I've been following some Hurst market cycles that correspond closely to these same cycles- it's very interesting but I started to notice something recently. Price seems to be more critical than time. Hurst cycles rely on "time" - renko blocks ignore time for the most part- they will not print unless price moves. So it became apparent to study the cycles strictly based on price.. But it is interesting to see the Hurst cycles closely correlate but with a wide room for error.