My Forecast for the Rest of 2026 | Larry Williams

US equities face near-term downside pressure and range-bound volatility amid poor breadth. Deteriorating internals—seen in the divergence between a strong NASDAQ, moderately strong S&P 500, and weak Dow and Russell 2000—suggest capital is rotating from quality blue chips into speculation, a pattern that has historically preceded broader sell-offs.

A major synchronized cyclical low and buying opportunity across the S&P 500, NASDAQ, Dow, and Russell is projected around Tuesday, October 27, ahead of the US presidential election. At the trough, focus capital on the index showing the strongest relative strength and greatest resistance to selling pressure during the decline.

Reference:

Larry Williams (October 1, 2026) - My Forecast for the Rest of 2026. 

  

S&P 500 October Performance in Midterm Election Years.

Oct 27 (Tue) opens the midterm stretch that runs through Nov 10 (Tue), 2026, up in 22 of 24

midterm years (91.67%, avg. +2.6%, med. +3.2%). Misses: 1930 (−12.6%) and 1994 (−0.3%).  

 DJIA.

Russell 2000. 

 

 NASDAQ.

Detrended seasonal cycles isolate short-term periodic signals by removing longer-term trends, preventing distortion and enabling precise measurement of amplitude and timing.

See also:

Larry Wiliams (December 23, 2025) - 2026 Market Forecast: Cycles, Risks, and Opportunities.

TPR (September 29, 2026) - S&P 500 October Performance in Midterm Election Years.

TPR (September 24, 2026) - Seasonality vs. Cycles: October is the Midterm Sweet Spot—If the Switch Holds.

 Wayne Whaley (August 2, 2025) - 17-0 Turn-of-Year S&P 500 Setup with 7.1% Average Gain.

Nicholas D. Savino (October 1, 2026) - S&P 500 Forecast for October 2026. 

Seasonality vs. Cycles: October is Midterm Sweet Spot—If Switch Holds

October's reputation as a crash month misinterprets the presidential cycle and midterm sweet spot playbook. Since 1950, the S&P 500 has averaged a +3.0% gain in midterm Octobers, closing higher 74% of the time. November extends that momentum, adding +2.8% with a 79% win rate. From September 30 through year-end, the midterm path averages +6.6% and yields positive returns in 16 of 19 instances. Jeffrey Hirsch's  Stock Trader's Almanac signal isn't "beware October"—it's that the four-year cycle stops leaking in October.

Seasonality Midterm October Map for the S&P 500: Midterm years leave September weaker than the all-year path—then pull away from October 1 through mid-November. S&P 500 calendar-day path from the September 14 close: crimson is midterms 1950–2022 (+3.0% in October, 74% up); navy dashed is all years 1928–2025. Late September is still the washout (window trough ~Sep 30). 2026 has already rallied +21% off the March low, so this is a Q4-bid midterm, not a crash-then-rally analog, unless 7,550 breaks.

However, the leak precedes the rally. Both the all-year seasonal map and the midterm composite sag from the autumn equinox through month-end. September 27 falls directly within that washout zone, with the midterm path averaging a trough near September 30 (−1.3% from mid-September levels). Because September 27, 2026, falls on a Sunday, the active trading window shifts to Friday the 25th and Monday the 28th. That cluster represents a dip-buying opportunity, not an immediate breakout zone.

Presidential Election Cycle in US Stocks

Yale Hirsch is most widely credited with detecting and popularizing the Presidential Election Cycle in US stocks. A market historian, he introduced the pattern in the first edition of his Stock Trader's Almanac in 1967 and refined it in later volumes. Drawing on decades of data, Hirsch showed that equity returns tend to be weaker in the first one or two years of a presidential term and stronger thereafter—especially in the third, pre-election year—as administrations shift toward stimulus to support re-election prospects. Although related political-business-cycle ideas appear in economics (notably William Nordhaus's 1975 model of pre-election stimulus), the specific documentation and popularization of the stock-market version by year of the term belong to Hirsch's Almanac work; academic testing of the equity pattern followed mainly from the 1980s onward.

