Tuesday, November 3, 2026

Post-Election Bounce Before the Next Major Cycle Low | Namzes

Namzes's analysis maintains a bearish intermediate-term outlook for US equities, despite the potential for a short-term oversold relief rally following the November 3 (Tue) elections. The expected 3.5-year cycle (Kitchin Cycle) low remains unconfirmed, leaving the market vulnerable to another sharp decline. QQQ, SMH and IWM are testing their 200-day moving averages, and breaks of critical support could trigger deeper declines toward their outstanding 40-week cycle targets. The next ideal 20-week cycle low is projected around November 20 (Fri), coinciding with November options expiration (OpEx), potentially marking a resumption of weakness following the anticipated post-election bounce.
 
S&P 500.
SPX (S&P 500): The 80-day cycle downside target of 7,433–7,633 has been reached at its lower boundary. The critical pivot is 7,300; a break below it would expose 7,000, corresponding to the first-quarter highs. The next potential cycle low is expected around November 20.
Nasdaq 100.
QQQ (Nasdaq 100): A break below the 200-day moving average near 677 would expose the July low at 661. Further downside cycle targets are 649–670 (80-day), 665–684 (20-week), and 664–699 (40-week). A weekly breakout area near 637 represents another important support level. Conversely, a recovery above 725 (50-day moving average) would improve the technical outlook, while a close above 734 would substantially increase the probability of a return to all-time highs.

Russell 2000.
IWM (Russell 2000): All short-term downside targets through the 20-week cycle have been met. However, the outstanding 40-week cycle target remains 244–263. The 200-day moving average near 279 is the immediate pivot, while a break below 271.60 would open the way toward 244. A move above 285 would improve the bullish outlook.

SMH (Semiconductors): Its cycle structure and downside projections are broadly similar to QQQ.

Nasdaq COT (NQZ26), released on Friday, October 30, 2026.
 
Seasonality and Positioning
October 28–November 6 represents a historically strong seasonal window, potentially supporting a post-election rebound. A secondary seasonal low is projected around November 20. Commitments of Traders data show dealers heavily short Nasdaq futures, while asset managers, CTAs and retail traders hold historically elevated combined long positions. Dealer positioning also suggests potential relative outperformance in small caps, even if the broader market continues declining. 
 
Reference:
 

Sunday, November 1, 2026

Jack Gillen's Sun Degrees and Moon Windows: What His Timing Tools Deliver

Few market-timing ideas were as unusual as those of Jack Gillen, a Florida-based professional astrologer who began publishing yearly stock forecasts on Miami radio in 1969. His books The Key to Speculation on the New York Stock Exchange (1979) and AstroStats for the NYSE (2002) set out the methods behind those forecasts. Three of Gillen's intraday and short-term market-timing techniques are now featured as compact, live-updating widgets at the bottom of this blog's right-hand column. Each displays exact dates and times calculated using the Swiss Ephemeris for New York City (geocentric and topocentric, ET). In all widgets the highlighted row always shows the current or upcoming event.
 
Sensitive Degrees of the Sun.
 
What the Sun and Moon Calendars Show
The first widget follows Gillen's Sensitive Degrees of the Sun: 48 one-degree points of the zodiac, 24 positive and 24 negative. He derived these degrees from the natal charts of the New York Stock Exchange (May 17, 1792) and the United States (July 4, 1776), then cross-checked them against the Dow Jones Industrial Average’s largest one-day gains and losses each year from 1900 to 1970. The Sun stays on one degree for about a day, so the widget lists the moment it enters each one. A positive degree marks a session with a bullish bias, and a negative degree one with a bearish bias. 
 
Moon-in-Virgo-Pisces Trading Bias.
 
The second widget tracks the Moon between Virgo and Pisces. Gillen reported that when the Moon travels from Virgo to Pisces—a period of approximately 13 to 14 days—the Dow closes higher roughly seven times out of ten, measured close to close. Each entry into Virgo initiates a "Go Long" window, while each entry into Pisces initiates the inverse "Go Short" window. Gillen implied the short-side strategy rather than documenting it separately.
 
