Refilling America's Strategic Petroleum Reserve

 

 Chupóptero.

 

» THE BIGGEST OIL DEAL IN WORLD HISTORY! «

Bombing. Killing. Hijacking. Looting. Intimidation.

Triumphs of the Orange Ape.

September 4, 2026: The Orange Ape dismisses his six-month war

against Iran as "small potatoes," saying, "It’s not a big thing:

We got Venezuela."

See also:
Ron Aledo (January 4, 2026) - US Decapitation Operation "Absolute Resolve" in Venezuela.

Jeffrey Currie (July 29, 2026) - Lose Hormuz, Lose the Dollar, Lose Hegemony: Game Over.

SCMP (August 29, 2026) - Trump says US has deal with Venezuela

for control of 65 billion barrels of oil reserves. 

S&P 500 vs. True Lunar Nodal Speed | September to December 2026

Financial markets correlate closely with the 4–14-day cycle of the True Lunar Node (North Node/Rahu) as it moves through its retrograde, stationary, and direct phases. This cycle is best illustrated by charting the True Lunar Nodal Speed against, for example, the S&P 500, where "speed" refers to the node's geocentric motion, measured in degrees of longitude per day.

 

The August 2026 eclipse season was the period surrounding the August 12
solar and August 27–28 lunar eclipses as the Sun crossed the lunar nodes.

 

The True Node is predominantly retrograde, with a negative speed averaging −0.053°/day. It regularly slows, stations (speed = 0°/day), and briefly turns direct, reaching speeds of up to +0.0015°/day, before resuming its retrograde motion. These stationary periods are most pronounced and prolonged near eclipse seasons, which occur roughly every 173 days, when solar perturbations of the lunar orbit are strongest.

Around eclipses, the lunar nodes can shift rapidly between direct, retrograde, and near-
stationary motion, coinciding with sentiment extremes and elevated market volatility.

Expect potential short-term changes in trend when the True Lunar Nodal Speed (blue solid line in the charts above):

► changes direction, shifting from retrograde to direct and back (speed = 0°/day); or
► reaches a maximum or minimum extreme

  

True Lunar Nodal Speed data generated by eph1.

 
See also: 

TPR (2026) - S&P 500 vs. True Lunar Nodal Speed. 

Allen Reminick (2026) - The Saturn-Rahu/Ketu Conjunction Blueprint of Market Cycles.

S&P 500 vs. Jupiter–Saturn Cycle: A Clock, Not a Crystal Ball

Derived mainly from M.A. Vukcevic's insights and solar-activity formula linking heliocentric Jupiter–Saturn sidereal orbits to model the sunspot cycle, the concept below uses a proprietary higher harmonics formula to project S&P 500 market swings.

S&P 500 vs. Jupiter–Saturn Cycle | H2 2026.

Over 90% of tradeable, high-amplitude waves develop in the 7 to 12-day window. 

  

Jupiter's sidereal period is ≈11.86 years, Saturn's ≈29.46 years, their synodic period ≈19.86 years, and the Jupiter–Saturn spring-tide period ≈9.93 years. These tidal frequencies bracket the ~11-year Schwabe sunspot cycle, while the Vukcevic and Scafetta formulas treat Jupiter–Saturn orbital geometry as a pacemaker of the solar dynamo. With no consistent polarity or directional bias for the S&P 500, the blue Jupiter–Saturn curve inflects within a 1-to-11.9-day window (median 7.0 days, mean 6.3), and swings ≥7 days are bisected (blue squares) to optimize short-term correlation.

 

S&P 500 vs. Jupiter–Saturn Cycle | H1 2026.

 

The Jupiter–Saturn curve is not a crystal ball and it will not say whether to buy or sell. It is a clock. Two slow planetary rhythms were folded into a single wavy line, then sped up so that what once took years now takes days. That line rises, falls, and bottoms out again and again.

S&P 500 vs. Jupiter–Saturn Cycle | H2 2025.

 

S&P 500 vs. Jupiter–Saturn Cycle | H1 2025.

Troughs hold the edge — ignoring the rest saves energy. Troughs are the only feature showing positive 
statistical skill (+3 points over random chance). Peaks and midpoints offer zero edge over a coin flip.

After matching it to years of S&P 500 prices, only one part of the clock is worth attention: the low points, the troughs. The test is blunt. Each blue mark is given three calendar days to sit near a real 2% swing in the daily highs and lows; the same test is then run on random dates, so the extra percentage is the only thing that counts as skill. Troughs clear that bar. Peaks do not. Midpoints, whether a swing is cut in half by time or by height, do not either.

