Market Structure Projection is a core technology and approach to converging context sensitive price structures into a probability analysis into the future. The objective of this technology and approach is to be able to forecast timing and directional predisposition of markets into the future. The core understanding in the develop of the technologies and algorithms shown on our website is that markets are inherently predictable and organized rather than chaotic and arbitrary. We believe this to be true. Natural data series and noise can easily distract from the foundation patterns and predispositions of all natural phenomena. While it is not possible to forecast with absolute precision - it is possible to project structure into the future as a tool for assessing key decision and inflection points in a natural data series.

Markets are not made up individuals. Markets are not made up of firms. Markets are not made up Computer Algorithm Traders. Markets are made up of all of them and many more. Large capital movements have structure and large emotional movements have structure. We analyse the structure of waves, price, time, emotion, price/time convergence and real seasonal predisposition to build comprehensive databases of market potentiality. The net result of these structure databases is implied timing and direction. When context and correlation to probabilistic historical structure can be established - price movements from hourly. daily to monthly can be forecast with uncanny accuracy and most importantly timing.

Using market structure projections, it is possible to forecast key time-windows for each day intraday and on larger scales with a degree of insight not commonly believed possible.  Our implementation of market structure projection uses a syntheses of events, timing and price structures to accomplish something that normally seems nearly impossible: Forecasting of timing and directional price movements with extremely high accuracy and moreover, discipline so that when evaluating the projection - one is aware that the projections are not a random guess but rather a highly tuned and sensitive amalgamation of real trading, timing and prices from our database.

There are times when the market diverges from target market structure. We have noticed when this occurs that the reversion to more normal market structure is more powerful and almost always returns to normal market structure. Even in highly unorthodox time environments such as we have in today's markets - our market structure projection tools have been able to project context sensitive historical market structures into future context with 80% correlation and static projections as projections made 6 months ago do not change at all and remain static