The third widget displays the rapid sequence of Gillen's 24 positive and 26 negative sensitive Moon degrees, which he used to time intraday trend changes in the NYSE, DJIA, and S&P 500. The rationale mirrors his Sun-degree method: certain degrees correspond to the same positions in the natal charts.

► Positive degrees include, for example, 23° Taurus (NYSE natal Mercury), 27°–28° Taurus (its Sun), 25° Cancer (its Ascendant), 15° Leo (its Uranus), and 27° Libra (its Neptune).
► Negative degrees include, for example, 16° Taurus (NYSE 11th-house cusp), 9° Aries (US Descendant and NYSE Midheaven), 4° Cancer (US Cancer cluster), 25° Capricorn (NYSE Descendant), and 9° Pisces (its 9th-house cusp).
Sensitive Degrees of the Moon.
 
A positive degree signals a bullish day; a negative degree can "cause a fast decline." Gillen further validated these signals through lunar aspects: Moon trine Sun is among the strongest bullish combinations, while Moon square Saturn signals a downtrend. The key difference from the Sun method is the Moon's speed: it travels approximately 13° per day, spending roughly two hours at each degree. The 50 listed degrees cover about 14% of its path, meaning most days feature at least one—and often both positive and negative—sensitive degrees.
 
What Testing Against Decades of S&P Data Says
Gillen’s Sensitive Degrees of the Sun and Moon-in-Virgo-Pisces trading bias are best viewed as probability tilts, not buy or sell signals. Their practical value therefore depends on how consistently those tendencies have held up historically. Tested against S&P 500 data from 1950 to date, the Sun degrees show a small positive-minus-negative gap after 1979, about 0.10% a day. That gap is borderline in significance and comes mainly from weaker negative days. It is also tiny next to ordinary daily swings of around 1.1%. Going long on positive days and short on negative ones would have earned roughly 1.7% a year before costs, inside a normal annual noise band of about 6.4%. 
 
The Moon windows looked decent from 1950 to 2002, when 61.7% of long windows rose against 57.8% for ordinary windows of the same length, but the edge disappeared afterward. From 2003 to date only 59.0% rose against a 61% baseline, and the short windows lost money because the market tended to rise through them. Gillen’s warning that the Moon in Virgo or Pisces brings sudden shocks showed no excess of big drops, and the seasonal windows from his 2002 book failed after 2000. Gillen’s sensitive Moon degrees have not been systematically backtested and should therefore be approached with experimental curiosity.

Practical Conclusion for Short-Term Traders
None of this makes Gillen's timing tools complete nonsense. A test this noisy cannot prove an effect is exactly zero, so a small real effect, such as a slight downside tilt on negative-degree days, cannot be ruled out. The strong early results also have a simple explanation: Gillen built and checked his degree lists on the same 1900–1970 history, which tends to flatter any pattern. Parts of his system were not tested at all, including his Moon-degree lists, his planetary aspects and his Saturn and Jupiter overlays. The S&P 500 also stands in for the Dow he used.

For short-term traders, the practical takeaway is that the tools are redundant as stand-alone triggers. They have not shown a repeatable edge beyond what trend, volatility and price levels provide. As a calendar of reference dates beside a trader's own analysis, they cost nothing to watch. Check market structure, ranges, standard deviations, and trend first, favor existing long setups when a bullish flag is active, trim positions or tighten stops when a bearish one is, and never increase size on a flag alone.
 