 Troughs mark volatility, not directional certainty. Blue troughs lean slightly toward S&P swing lows (+3 points),
but cannot guarantee direction. Attempting to trade blue crests yields negative skill vs. baseline expectation.

 

Target multi-day windows over intraday precision. Maximum predictive edge (+3.3 to +3.4 points) centers on 2%–3%
swings over a 2 to 3-day window. Expecting immediate same-day triggers introduces unnecessary market noise.

 

Those extra three points are modest, and they still do not pick a side. The color of the line — up or down — does not mean the market will follow. A trough lining up with an S&P low beats chance by about three points; a trough lining up with an S&P high does not. A peak is no better at calling a high than a low. In other words, a trough can sit under a rally or a selloff. It is a date when a real swing is a little more likely to finish, not a forecast of direction.

 

S&P 500 vs. Jupiter–Saturn Cycle | H2 2024.

 

S&P 500 vs. Jupiter–Saturn Cycle | H1 2024.

 

Used that way, the method is simple. The next trough is read from the calendar, including Saturdays and Sundays; the formula does not pause for the weekend. 

 

Filter out the daily ripples to trade the 7–12 day cycle. Short cycles under 6 days represent market interference
with negligible height. Over 90% of meaningful amplitude occurs within the 7–12 day wave structure.

A short window opens around that date: two days before through three days after, which is the same band in which most of those 63% of hits actually land. If the trough falls on a weekend, the window runs from the Thursday before through the Wednesday after. Inside that window nothing is done until the S&P itself speaks. 

 

S&P 500 vs. Jupiter–Saturn Cycle | H2 2023.

 

S&P 500 vs. Jupiter–Saturn Cycle | H1 2023.

 

The wait is for price to carve a high and then drop at least two percent from that high, using the day’s actual high and low, not the close — that may be treated as a short, with risk defined just above the high. Or the wait is for price to carve a low and then rise at least two percent from that low — that may be treated as a long, with risk defined just under the low. Only the first such reversal is taken. If the window closes and neither has happened, there was no trade. The little wrinkles on the blue line are skipped as well: if the fall into a trough was tiny, it is interference, not a beat, and it can be ignored.

S&P 500 vs. Jupiter–Saturn Cycle | H2 2022.

 

S&P 500 vs. Jupiter–Saturn Cycle | H1 2022.

The position is left when it has paid twice what was risked, or when price completes a two-percent swing the other way, or when the next serious trough arrives. Then the wait begins again. A signal will not appear every week, and that is the point. A good year of this habit is a handful of attempts, not a lifestyle. Three extra points versus picking dates at random is not a license to force a trade; costs, hesitation, and the occasional late swing that lands a week off the mark can wipe the edge out.

S&P 500 vs. Jupiter–Saturn Cycle | H2 2021.

S&P 500 vs. Jupiter–Saturn Cycle | H1 2021.

 

S&P 500 vs. Jupiter–Saturn Cycle | H2 2020.

S&P 500 vs. Jupiter–Saturn Cycle | H1 2020.

What is being practiced is attention, not prediction. The market still has to print the turn in the window, in its own highs and lows, or there is no trade. Used that way, the curve earns a place on the desk: a reminder to look up for a few days, then to look away until the next low. 

 

Jupiter–Saturn Cycle | H1 2027. 

 

See also:

Previous S&P 500 vs. Jupiter–Saturn Cycle examples [HERE].  

TPR (August 22, 2026) - S&P 500 vs. Ap Index: +3-Day Lag and Limits of Multi-Week Forecasting.

September Stock Market Performance in Midterm Election Years | Jeff Hirsch

Since 1950, September has historically delivered bearish stock market performance across major indexes, with all-year averages dropping 0.6% to 0.8% by month-end. Midterm-election years significantly amplify this weakness through four-phases: 

 

► Sep 1–8 (Tue–Tue) = Trading Days 1–5: Sideways-to-up / modestly higher. Most midterm series (especially Russell 2000 and DJIA) rise, with several peaking near +0.5% to +1.0%.
► Sep 9–17 (Wed–Thu) = TD 6–12: Sideways to mildly fading. Early gains are largely held or only slowly given back. S&P 500 midterm often remains the strongest (still near its peak), while NASDAQ and Russell lines begin drifting lower.
► Sep 18–25 (Fri–Fri) = TD 13–18: Steady decline. The mid-month advantage disappears; indices trend lower and most move into negative territory.
► Sep 28–30 (Mon–Wed) = TD 19–21: Accelerating sell-off / sharp weakness. Losses deepen, particularly in NASDAQ and Russell 1000 (historically finishing around –1.6% to –1.8%). Russell 2000 also shows a late plunge.

