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Fourier Analysis of SGDM (Sprott Gold Miners ETF)


SGDM (Sprott Gold Miners ETF) appears to have interesting cyclic behaviour every 13 weeks (.5327*sine), 14 weeks (.4742*sine), and 13 weeks (.3315*cosine).

SGDM (Sprott Gold Miners ETF) has an average price of 19.09 (topmost row, frequency = 0).



Click on the checkboxes shown on the right to see how the various frequencies contribute to the graph. Look for large magnitude coefficients (sine or cosine), as these are associated with frequencies which contribute most to the associated stock plot. If you find a large magnitude coefficient which dramatically changes the graph, look at the associated "Period" in weeks, as you may have found a significant recurring cycle for the stock of interest.

Right click on the graph above to see the menu of operations (download, full screen, etc.)

Fourier Analysis

Using data from 7/15/2014 to 7/10/2017 for SGDM (Sprott Gold Miners ETF), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
019.09009   0 
11.94405 -3.43383 (1*2π)/157157 weeks
2-1.06337 2.56707 (2*2π)/15779 weeks
31.87032 -.81049 (3*2π)/15752 weeks
4-.1002 -.50868 (4*2π)/15739 weeks
5.08908 .97363 (5*2π)/15731 weeks
6.45769 .73278 (6*2π)/15726 weeks
7.77314 .1562 (7*2π)/15722 weeks
8-.43242 .61251 (8*2π)/15720 weeks
9-.09247 .02694 (9*2π)/15717 weeks
10-.13846 -.05639 (10*2π)/15716 weeks
11-.06976 .47418 (11*2π)/15714 weeks
12.33148 .53268 (12*2π)/15713 weeks
13.08803 .08588 (13*2π)/15712 weeks
14-.26495 .08014 (14*2π)/15711 weeks
15.0578 -.04902 (15*2π)/15710 weeks
16-.31107 -.05269 (16*2π)/15710 weeks
17.21711 .35144 (17*2π)/1579 weeks
18-.15802 .09505 (18*2π)/1579 weeks
19.19628 .20716 (19*2π)/1578 weeks
20-.03809 .20124 (20*2π)/1578 weeks
21-.03717 -.05857 (21*2π)/1577 weeks
22.26773 .05958 (22*2π)/1577 weeks
23.03228 -.12175 (23*2π)/1577 weeks
24.00938 -.0477 (24*2π)/1577 weeks
25.23024 .1026 (25*2π)/1576 weeks
26.00064 .03864 (26*2π)/1576 weeks
27-.03035 .16687 (27*2π)/1576 weeks
28-.04665 .17018 (28*2π)/1576 weeks
29.25388 .17637 (29*2π)/1575 weeks
30-.03793 -.22314 (30*2π)/1575 weeks
31-.13871 .19717 (31*2π)/1575 weeks
32-.09522 .16237 (32*2π)/1575 weeks
33.16465 .0347 (33*2π)/1575 weeks
34.06107 -.01834 (34*2π)/1575 weeks
35.1918 -.03948 (35*2π)/1574 weeks
36.06845 -.04083 (36*2π)/1574 weeks
37.10538 .2396 (37*2π)/1574 weeks
38.10644 -.10146 (38*2π)/1574 weeks
39-.06283 .07966 (39*2π)/1574 weeks
40-.03269 .07832 (40*2π)/1574 weeks
41.00588 .025 (41*2π)/1574 weeks
42-.08266 .03517 (42*2π)/1574 weeks
43.03969 -.01539 (43*2π)/1574 weeks
44.1394 .03165 (44*2π)/1574 weeks
45.11366 .03742 (45*2π)/1573 weeks
46.0892 .02728 (46*2π)/1573 weeks
47.05098 .01822 (47*2π)/1573 weeks
48.0986 .0135 (48*2π)/1573 weeks
49.15132 -.05982 (49*2π)/1573 weeks
50-.01777 .05787 (50*2π)/1573 weeks
51.00142 .14751 (51*2π)/1573 weeks
52.10095 -.06851 (52*2π)/1573 weeks
53-.02971 -.01356 (53*2π)/1573 weeks
54.09704 -.00734 (54*2π)/1573 weeks
55.07411 .06613 (55*2π)/1573 weeks
56.04704 -.04344 (56*2π)/1573 weeks
57-.06478 -.04521 (57*2π)/1573 weeks
58-.01988 .09026 (58*2π)/1573 weeks
59.17301 .0339 (59*2π)/1573 weeks
60-.1047 -.0083 (60*2π)/1573 weeks
61.04948 .0353 (61*2π)/1573 weeks
62-.01016 .01587 (62*2π)/1573 weeks
63.00583 .0263 (63*2π)/1572 weeks
64.02435 .03807 (64*2π)/1572 weeks
65-.0427 -.05083 (65*2π)/1572 weeks
