. 52–56).


Prerequisites

Five principles of the cyclic model (summation) and the Curvilinear envelope.


The minimal recipe: A + B = C

In plain words — Take a single cycle and a rising line. Add them. You get a price bouncing between two parallel straight lines: a channel. The chartist draws it; the model explains it.

Hurst extracts from the model "the simplest possible set of elements": any one cyclic component (A), the sum of all longer components reduced by assumption to a straight line (B), and their point-by-point sum (C). The result already contains an uptrend line and a rising channel:

HURST 1970 · CH. 3 Where trend lines and channels come from Fig. III-1 redone with the real math: one cycle + one line = a channel CYCLEPEDIA DIAGRAM — EMICICLO trend line COMPONENT A 20-wk cycle × 10 LINE B longer cycles + trend RESULTANT C trending channel No magic: the natural result of “X” cyclicality.
Fig. III-1 redone with the real math: A's lows above line B all fall on one straight line — the chartist's trend line.
Tap the lows and the channel

Trend lines, Hurst observes, are often described "in awe-filled tones", because prices seem to bounce off them as if they were real constraints. But there is no magic here at all: it is the natural result of the existence of "X" cyclicality.


True channels are curved

In plain words — The chartist's straight line is a straightened stretch of the envelope, which actually curves. When the long cycle turns, the envelope turns with it — and price "breaks" the straight line.

Overlaying the constant-width envelope on the same simulation (the book's Fig. III-5), Hurst shows two things:

  1. the envelope is a mandatory outgrowth of the model — and when fluctuations do not fill it, that is a warning: a magnitude-duration fluctuation is forming;
  2. the chartist's trend lines and channels are straightened segments of the envelope's bounds, which are actually curvilinear.

Hence the true meaning of the break. When a cycle longer than the one contained in the channel begins to turn, the curved channel turns with it and price quickly crosses the chartist's straight lines. His empirical rule ("break = significant reversal") rests on two facts of the model:

  • the effect is caused by a long cycle → it will be quite a while before the previous trend resumes;
  • a long cycle carries large magnitude (proportionality) → the reversal move is apt to be large.

Example — The chartist says: "uptrend line broken after three touches — expect a significant reversal." The model translates: "the cycle that held those lows has been overruled by a longer one that turned — and the longer one is also the larger."


Which trend line counts?

Warning — At any instant, on the same stock, valid trend lines exist both up and down: one per cyclic component. Charting cannot say which to trust; the model can — all of them, each at its own scale, with importance set by the magnitude-duration relationship. That is the "reference time" problem Chapter 3 solves.


Summary card

Chartist's element Cyclic translation
Uptrend line Line through the lows of one component above the sum of longer cycles
Channel Straightened segment of the curvilinear envelope
Break A longer cycle has turned
"Trends tend to persist" True until the longer cycle rolls over
Size of the reversal Proportional to the duration of the cycle that turned