Overlap with the Kitchin and Broader Business Cycles

The presidential cycle is a fixed four-year political calendar. It overlaps in length with several economic cycles of roughly three to five years, yet the mechanisms differ and the patterns should not be treated as identical. The Kitchin Cycle, identified by Joseph Kitchin in 1923, is a short inventory-driven business cycle averaging about forty months. Firms over-order in expansions, then destock, producing production swings that feed into the broader economy. Because its typical span nearly matches a presidential term, many observers refer to the dominant four-year equity rhythm as both the Kitchin and the presidential cycle; some studies even treat the observed market pattern as encompassing both. The crucial distinction remains that Kitchin is an economic-inventory process while the presidential cycle is a political-calendar effect tied to election incentives. They can reinforce each other—late-term stimulus coinciding with inventory rebuilding—or drift out of phase because one is rigid and the other variable.

Kitchin Cycle Signals S&P 500 Rise Into Late 2026.

The presidential cycle also interacts with the general Business Cycle through policy timing: adjustment-oriented measures early in a term give way to growth-oriented stimulus later. Stocks, as a leading indicator, historically show weaker average returns and more frequent recessions in the first half of the term and stronger performance, especially in year three, in the second half. Empirical work finds that standard business-cycle variables do not fully account for the presidential return pattern; the equity effect persists as something of a residual puzzle.

Links to Hurst Cycles

Technical cycle analysis supplies a further parallel. J. M. Hurst's model organizes markets into a hierarchy of harmonically related nominal periods governed by commonality, synchronicity, and proportionality. The 54-week cycle is an intermediate member; longer relatives include the 40-week, 18-month, and especially the 54-month (approximately 4.5-year) cycle. Four 54-week periods nest into roughly 4.15 years, close to a presidential term, and Hurst practitioners often map the four-year political pattern onto their 4-to-4.5-year or 46-to-54-month rhythms. Historical studies, including those referencing Edward Dewey, note a roughly 46-month cycle of high regularity that aligns in period with the presidential timeframe. The political calendar can help phase or contextualize Hurst troughs and peaks, yet pure Hurst analysis remains grounded in price action and nested harmonics rather than external politics; the two tools are complementary, and presidential turning points coincide with major Hurst lows only intermittently.

Interaction with the Decennial Cycle

A still longer calendar regularity, the Decennial Cycle, interacts with the presidential pattern through systematic overlaps. First detailed by Edgar Lawrence Smith in the 1930s and later popularized in Hirsch's Almanac, the decennial pattern tracks average performance by the year's ending digit. Early-decade years (ending in 0, 1, or 2) tend to be softer—a "decade hangover"—while mid-decade years, especially those ending in 5, have been almost invariably positive and often strongly so; later years are more mixed. Because ten is not a multiple of four, the two cycles nest in shifting combinations: every decade contains two full presidential terms plus part of a third, so a year's place in the presidential sequence systematically aligns with particular ending digits. Years ending in 5 frequently fall in the first or third presidential year—both historically stronger—helping to amplify the mid-decade strength. Early-decade softness often coincides with post-election or transitional periods that overlap the weaker half of the presidential cycle. Practitioners like Ned Davis therefore treat the two as additive filters: a year that is both a strong presidential year (particularly year three) and a favorable decennial year is viewed more constructively, while alignment of weak slots raises caution.

Complementary Framework

Taken together, these patterns form a nested set of calendar and economic regularities. Length similarities produce natural correlations and frequent joint discussion, especially around the four-year rhythm shared by the presidential, Kitchin, and certain Hurst cycles. The presidential cycle functions as a political overlay that can influence or coincide with inventory-driven, business-cycle, and pure price-based rhythms, particularly around policy timing and major turning points. The decennial cycle supplies an additional independent calendar layer that modulates the four-year pattern at predictable intersections. None of the cycles causes the others; each is an empirical tendency best used as a parallel lens. Real markets approximate the historical averages but never duplicate them exactly, because exogenous events, monetary policy, and larger forces continually interact with and sometimes override the calendar regularities.

S&P 500 vs. 2026 Equal-Weight Composite Cycle (Seasonal, Presidential, and Decennial).