Reference:

Jeffrey A. Hirsch (September 1, 2026) - September Seasonality: Weakness Intensifies in Midterm Years.

Average S&P 500 total-return path (indexed to 100 on midterm Election Day) for all midterm years since 1970 (1970–2022), spanning roughly ±6 months. X-axis centers on Election Day (first Tuesday in November); y-axis tracks cumulative total return. The average line rises in the final ~22 trading days before the election (= October 2, 2026) and continues higher afterward (+14.1% average in the following six months). A separate “Lost Control” series (party loses presidential trifecta) lags the broader average post-election (+10.4% vs. +16.1%).

See also:

Jeffrey A. Hirsch (June 25, 2026) - July Stock Market Performance in Midterm Election Years.

Seth Golden (July 28, 2026) - Presidential Cycle Sweet Spot: Post-Midterm Election Gains.

Hurst Cycles Update: SPX, NDX, ASX, Gold, Bitcoin | David Hickson

S&P 500: A 20-week trough formed July 29. Bullish momentum has weakened but is not yet bearish; the key question is whether another 40-/80-day peak forms before an F-category break below the 20-day FLD initiates the decline into the mid-September 80-day trough.

 

NASDAQ: A 20-week trough formed at the end of July, at least 20-week magnitude and potentially higher. The NASDAQ retains stronger near-term bullish potential than the S&P 500, with 30,239 still outstanding and a possible double peak preceding the eventual F-category decline into the 80-day trough.

 

Australian ASX: A 20-week trough formed around the US troughs, but the 20-day FLD has produced unclear signals and the trough did not clearly form below it. A 40-day trough probably formed in the third week of August, although an alternative remains. The ASX is likely approaching its second 80-day peak, but its FLD is unusually unreliable (23% interaction rating), while failure to reach 9,237 provides a stronger bearish warning than in the US markets.

 

 

Gold: A 20-week trough formed in the third week of July. Gold's bullish impetus may have been exhausted at its recent 80-day/possible 20-week peak; the confirmed F-category FLD break favors approximately $4,312 and a mid-September 80-day trough, although larger bullish cycles may remain ahead.

 

 

 
Bitcoin: Bitcoin has finally rallied from the potentially January 2026 18-month trough. A 20-week trough was identified in early July, although it could also represent a better placement of the 18-month trough. Bitcoin has finally produced the expected bullish strength; the 76,753 40-week FLD target has been exceeded, while the 20-day FLD will determine whether the 80-day trough occurred early or remains ahead.

 

 

Reference:

David Hickson (August 31, 2026) - Hurst Cycles Market Update. (video) 

Captain Obvious of the Euro-Titanic | Laura Ru

On August 27, at a business forum in Paris, Führerin Ursula von der Leyen stated the obvious: the former advantages of the European economy have all disappeared. The European economic model, she explained, had rested on several pillars: cheap imported energy from Russia, open global trade, growing access to the Chinese market, US strategic protection, and Western technological leadership.

Clearly batting for a team demanding Europe throw itself off the cliff.

 

What von der Leyen chose not to mention was that these advantages did not disappear by accident. They were systematically destroyed by the very institution she leads, through sanctions that severed energy and economic ties with Russia, a trade war against China, and regulatory overreach that suffocated European industry.

Russian officials have watched Europe's self-inflicted wounds with a mixture of bewilderment and dark amusement. Maria Zakharova, the official spokesperson for Russia's Foreign Ministry, responded to von der Leyen's confession with a single, devastating epithet: "Captain Obvious of the Euro-Titanic." From Beijing, the critique is no less damning. Chinese analysts have watched Europe's protectionist turn with growing frustration, arguing that the EU is destroying the very thing it claims to protect: its own industrial competitiveness.

The EU's share of global GDP has plummeted from 30% in 2008 to just 17% in 2025—a decline three times faster than that of China's Qing Dynasty during its collapse. And as one Chinese commentator put it, while the Qing fell to foreign invasion, Europe's decline is "self-inflicted, purely something Europe has brought upon itself."

