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 | June to September 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 | H2 2026.

 

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. 

 

S&P 500 vs. Jupiter–Saturn Cycle | H1 2027. 

 

See also:

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