 

Presidential Cycle 2025–2028 and Midterm Election Year 2026 Sweet Spot:

Potential rise from September 30 (Wed), 2026 through July 19 (Mon), 2027. 

 

 2026 Is Already Off-Script

This market has diverged significantly from the historical midterm template. Jeffrey Hirsch's traditional model calls for a ~17% peak-to-trough drawdown—typically extending from late spring into mid-August—before launching into a Q4 rally. Instead, the 2026 tape printed its low early on March 30 at 6,344, rallied to 7,799 by August 13, and closed Thursday at 7,704—up +12.5% year-to-date and +21.4% off its lows. October arrives following an extended recovery rather than into a fresh, deeply discounted cyclical low.

Cycles vs. Seasonality

Running parallel to seasonality is the Hurst cycle model, which presents a more cautious picture. Across the Dow, S&P 500, and Nasdaq-100, the primary 40-week nominal trough starts at the March 30, 2026 major low, and is projected for January 9, 2027. Intermediate shared cycle troughs ahead of that window map to September 26 (40-day cycle) and October 30–31 (80-day cycle). Under this framework, the August highs are treated as the macro top for this wave segment. Until the major January trough arrives, counter-trend crests remain rallies to sell—unless a key pivot level fails, forcing an early-October alternate cycle low.

Primary Cycle Count Forward Projection and Confluence Calendar (Sep 2026 to Jan 2027).  

The Switch Levels Are the Entire Trade

These key switch levels dictate the structural bias: Dow Jones 51,172, S&P 500 7,550, and Nasdaq-100 30,125. On Thursday, September 24 the Dow undercut 51,172 intraday before reclaiming it by the close. The S&P and Nasdaq switch levels continue to hold. As long as 30,125 holds on the Nasdaq, a tactical bounce toward October 16 remains valid.

If the switches hold, the expected window of October 4–7 represents a sell zone to exit long positions taken off the September 26 low. If a switch breaks, a trough accelerates forward into October 4–5 as a primary buy window—the exact inflection point where seasonality and cycle analysis converge.

 

Execution Stance

Tactical discipline remains essential. Maintain light exposure heading into the Friday–Monday window, avoid initiating long positions on the Dow at current levels, do not hold the S&P 500 in anticipation of immediate new highs, and avoid over-allocating to the Nasdaq.

 

S&P 500 80-day cycle (primary): Starts at the Aug 20 trough. Wavelength 71 days. High already in on Aug 28, at 11% of the wave—left, not in the middle. Sep 21 did not beat it. Printed highs and lows as of Sep 21. "Expected" repeats that cycle's last translation. Oct 31 is the 80-day low only—the 20-day low before it is Oct 17. 80-day FLD 7,790 is still lost. The 20-week from this same Aug 20 trough does not bottom until Jan 9, 2027 (timing schematic, not a price forecast).

S&P 500 80-day cycle (alternate): Same Aug 20 start. On this count the low is Oct 5, not Oct 31, and Oct 5 is not a high. Sep 21 did not beat Aug 28.No crest between Sep 21 and Oct 5. The Nov 10 bounce is drawn smaller because this alternate cycle count does not expect it a new high (timing schematic, not a price forecast). 

DJIA 80-day cycle (primary): Starts at the Aug 20 trough. Wavelength 71 days. High already in on Aug 28, at 11% of the wave—left, not in the middle. Oct 30 is the 80-day low only—the 20-day low before it is Oct 17. The 20-week from this same Aug 20 trough does not bottom until Jan 9 (timing schematic, not a price forecast).  

 

DJIA 80-day cycle (alternate): On this count the low is Oct 4, not Oct 30, and Oct 4 is not a high. The Sep 22 bounce already failed. Next week is a bounce only if Sep 26 holds above 51,172. The high of that bounce is Oct 4, and it is a sell. It is a short, left-translated 40-day high, about a week, and it does not repair 52,364. If 51,172 breaks, next week is down into Oct 4. Then Oct 4 is the low near 50,000, not the high (timing schematic, not a price forecast).

