Add FractalCycles (cycle detection via Goertzel + Bartels + Hurst)

[Osamwonyi18]

Adds FractalCycles to the Commercial & Proprietary Services section.

What it is
A hosted platform for detecting statistically validated cycles in market data. Pipeline:

1. Detrending (linear / HP filter / first-difference)
2. Goertzel DFT for targeted spectral analysis
3. Bartels test for per-cycle statistical significance
4. Hurst exponent (R/S analysis) for regime classification
5. Composite wave reconstruction from selected cycles

Covers equities, FX, commodities (via FRED), and crypto. Free tier supports daily timeframe analyses.

Companion open source
hurst-calculator — Python library implementing the same R/S methodology used in the platform.

Entry is formatted to match neighbouring lines in the section (no trailing GitHub link, description ends with period).

[wilsonfreitas]

Hi @Osamwonyi18, thanks for this contribution!

I tried to merge but the branch is now out of sync with the base (other PRs were merged first). Could you please rebase/update your branch to bring it in sync with main?

Once updated, I'll be happy to merge!