66-.06994 .02797 (66*2π)/1572 weeks
67.07559 .00769 (67*2π)/1572 weeks
68.07322 -.01681 (68*2π)/1572 weeks
69.08253 -.05743 (69*2π)/1572 weeks
70-.10134 .06516 (70*2π)/1572 weeks
71-.01468 .07178 (71*2π)/1572 weeks
72.06856 -.02906 (72*2π)/1572 weeks
73.00052 -.01201 (73*2π)/1572 weeks
74-.00702 .05743 (74*2π)/1572 weeks
75-.02855 -.02149 (75*2π)/1572 weeks
76.07441 -.01713 (76*2π)/1572 weeks
77.12743 -.11918 (77*2π)/1572 weeks
78.07713 -.03057 (78*2π)/1572 weeks
79.07713 .03057 (79*2π)/1572 weeks
80.12743 .11918 (80*2π)/1572 weeks
81.07441 .01713 (81*2π)/1572 weeks
82-.02855 .02149 (82*2π)/1572 weeks
83-.00702 -.05743 (83*2π)/1572 weeks
84.00052 .01201 (84*2π)/1572 weeks
85.06856 .02906 (85*2π)/1572 weeks
86-.01468 -.07178 (86*2π)/1572 weeks
87-.10134 -.06516 (87*2π)/1572 weeks
88.08253 .05743 (88*2π)/1572 weeks
89.07322 .01681 (89*2π)/1572 weeks
90.07559 -.00769 (90*2π)/1572 weeks
91-.06994 -.02797 (91*2π)/1572 weeks
92-.0427 .05083 (92*2π)/1572 weeks
93.02435 -.03807 (93*2π)/1572 weeks
94.00583 -.0263 (94*2π)/1572 weeks
95-.01016 -.01587 (95*2π)/1572 weeks
96.04948 -.0353 (96*2π)/1572 weeks
97-.1047 .0083 (97*2π)/1572 weeks
98.17301 -.0339 (98*2π)/1572 weeks
99-.01988 -.09026 (99*2π)/1572 weeks
100-.06478 .04521 (100*2π)/1572 weeks
101.04704 .04344 (101*2π)/1572 weeks
102.07411 -.06613 (102*2π)/1572 weeks
103.09704 .00734 (103*2π)/1572 weeks
104-.02971 .01356 (104*2π)/1572 weeks
105.10095 .06851 (105*2π)/1571 weeks
106.00142 -.14751 (106*2π)/1571 weeks
107-.01777 -.05787 (107*2π)/1571 weeks
108.15132 .05982 (108*2π)/1571 weeks
109.0986 -.0135 (109*2π)/1571 weeks
110.05098 -.01822 (110*2π)/1571 weeks
111.0892 -.02728 (111*2π)/1571 weeks
112.11366 -.03742 (112*2π)/1571 weeks
113.1394 -.03165 (113*2π)/1571 weeks
114.03969 .01539 (114*2π)/1571 weeks
115-.08266 -.03517 (115*2π)/1571 weeks
116.00588 -.025 (116*2π)/1571 weeks
117-.03269 -.07832 (117*2π)/1571 weeks
118-.06283 -.07966 (118*2π)/1571 weeks
119.10644 .10146 (119*2π)/1571 weeks
120.10538 -.2396 (120*2π)/1571 weeks
121.06845 .04083 (121*2π)/1571 weeks
122.1918 .03948 (122*2π)/1571 weeks
123.06107 .01834 (123*2π)/1571 weeks
124.16465 -.0347 (124*2π)/1571 weeks
125-.09522 -.16237 (125*2π)/1571 weeks
126-.13871 -.19717 (126*2π)/1571 weeks
127-.03793 .22314 (127*2π)/1571 weeks
128.25388 -.17637 (128*2π)/1571 weeks
129-.04665 -.17018 (129*2π)/1571 weeks
130-.03035 -.16687 (130*2π)/1571 weeks
131.00064 -.03864 (131*2π)/1571 weeks
132.23024 -.1026 (132*2π)/1571 weeks
133.00938 .0477 (133*2π)/1571 weeks
134.03228 .12175 (134*2π)/1571 weeks
135.26773 -.05958 (135*2π)/1571 weeks
136-.03717 .05857 (136*2π)/1571 weeks
137-.03809 -.20124 (137*2π)/1571 weeks
138.19628 -.20716 (138*2π)/1571 weeks
139-.15802 -.09505 (139*2π)/1571 weeks
140.21711 -.35144 (140*2π)/1571 weeks
141-.31107 .05269 (141*2π)/1571 weeks
142.0578 .04902 (142*2π)/1571 weeks
143-.26495 -.08014 (143*2π)/1571 weeks
144.08803 -.08588 (144*2π)/1571 weeks
145.33148 -.53268 (145*2π)/1571 weeks
146-.06976 -.47418 (146*2π)/1571 weeks
147-.13846 .05639 (147*2π)/1571 weeks
148-.09247 -.02694 (148*2π)/1571 weeks
149-.43242 -.61251 (149*2π)/1571 weeks
150.77314 -.1562 (150*2π)/1571 weeks
151.45769 -.73278 (151*2π)/1571 weeks
152.08908 -.97363 (152*2π)/1571 weeks
153-.1002 .50868 (153*2π)/1571 weeks
1541.87032 .81049 (154*2π)/1571 weeks
155-1.06337 -2.56707 (155*2π)/1571 weeks



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