Reference:
 
 Daring Astrologer—Prophet—Genius—Modern Day Nostradamus.
Jack Gillen began researching speculation in 1962, at age 22. His scope covered stocks, bonds, commodities, real estate, insurance, foreign securities, casino games, dog and horse racing, sports and number games. He even bought a greyhound to collect daily data. At a Kiwanis Club charity Las Vegas Night in Miami in December 1968, he reportedly won so many roulette payouts that the table shut down. His research culminated in a 1970 manuscript, The Key to Speculation, privately sold for $50 a copy. His 139 selected stocks subsequently soared, attracting offers he declined, skeptical that people would accept astrology as a forecasting method. He put the material into storage. His 1975 hardcover, Jack Gillen Predicts, Vol. 1, forecast stock and commodity movements, including coffee, orange juice and gold. Impressed by his track record, a group of business people offered a contract worth over $1 million to apply his methods across stocks, commodities, racing and sports. Instead, Gillen chose to publish: first the 1979 Key to Speculation volume, followed by editions covering professional and college football and greyhound racing. Ever the mathematician, Gillen pioneered handheld microcomputer software engines for real-time astrological calculations and for tracking odds, commodity prices and sports lines. His  financial markets reference work concluded with a July 2001 Commodity Seminar and the 2002 Astro-Stats for the NYSE.

Friday, October 30, 2026

Mexico's Day of the Dead

Día de los Muertos—the Day of the Dead—is the affirmation that death is not the devastating end of life, but the continuation of its journey in another world. In Catholic Mexico, this tradition carries the profound certainty that the deceased are never truly gone, returning annually in a precise sequence that transforms personal mourning into a communal celebration. To welcome the souls of their lost ones, families build ofrendas (ritual altars) in their homes, serving as bridges between the worlds of the living and the dead. Because the souls arrive in a strict chronological order, the altars are completed between October 28th and October 31st (Víspera de Todos los Santos; All Hallows' Eve) to ensure everything is prepared for the arrival of the very first ones.

 
The reunions unfold day by day, since the souls of the dead return sequentially based on the manner of their passing. The calendar begins on October 28th for those who died tragically or in accidents (difuntos de muerte trágica o violenta), followed on October 29th by the souls of the drowned (almas de los ahogados). October 30th and 31st are reserved for the forgotten (ánimas olvidadas), the unbaptized children (niños del limbo), and lonely souls with no families left to remember them (ánimas solas). The celebration reaches its emotional peak at midnight on November 1st (Día de Todos los Santos or Día de los Inocentes; All Saints' Day) when the pure souls of children arrive, followed exactly twenty-four hours later at midnight on November 2nd (Día de los Fieles Difuntos; All Souls' Day) by the souls of deceased adults.

 
The souls' journey back to this world is guided by landscapes of memories built around the altars. Pathways of golden cempasúchil flowers (Mexican marigolds) are fragrant beacons leading the souls to their family homes. Alongside these paths, brightly decorated sugar skulls remind the souls of the sweetness of life, while loaves of sugar-dusted pan de muerto (Day of the Dead bread) symbolize the cycle of life and death—its central knob represents the cranium, and the crossed bone-shaped decorations honor the dead.
 
 
Through the smoke of copal (Mexican incense), the glow of candles, and offerings of favorite foods and drinks, the altars welcome the returning souls. Families ultimately extend the celebration into the community through street processions and overnight cemetery velaciones (vigils). Gathering at gravesides with music, traditional dishes, and shared stories, the living and the dead reaffirm that their bond remains unbroken. On November 3rd, the visiting souls begin their journey back to the world of the dead.

Thursday, October 29, 2026

The Horns of Venus


The Horns of Venus are the elongated, glowing crescent tips visible on October 28–29, 2026, over Arabia as Venus passes between Earth and the Sun. During this inferior conjunction, Venus's thick atmosphere refracts sunlight, extending the illuminated crescent beyond a semicircle into distinctive, pointed "horns." The phenomenon recurs roughly every 18 months. 
Driven by a 584-day synodic cycle, this alignment recurs predictably but rarely causes a solar transit because Venus's 3.39° orbital inclination usually lifts or drops it safely outside the Sun's disk from Earth's point of view. 

Tuesday, October 27, 2026

Double Inside Day, What's Next: Wider Bar, One Side

A Double Inside Day is two Inside Days (ID) in a row. The second bar sits inside the first, and the first sits inside the bar before it. That outer bar is the mother. The second day is inside the mother too. The question is the next session.
 