If the switch levels hold, treat the late-September dip strictly as a tactical trade—take profits into early October, look to cover risk around the October 30–31 trough, and save major position sizing for the January 9 40-week/18-month cycle low. If a switch level fails, step aside during the bounce and buy the index at its early-October reset instead. Midterm seasonality provides a strong tailwind once a low is established—it is not a license to ignore the cycle trough. 

Dow: Oct 4 is a sell only above 51,172. Under 51,172 it is the buy.
S&P: Oct 4–7 is a sell only above 7,550. Under 7,550, Oct 5 is the buy.
Nasdaq: Oct 16 is a sell only above 30,125. Under 30,125, Oct 5 is the buy.

 

See also:

TPR (September 13, 2026) - S&P 500 Hurst Cycle Analysis.

Jeff Hirsch (September 2, 2026) - September Stock Market Performance in Midterm Election Years. 

Jeff Hirsch (December 29, 2025) - 2026 Midterm Election Year Seasonal Patterns of US Indices. 

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

S&P 500 Hurst Cycle Analysis

Composite Model Line (CML) through December 2026.

 

August established the multi-year high for the current cycle. On August 13 (Thu), the market peaked at 7,816.7, marking the dual 18-month and 40-week crest for the move that began at 4,835 in April 2025. This peak reflected mixed cycle translation: the 18-month cycle peaked late (at 77% of its duration), whereas the 40-week cycle peaked early (at 48%). A lesser secondary crest for the 80-day and 20-week cycles followed on August 28 (Fri) at 7,771.

From these highs, the market is trending downward toward a major nested trough projected for January 9 (Sat) 2027, which aligns the 18-month, 40-week, and 20-week cycles. Downside targets range from 7,148 on a standard 20-week retracement to approximately 6,500 if the full 40-week amplitude unfolds.
 

How the clock is set.

 

 

Forward Projection & Confluence Calendar.  

 

Position-horizon CML: Weekly S&P 500 from the March 23 (Mon) 2020 9-year trough June 2030. 

 

September: Initial Decline

September represents the first leg of this broader decline rather than a continuation to new highs. A 20-day trough printed on September 10 (Thu) at 7,580. Provided this support holds, the only remaining minor crests are a 5-/10-/20-day cluster on September 14 (Mon), September 15 (Tue), and September 18 (Fri) near 7,710. Subsequent low projections follow in close order, beginning with the 5-day low on September 16 (Wed), followed by the 10-day low on September 21 (Mon), and concluding with the 40-day low on September 26 (Sat), which marks the midpoint of the active 80-day cycle.

October: Continued Downside

October continues the downward trajectory rather than initiating a late-stage rally. The 80-day cycle—whose crest is already locked in at 7,771—is due to trough on October 31 (Sat) (with an expected window spanning October 24–Nov 7), following a breakdown below its Future Line Demarcation (FLD) on September 9. Initial measured support stands at 7,562, followed by the 20-week FLD at 7,482.

 

Alternate Cycle Projection 

If the 7,482 (the July 31 close) support fails, an accelerated alternate resolution brings the 18-month low forward to October 5 (Mon) near 7,000, bypassing the January window entirely. There is no structural path to an October all-time high; the 8,469 projection went unfulfilled in August, and the 40-week cycle has already passed its crest.

Alternate composite, different nest: 18-month / short 40-week into Oct 5 (Mon) 2026, no
mid-October 40-week crest. Key dates: Next crest August 28 7,771.4 (40-day / 80-day / 20-
week already in), working 20-day bounce September 18 · ~7,710, then October 5 trough
~7,000. If October is a deep break instead of a moderate 80-day, this is the path.

With the 80-day uptrend breaking on September 9, this down-cycle represents an immediate risk tied to a one-third division of the major 54-month or 4½-year cycle that began in April 2025. Because that fractional cycle projection matures this fall rather than early next year, the market risks shifting into a deeper low target around October 5 (near 7,000) if the S&P closes under 7,482 before reclaiming 7,720. 

 

While January remains the principal nested low under the condition that 7,482 holds, breaching that support level invalidates the January timeline, favoring a sharper autumn selloff over extended rangebound consolidation into the new year. 

 

Dominant Cycles (in calendar days).
 

Current Cycle Positions.