It is, in the words of one Chinese analyst, "locking protectionism directly into its economic and trade policy system." European decision-makers, Chinese commentators argue, have lost touch with basic economic reality. They are absolutely right. This is a systemic crisis that permeates Europe's decision-making circles. Both Moscow and Beijing see the same tragic irony. Europe has spent years lecturing the world about rules and order, about strategic autonomy and economic resilience. Yet in its rush to punish Russia and contain China, it has torn down the very foundations of its own prosperity.

In Paris, the Führerin zeroed in on Europe's €10 trillion in household bank deposits, branding them "lazy" (paresseuse) capital that must be forced "to the service of European companies" through her Savings and Investment Union. Explicit plan: securitize them, supervise them. Coming for your savings, Europe.

Europe's energy prices are now two to three times higher than in the US and China. Its industrial base, once the envy of the world, is bleeding jobs and capacity. Its share of global markets continues to shrink. And its leaders, having created the crisis with their own hands, can only stand by and admit that the old model is gone. They are clearly batting for another team, one that demands Europe throw itself off the cliff.

 

Reference:
Laura Ru (August 30, 2026) - Europe's Self-Inflicted Collapse.  

Laura Ru (pen name of Laura Ruggeri) is a Milan-born Italian independent researcher, writer, and geopolitical analyst based in Hong Kong since 1997. A former academic in media and cultural studies, she focuses on multipolarity, international relations, US foreign policy, China–EU relations, and European political economy. She publishes long-form essays and commentary on  Substack, Medium, and Telegram.

See also:
Lawrence Wilkerson (August 28, 2026) - CIA, MI6, and Mossad Own Europe's Political Class.

The $70k Gold Target Has a Date: Late 2050s | Branimir Vojcic

Inflation-adjusted monthly gold since 1970 shows three dominant long-term cycles: 55, 91, and 179 months. Multi-decade peaks in real gold form only when all three crest together.

 

That alignment has occurred three times since 1970, each marking a major historical top: January 1980 at $2,875, August 2011 at $2,699, and February 2026 at $5,492. The latest window ran from April 2025 to June 2026; real gold printed an all-time high 88% above the 1980 peak.

 

The next synchronicity does not return until the second half of the 2050s. Technicals still allow a much higher target at that date. Gold is rising inside a century-long trend channel whose upper rail capped the 1930s and 1980s highs. In Elliott terms it is subdividing through Cycle-degree Wave 5. Standard Fibonacci relationships put Wave 5 in the $18,000–$26,000 zone, which the upper channel reaches in the 2040s. A classic commodity-style fifth-wave extension would take gold near $70,000—the same upper-rail level the 55-, 91-, and 179-month cycles hit when they next peak together in the late 2050s.

 

Reference:
Branimir Vojcic (August 31, 2026) - Next Multi-Decade Gold Peak. When? At What Level? (video)

Cosmic Cluster Days | September 2026

Heliocentric Cosmic Cluster Days (CCDs) do not exhibit a consistent polarity or directional bias in financial markets. The 'noise channel' functions as a signal filter, with its upper and lower bounds defined empirically. However, swing highs and lows that form within the noise channel may still correlate with short-term market trends and reversals.

 

  Cosmic Cluster Days  |   Composite Line  |  Noise Channel

   

Aug 30 (Mon) | Sep 07 (Mon) |Sep 10 (Thu) | Sep 16 (Wed) | Sep 21 (Mon) | Sep 25 (Fri) Oct 04 (Sun)

  For previous CCDs, click [HERE]. For background on the concept, click [HERE].

Astrological Decans, Tarot and Stock Market Cycles | Olga Morales

Financial markets react to shifts in collective mood—moving between optimism and pessimism, hope and fear, or confidence and panic. Australian financial astrologer Olga Morales explores how these emotional states manifest in market movements through astrological decans, Tarot symbolism, and planetary rhythms. Building on the foundational work of W.D. Gann (1878 – 1955) and Muriel Bruce Hasbrouck (1890 – 1981), her framework treats price patterns as direct expressions of collective human sentiment.

  

S&P 500 (daily candles). Mars decans: sharp reversals and volatility; Saturn decans: major market lows.

A decan is a 10-degree subdivision of a 30-degree zodiac sign—creating 36 segments across the 360-degree zodiac starting at 0° Aries (defined by the spring equinox in the tropical zodiac)—each traditionally assigned a specific planetary ruler. Morales suggests that market turning points and periods of heightened volatility often correspond with the Sun or other planets moving through particular decans: Mars-ruled decans are frequently associated with sharp reversals and increased volatility, while Saturn-ruled decans often coincide with significant market lows.