 
 Dow (YM), Oct 27, 2026, NR7, ID, IDnr4, 2BNR, Double Inside Day (gold-colored bars)—its narrowest range in 11 sessions:
The October 28 setup offers no directional bias for the breakout. However, the YM breaks to one side 90% of the time
and prints an Outside Day (OD) only 10% of the time—in other words, just once since 2020.

In the Crabel Pattern Scanner database (January 1, 2020 to date) are 250 of them, 0.7% of these sessions. Futures had 79. FX had 171. The E-mini S&P printed 5. The Mini Dow (YM) printed 10. Another is open now and is not in the count: October 27 sits inside October 26, and October 26 sits inside the October 23 Outside Day (OD).

The Next Bar Is Wider. And it is usually not an Outside Day (OD): The next range was wider on 79.2% of them, against 49.0% on any day. The median was 1.48 times the second Inside Day (ID). Futures were wider 63 times in 79, median 1.58. FX was wider 78.9% of the time, median 1.44. A third Inside Day (ID) came 5.2% of the time, against a 12.6% base, and on 5.1% of the futures cases. An Outside Day (OD) came 17.6% of the time, and 10.1% on the futures, which is under the 11.2% futures base. The break is one side of the second Inside Day (ID): 77.2% overall, 84.8% on the futures. 

Read the green names as the same result on more days, not as a separate system. The rose name failed to expand: USD/CAD, 50% of 8. A cell with fewer than four cases is left plain. None of these names are that small.

Six instruments never printed an Outside Day (OD) after a Double Inside Day: the E-mini S&P (ES), Nasdaq (NQ), Crude (CL), the Canadian Dollar (USD/CAD), the Kiwi (NZD/USD), and the Rand (USD/ZAR). Crude, 9 of 9, and the Kiwi, 7 of 7, left through one side every time. The other four each stayed inside once.
One Side Breaks: The pattern does not say which. High only and low only split 92 against 101. The next close was up 51.2% of the time, against 51.3% on any day. There is no side in the pattern. The side is decided by the next open, not by the two Inside Days (ID). Of the one-sided breaks, the close finished beyond the broken extreme 45.6% of the time. The rest came back inside. Futures held it 47 of 67. Across all 21 that is not a rule. The direction is not either. The mother bar was tagged, high or low, on 58.8% of the next sessions, and the close finished beyond it on 16.0%. Do not require the outer bar to give way the same day. The trade is the break of the second Inside Day (ID). The Mini Dow's (YM) ten completed cases were wider nine times. 

Green marks a close that held the one-sided break: the E-mini S&P (ES), Nasdaq (NQ), Bitcoin (BTC), and Gold (GC). Rose marks a close that came back inside, which is most of the FX pairs, or a next close that was up on 40% of the days or fewer: Sterling (GBP/USD), the Aussie (AUD/USD), and the Mexican Peso (USD/MXN). Use the green as the hold. Do not trade the rose as a side.
The Day Itself 
The second Inside Day (ID) is the tight end of the coil. Its range is a median 0.68 of the first Inside Day (ID) and 0.43 of the mother. It is also an NR4 on 84.8% of these days, and on 92.4% of the futures cases. The mother was itself an Outside Day (OD) 20.0% of the time, and 19.0% of the time on the futures. That is the sequence on the Dow (YM) this week. An Outside Day (OD), then two Inside Days (ID). The contraction is real. It is also rare. An ordinary Inside Day (ID) is a much more common pause. This is the pause that got smaller again.
 
 The Next Session
The next range was wider on 79.2% of the 250, against 49.0% on any day. The median was 1.48 times the second Inside Day (ID). Futures were wider 63 times in 79, a median 1.58. FX was wider 78.9% of the time, a median 1.44. A third Inside Day (ID) came 5.2% of the time, against a 12.6% base, and on 5.1% of the 79 futures cases.
 