 

Hurst Diamond Chart: Stacked diamonds at nested troughs from Jan 2025 through the Jan 9 2027 projection. Filled = observed; hollow = projected. Verticals mark 5+ degree synchronic lows. Apr 7 (Mon) 2025 is the in-sample 54-month / 18-month / 40-week origin. 9-year (2020), 18-year / 54-year (2003) and the 1949 54-year anchor sit off this window. 2009 is not an 18-year. 

 

See also:

Jeff Hirsch (September 2, 2026) - September Stock Market Performance in Midterm Election Years. 

Jeff Hirsch (December 29, 2025) - 2026 Midterm Election Year Seasonal Patterns of US Indices. 

David Hickson (September 1, 2026) - Hurst Cycles Update: SPX, NDX, ASX, Gold, Bitcoin.

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

Sergey Tarassov (July 14, 2026) - Kitchin Cycle Signals S&P 500 Rise Into Late 2026. 

Larry Williams (December 24, 2024) - 2025 US Stock Market Outlook: The Good, the Bad & the Ugly. 

Branimir Vojcic (September 9, 2026) - DJIA vs Dominant Weekly Cycle Composite Through H1 2027. 

 

 S&P 500 spectrum composite forecast by Sergey Ivanov via Timing Solution (September 13, 2026). 

 

Claudio Fialdini applies the Delta Phenomenon's super-long-term 19-year (228-month) and long-term cycles to the S&P 500, proposing 14 alternating waves of tops and bottoms culminating in a major peak and deep crash. Anchored to the Metonic cycle, historical turning points include 1929, 1947, 1966, 1987, and 2007, with Wave 14 projecting a terminal peak in 2026. Waves 1–13 comprise the secular advance; Wave 14 marks the final crest before liquidation. The green baseline traces cycle support through the 2009 GFC (Wave 1), 2011 (Wave 3), 2015–16 (Wave 5), and 2020 COVID (Wave 7) lows, followed by a projected decline toward the multi-decade trendline.

DJIA vs Dominant Weekly Cycle Composite Through H1 2027 | Branimir Vojcic

Red line in upper panel: significance-weighted composite of the three lower-panel sines,

mapped to the black DJIA log-scale weekly closes.

 

►  41-week cycle: 205 trading days ≈ 297.1 calendar days
►  25-week cycle: 123 trading days ≈ 178.3 calendar days
►  15-week cycle: 77 trading days ≈ 111.6 calendar days

As of today all three weekly cycles remain in decline. The composite, based on Vojcic’s analysis, projects a major swing low around October 21, followed by sustained higher highs and higher lows in the DJIA through H1 2027, reaching around 60,000.

 

Reference: 

Branimir Vojcic (September 9, 2026) - All Three Dow Cycles Point Down. Don't Panic Yet. (video)  

S&P 500 vs. True & Mean 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.

 

Last station: Sep 04 (Fri) 03:57, Retrograde (Rx) → Direct. Next: Sep 07 (Mon) 03:12, local maximum

(+0.0190°/day), then Sep 09 (Wed) 15:18, Direct → Rx. True = Mean on Sep 13 (Sun) 07:35 ( EDT).

 

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

► equals Mean Nodal Speed 

 

Depending on the season, most True-Node speed swings last 7–8 days (69%).

 

Retrograde (Rx) → Direct repeats every ~13.5 days (6.7–15.8). 

 

Direct is a short poke (~3.6 d); retrograde is the body (~9.9 d); together they make the ~13.5-day station clock. 

 

2026 Q1 — Daily OHLC bars of the S&P 500 vs. True and Mean Lunar Nodal Speed;

 annular solar eclipse Feb 17, total lunar eclipse Mar 03.

 

2026 Q1 — 4-hour OHLC S&P 500 vs. True and Mean Lunar Nodal Speed. 

Blue wave is True Node speed on price scale; dashed blue is speed = 0 (direct above, retrograde below); red dashed is mean speed. Blue dates are stations/extrema in ET. Red vertical dates are True speed = Mean speed. Gold = solar, purple = lunar eclipse. 

 

 Q1 2026: True Lunar Nodal Speed at 0°/Day, at Extremes, and Equal to Mean Nodal Speed.