The five Decans ruled by Mars: Aries Decan 1 (0°–10° Aries), Gemini Decan 2 (10°–20° Gemini), Leo Decan 3 (20°–30° Leo), Scorpio Decan 1 (0°–10° Scorpio), Capricorn Decan 2 (10°–20° Capricorn), and Pisces Decan 3 (20°–30° Pisces). The 36 Decans Chaldean Order ranks the seven traditional planets by geocentric orbital speed (°/day) from slowest to fastest: Saturn, Jupiter, Mars, Sun, Venus, Mercury, and Moon. Initiating at 0° Aries under the ruler Mars, this seven-planet sequence repeats continuously across the 36 decans, concluding the zodiac wheel at 30° Pisces under Mars, which creates the consecutive double-Mars rule at the Pisces-Aries nexus. 

Decans and the Tarot's Minor Arcana

Drawing from the occult teachings of the Hermetic Order of the Golden Dawn, Muriel Hasbrouck demonstrated in her 1941 book, "Pursuit of Destiny" (later republished/retitled as "Tarot and Astrology"), that major market trend shifts consistently align with planetary entries into new decans. Her six-year study revealed that approximately 75% of market trend changes occurred within 24 hours of a decan boundary transition. Beyond financial markets, Hasbrouck applied this predictive framework to seismic activity, forecasting major earthquakes to a degree that occasionally drew government censorship. 

 

Following the Hasbrouck system, Morales assigns each decan a corresponding card from the Tarot's Minor Arcana. The cards are organized according to the four elements: Wands correspond to the fire signs Aries, Leo, and Sagittarius; Pentacles to the earth signs Taurus, Virgo, and Capricorn; Swords to the air signs Gemini, Libra, and Aquarius; and Cups to the water signs Cancer, Scorpio, and Pisces.

 

Psychological Interpretation of Market Behavior

By analyzing market indices like the S&P 500, individual Tarot cards provide a psychological interpretation of specific transits:

► Mars-Ruled Decans: Associated with heightened volatility, sharp reversals, and conflict. Specific transits reflect distinct behavioral states—for instance, the Sun moving through Mars-ruled Gemini (9 of Swords) corresponds to market panic and despair, while its transit through Scorpio (5 of Cups) reflects downturns driven by a loss of pleasure and sentiment.
► Saturn-Ruled Decans: Coincide with market bottoming phases, consolidation, and major cyclical lows.

► Sun-Ruled Decans: Produce strong bullish momentum, particularly when the Sun transits its sign of exaltation in Aries. 

Upcoming planetary and solar 10° decan ingresses and retrograde

re-entries (ET). Sun-, Mars-, and Saturn-ruled decans are shaded yellow. 

Fast planets trigger short-term volatility; slow outer planets dictate macro trends.

Mars decans tend to trigger volatility reversals, whereas Saturn decans mark lows.

 

Applications for Traders

While initial observations often focus on the Sun's transit through the 36 decans (see first chart above), Morales's framework applies to all planetary bodies (see table above). Fast-moving inner planets (Mercury, Venus, Earth, Mars) trigger short-term volatility bursts, whereas slow-moving outer planets (Jupiter, Saturn, Uranus, Neptune, Pluto) dictate multi-month macro trends as they pass through 10-degree sectors. Morales encourages traders to experiment with these planetary rhythms rather than accept them passively. It might be worth comparing tropical decan results against those of the Sidereal zodiac—used in Vedic astrology and astronomical observation—where 0° Aries is anchored to fixed star constellations rather than the equinox.

 

Reference:
Olga Morales (August 29, 2026) - Can the Astrological Decans Reveal Market Turning Points? (video)

Olga Morales (2024) - The Astrological Decans, Tarot and Stock Market Cycles. 

 

» Adding the mathematical components completes Olga Morales’s decan model. The chart above maps a S&P 500 volatility model against the Sun's decan positions, with the solid red line representing volatility—not trend. «

See also:

Olga Morales (September 1, 2026) -  Decans & Market Cycles: Wheels Within Wheels. (video)
Sergey Tarassov (August 30, 2026) - Olga Morales's Sun Decans Volatility Model. 

Muriel Bruce Hasbrouck (1941) - Tarot and Astrology: The Pursuit of Destiny.
TPR (2026) - Space-Time Forecasting of Economic Trends: Muriel and Louis Hasbrouck.