Voss Predictive Filter for Anticipating Cyclical Turning Points

Summary

This document introduces John Ehlers’ Voss Predictive Filter, an indicator intended to identify cyclical turning points with signals that may appear earlier than those from other indicators. Its calculation first applies a band-pass filter to price changes, then combines the filtered series with a weighted sum of prior predictor values. The example includes period, prediction, and bandwidth settings, and plots the filtered output alongside the predictor.

Key ideas

• The Voss filter is presented as a tool for signaling cyclical market turns.
• Its calculation combines a band-pass-filtered price series with weighted prior predictor values.
• The example exposes period, prediction, and bandwidth as settings.
• The claimed negative group delay does not mean the indicator can observe future prices.
• The document offers no performance tests or trading rules, so signal quality and practical use remain unestablished.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.