 

However, neither the daily nor the 4-hour chart follows the node. They may answer it, late or early by a bar or two on the 4-hour chart, and sometimes not at all. There hardly is any 1-to-1 correlation. What the speed curve is good for is identifying the hours when a crowd's appetite changes. A station (speed through 0°) is the useful alert: the True Node has stopped adding longitude or stopped subtracting it. That pause often appears as a change of character in the next one to three 4-hour bars—wider range, a failed break, or the first close that refuses the prior drift—rather than as a guaranteed reversal print at the exact minute.

Extrema serve a different purpose. A deep retrograde minimum represents a maximum rate of withdrawal; in Q1, the January 16 and January 30 lows, and in Q3, the July 12 and July 26 lows, fell within or just behind washout clusters already underway. The signal is not "buy the timestamp." It is "the selling has reached a dated climax window; now wait for the 4-hour structure to stop making lower lows after that window." The brief direct maxima are weaker. They last only a few days and often mark nothing more than a pause within an existing drift. Trading them as tops is therefore unreliable; in this sample, they more often mark a pause in the existing drift than a reversal of it.  

  

2026 Q2 — Daily OHLC S&P 500 vs. True and Mean Lunar Nodal Speed.

 

2026 Q2 — 4-hour OHLC S&P 500 vs. True and Mean Lunar Nodal Speed. 

 Q2 2026: True Lunar Nodal Speed at 0°/Day, at Extremes, and Equal to Mean Nodal Speed.

 

True nodal speed equal to mean speed is mostly a mid-wave event, not a turn. Red dates on these charts sit on the slope, not at the crest. Use them as confirmation that the osculating node has fallen back in step with the secular drift, which on the 4-hour chart tends to coincide with a continuation bar rather than a reversal. The April 2026 stretch is the clearest illustration of slope over event: from the April 4 minimum through the April 10–11 station and maximum, the 4-hour market rose with the wave. May 30 is the counterexample: a deep minimum against a market that only chopped at the highs. A minimum that does not meet a 4-hour breakdown is not a trade.

Delay is the practical rule. Weekend stations (e.g. March 21, May 30, June 14) spend their first reaction in Sunday–Monday futures and only then in the cash session; do not treat the Saturday timestamp as a Monday open. Intraday, the usable lag is one to six 4-hour bars. July 31 into August 2 is the best sequence in the file: station, then maximum, while the 4-hour S&P left the July hole and ran. September 4, 03:57 EDT, retrograde to direct, presents the opposite texture—an event at the local high, followed by a fade in the later bars of the same day. The same class of event, two market answers. The distinction is the 4-hour structure already in place when the node arrives. 

 

2026 Q3  — Daily OHLC S&P 500 vs. True and Mean Lunar Nodal Speed;

total solar eclipse Aug 12, partial lunar eclipse Aug 28; last S&P 500 bar Sep 04.

 

2026 Q3 — 4-hour OHLC S&P 500 vs. True and Mean Lunar Nodal Speed. 

 

  

Q3 2026: True Lunar Nodal Speed at 0°/Day, at Extremes, and Equal to Mean Nodal Speed.

  

Used as a short-term timing method, then: ignore lobes shorter than six days; treat the seven-to-eight-day swing as the holding window; take stations as tempo alerts and extrema as climax windows; and require the next 4-hour bar to confirm. 

 

2026 Q4 — Nov 09 16:45 is the deepest Rx of the year (−0.241°/day)—furthest from the mean.

 

 

 Q4 2026: True Lunar Nodal Speed at 0°/Day, at Extremes, and Equal to Mean Nodal Speed.

(Date and Time calculated for New York City, ET).

 

And, as always, what is being practiced here is attention and precision, not prediction: any market still has to print a reversal in its own highs and lows. Used this way, the inflection points and crossings in the True and Mean Lunar Nodal Speed curves may serve as a reminder to pay closer attention during the upcoming nodal events listed above. But for a short-term trader simply looking to make money in the markets, better to ignore them altogether and focus on market structure, price action, and risk management instead  (Williams, Unger, Huddleston, Burke).

 

See also: 

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