The break was one side of the second Inside Day (ID) on 77.2% of sessions, and on 84.8% of the futures. An Outside Day (OD) came 17.6% of the time, and 10.1% on the futures, which is under the 11.2% futures base. Do not wait for the next bar to engulf. The expansion leaves through one side.
 
See also:
 
P.S. (Oct. 29): And here is how this Double Inside Day in the YM on Oct 26-27 played out: two consecutive Outside Days (ODs, blue) on Oct. 28–29, and both ODs still within the Oct. 23 OD mother bar—a sequence with no prior precedent in the six-year pattern database. A very unusual range pattern. Portfolio rebalancing and distribution are taking place around Q4 and October pivot point levels. Meanwhile, seasonality, the geomagnetic Ap Index, Jack Gillen's Moon-in-Virgo–Pisces NYSE/YM trading bias, a sensitive degree of the Sun, and the October 29 downside CHoCH in the YM converge to signal a low in the YM and US stock indices around Tuesday, Nov. 3.

S&P 500 vs. NOAA Kp/Ap Forecasts | October 26–30, 2026

NOAA's latest 3-Day Kp Forecast (issued October 27, 2026, at 8:30 AM ET; updated twice daily and shifted +55 hours in the chart below) currently projects a dip on Wednesday, 8:00–11:00 PM ET.
 

NOAA's latest 45-Day Ap Forecast (issued October 26, 2026, at 8:00 PM ET; updated daily and shifted +4 CD in the chart above) projects a high for Thursday, October 29, and a low for Wednesday, November 4.
 
KMAS 3- and 7-Day Solar Wind Forecast based on ACE Observations: Solar wind speed at Earth near 400 km/s, up from 360 km/s on October 26. Transit time from the Sun was about 4 days 8 hours, or 4.1–4.8 days across the recent 360–420 km/s range.

Solar wind near 400 km/s is ordinary, not a high-speed stream, and speed alone does not raise Kp or Ap. Geomagnetic activity increases when the interplanetary magnetic field turns south and the solar wind is fast or dense. Neither condition exists now. Latest Kp at 15:00 UTC on October 27 is 1 (Ap about 4). Over the prior 24 hours, Kp ranged from 0.7 to 2.7 (Ap about 3–12): quiet to unsettled, with no storm. 
Assumptions and methodology:
 

Monday, October 26, 2026

S&P 500 November Seasonality in Midterm Election Years

S&P 500 Cycle Composite for November 2026 (equal weight on One-Year Seasonal Cycle: 98 years; 
Four-Year Presidential Cycle — Midterm Year: 24 years; Decennial Cycle — years ending in 6: 9 years.).
 
Expect the S&P to rally from a late-October low into around Nov 11 (Wed), decline into
Nov 19–23 (Thu–Mon), then rebound into month-end. Direction matters more than level.
 
► November ranks 5th of 12 by average across all years (avg. +1.0%). 
● In Midterm Election Years it ranks 2nd (avg. +2.2%). 
● In the years ending in 6 it ranks 4th (avg. +1.4%).
● November was up in 61 of 98 years (62.24%, avg. +1.0%, med. +1.6%). 
● Midterm Election Year November was up in 21 of 24 (87.50%, avg. +2.0%, med. +2.2%).
► Nov 16 (Mon) through Nov 20 (Fri), expiration week, was up in 49 of 98 years (50.00%). 
● Midterm Election Years: 10 of 24 were up (41.67%, avg. −0.3%, med. −0.3%). 
 Q4 2026 Midterm Election Year Stretch.
► Oct 27 (Tue), 2026 opens the Midterm Election Year stretch that runs through Nov 10 (Tue), up in 20 of 24 Midterm Election Years (83.33%, avg. +2.3%, med. +3.1%). The misses were 1930, −11.2%; 1978, −2.7%; 1994, −1.6%; and 2002, −0.8%.
● Election day is Nov 3 (Tue). 
● The November piece, from the October close through Nov 10 (Tue), was up in 19 of 24 (79.17%, avg. +1.7%, med. +1.8%).
► Nov 26 (Thu) is Thanksgiving. The stock and bond markets are closed.
● From the session before through the Friday after, Nov 25 (Wed) to Nov 27 (Fri), was up in 72 of 97 years (74.23%, avg. +0.3%, med. +0.6%). The Friday was closed in 1929.
►  November through April the following year, from the October close to the April close, was up in 69 of 98 years (70.41%, avg. +5.2%, med. +5.4%).
 

