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Models market behavior as overlapping mathematical sine waves. Multiple cycle layers aggregate into a unified composite wave — identifying rising and falling phases as Long/Short signal zones through rhythm-based timing.

A calendar-driven trade engine where entries and exits trigger on exact date stamps or bar-count intervals — not price patterns. Year filters (All / Odd / Even) enable multi-year seasonal hypothesis testing.

Composites SMA, EMA, WMA and SMMA into one adaptive DNA line with noise-reduction filters — delivering cleaner trend reversals and signal generation than any single MA type alone.

Classifies every candle as inside, outside, HH, or LL bar — then exponentially smooths those classifications into a volatility-adaptive trend line. Dual entry triggers: AVA Signal flip or price crossover.