S&P 500 is the best November seasonal short-term trade because Nov 24–Dec 6 has an R (profit divided by drawdown) of 1.54. It rose 1.89% on average from 2006 to 2025 and finished higher in 15 of 20 (75%) years. The average drawdown was 1.23%.
 

Nov 24–Dec 6 is a 9-session buy trade: From 2006 to 2025 the S&P 500 gained 1.89% and finished higher in 15 of 20 (75%) years. Through 2005 it gained 0.72% and finished higher in 51 of 78 (65.4%) years, and over the last 10 years it gained 1.08% in 7 of 10 (70%) years. The 2016–2025 average path ends +1.08% from the entry close by Dec 6, with up years averaging +2.74% and down years -0.66%. R is 1.54. The drawdown averaged 1.23% on the years that moved against the trade. The 2016–2025 average reaches +1.35% with 3 sessions still open and finishes +1.08%. That high in the small chart above is not a date, and a steeper piece of the line is not a better trade. The counted span is the close before Nov 24 through Dec 6.
 
 S&P 500 Detrended Presidential Cycle 2025-2028.
Correlation with the S&P 500 since January 1, 2026: -0.62. 
 
 Nasdaq.
 
 Dow Jones.
 
 Russell 2000. 

S&P 500: First Ten and Last Ten Sessions of the Month (Dec 30, 1927 - Dec 31, 2025).
 
S&P 500: Average Performance per Day & Day-by-Day Hit Rate (Jan 3, 1928 - Dec 31, 2025).

Saturday, October 24, 2026

The 5-Minute Opening Range Breakout (ORB) Strategy | Carlo Zarattini et al.

A popular day-trading strategy is the n-minute Opening Range Breakout (ORB), with 5-, 15-, 30-, and 60-minute variants. It defines the Opening Range by the high and low of the first n-minutes, then enters a trade when price breaks above or below that range.
 
5-Minute ORB Long and Short Entry Levels.
 
Zarattini et al. identify the 5-minute ORB as the most profitable S&P 500 strategy, using the 9:30–9:35 a.m. ET Opening Range:
►Bearish Opening Bar: Go short if it closes below its open; hold even if price breaks above the Opening Range.
►Bullish Opening Bar: Go long if it closes above its open; hold even if price breaks below the Opening Range.
►Doji Bar: No trade if the close equals the open. 

Equity curves for S&P 500 buy-and-hold (red) versus long/short ORB trading using 5-, 15-, 30-, and 60-minute ranges. COMBO (black) is equally weighted across all four. Period: 2016–2023; initial capital: $25,000; commission: $0.0035 per share. 

S&P 500 buy-and-hold vs. long/short day trading the 5-, 15-, 30-, and 60-minute ORBs. COMBO is equally weighted across all four. Period: 2016–2023; initial capital: $25,000; commission: $0.0035 per share. 
►Entry: Buy-stop at a bullish bar's high; sell-stop at a bearish bar's low.
►Stop Loss and Exit: Stop at 10% of ATR from entry; otherwise, exit at 4:00 p.m. ET.
►Position Sizing: Risk approximately 1% of account equity per trade.
►Performance: Outperforms longer ORB time frames and buy-and-hold. 
 Reference:

 » My Day Trade Secret: HTTC — Hold To The Close.
 « 
[ Zarattini et al.’s 5-Minute ORB Strategy may perform even better when restricted to Toby Crabel
narrow-range days (NR7 and IDnr4) and/or refined with ICT Entry Models and Time Macros. ]