Top 2026 DJIA Analog Composite Points to October Low | @Fiorente2

@Fiorente2 points out that the season is approaching when, historically, many of the year's largest market declines have already occurred—including 1929, 1987, 1997, 1978, and 1979. The current DJIA cycle most closely resembles the 1890, 1898, and 1978 midterm analogs, whose red composite line's turning points have tracked the index with a 0.80 correlation over the past year. 

DJIA: 1890–1898–1978 Analog Composite with Projected Turns.

The blue line of his heliocentric Index of Cyclical Variation shows a similar pattern, although it does not correlate with the DJIA's price level. Both cycles suggests a potential low around October 2026, followed by a short-lived rebound, before a broader decline resumes into 2027 and potentially reaches a 5-year low in October–November 2027.

Reference:
@Fiorente2 (September 14, 2026) - The Dow blinks first. Will the others follow?

See also:
@Fiorente2 (April 20, 2026) - DJIA 2026 vs Top Three Midterm Correlated Years Since 1886.

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)  

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.

Third-to-Last Trading Day of August: 90.5% Bullish Record | Jeff Hirsch

August's third-to-last trading day is a calendar favorite for the bulls. Over the past 21 years, the S&P 500 has risen 19 times—a 90.5% win rate—making it one of only two days of the year with 19 gains in 21 years; the other is the first trading day of July.

 Bullish Third-to-Last Trading Day of August (2005-2025).

The Dow Jones Industrial Average has an even stronger claim: its third-to-last trading day of August has been its best-performing day of the entire year, also gaining 19 of 21 times (90.5%).

This unusually strong late-August bias may reflect seasonal positioning: institutions prepare portfolios for the fall, retirement and investment contributions continue, and investors anticipate upcoming earnings, economic data, and Federal Reserve developments. With August ending, markets also begin positioning for the historically active final four months of the year.

Reference:
Jeffrey A. Hirsch (August 26, 2026) - Dow's Best Day of the Year.

See also:
Jeff Hirsch (July 25, 2026) - August Stock Market Performance in Midterm Election Years.

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

Price Performance vs. Zodiac Signs, Lunar Phase & Mercury Retrograde

S&P 500 (SPX) performance by color-shaded Zodiac Signs (2016–2026),

New Moon, Full Moon and rosa-shaded Mercury Retrograde periods. 

S&P 500 Strategy: Go long during bullish zodiac phases and short during bearish phases; hold through phase end with a 2% stop-loss (1% tighter stops improved results). Starting with $1,000, a 10 year walk-forward case study produced $5,410. The win rate exceeded RSI, Stochastic, and MFI, slightly outperforming Stochastic. Low-win-rate signs (e.g., Gemini at 39%) can be omitted. 

Augmented version: Enter long only when Stochastic (14,1,3) ≤20 during a bullish phase; enter short only when ≥80 during a bearish phase; hold through the full phase. Python backtest: $18,571.79 over two years with a 66.67% win rate. 

Using 10 years of S&P 500, Mercury retrograde periods frequently preceded major pivots, with post-retrograde directional flips.

Upcoming Events (dates and times for New York City):

Jul 29 (Wed), 2026 07:34 EDT — Full Moon (Buck Moon)

Aug 12 (Wed), 2026 12:11 EDT — New Moon

Aug 23 (Sun), 2026 00:19 EDT — enters Virgo (150 deg from 0 deg Aries = vernal equinox)

Aug 27 (Thu), 2026 19:18 EDT — Full Moon (Sturgeon Moon / Lunar Eclipse)

Sep 10 (Thu), 2026 21:12 EDT — New Moon

Sep 22 (Tue), 2026 16:05 EDT — enters Libra (180 deg) (Fall Equinox)

Sep 26 (Sat), 2026 05:49 EDT — Full Moon (Corn / Harvest Moon)
Oct 10 (Sat), 2026 08:51 EDT — New Moon

Oct 22 (Thu), 2026 23:00 EDT — enters Scorpio (210 deg)

Oct 24 (Sat), 2026 03:02 EDT — Mercury Retrograde Begins

Oct 25 (Sun), 2026 15:38 EDT — Full Moon (Hunter's Moon)
Nov 08 (Sun), 2026 23:02 EST — New Moon

Nov 13 (Fri), 2026 11:01 EST — Mercury Direct Resumes

Nov 21 (Sat), 2026 16:00 EST — enters Sagittarius (240 deg)

Nov 24 (Tue), 2026 00:53 EST — Full Moon (Beaver Moon)
Dec 08 (Tue), 2026 15:49 EST — New Moon

Dec 21 (Mon), 2026 10:50 EST — Capricorn (270 deg) (Winter Solstice)

Dec 23 (Wed), 2026 09:28 EST — Full Moon (Cold Moon)

 

Volatility S&P 500 Index (VIX; 2016–2026) 

 

Bitcoin (BTCUSD; 2016–2026) 

Gold (XAUUSD; 2016–2026) 

Silver (XAGUSD; 2016–2026)

 

WTI Light Crude Oil (XTIUSD; 2016–2026)

 

Dollar Index (DXY; 2016–2026)

 

Reference:

Astrology Toolkit [SS] TradingView Indicator coded by Steversteves. 

 

Forecast Based on "Moon Synodic + Sun in Virgo" Model | Sergey Tarassov

 

 

 [HERE]

 

See also:
TPR (2024) - 24 Chinese Solar Terms in 2025. Winter Begins Today (立冬 - Lì Dōng).
Tianbao Zhou et al. (2021) - Chinese Stock Indices, Gann Time Theory and Solar Terms.
W.D. Gann (1950s) - How to Divide the Yearly Time Period.

The Turn-of-the-Month Effect: A Century of Empirical Evidence

The turn-of-the-month (TOM) stock market anomaly, where returns cluster heavily around month-end and early-month trading days, is validated by academic literature. Analyzing Dow Jones data from 1910 to the present using a relative trading day counter that excludes weekends and holidays reveals that while mid-month returns remain weak or negative, performance surges dramatically from the second-to-last trading day (day -2) through the fourth trading day (day +4) of the new month. 

 The TOM anomaly (-2 to +4 trading days) has delivered persistent outperformance

versus buy-and-hold with lower drawdowns across 116 years of Dow data.  

 

Segmenting this 116-year history into three 40-year periods (1910–1950, 1950–1990, and 1990–present) confirms consistent TOM outperformance across all regimes, despite a post-1990 dip on the final trading day skewed by rare macro anomalies like 9/11 and the 2008 financial crisis. A systematic strategy trading this -2 to +4 window historically outperformed traditional buy-and-hold, generating higher profits with lower drawdowns during the 1929 crash, multi-decade sideways markets, the dot-com bust, and the 2022 bear market, showing historical flat periods often precede strong resurgences. The strategy's second-largest drawdown occurred in 2008, supporting the outlier theory. 

 

Hypothesized causes like recurring automated capital flows (salaries/retirement) and institutional rebalancing remain unproven, as trading volumes do not spike and automated systems did not exist in 1910. Lacking a definitive causal consensus, the TOM effect persists either as a structural confluence or an unexplained anomaly. 

 

See also:
Unger Academy USA (2019) - Trading Strategies: End Of Month Rally. (video)

August Stock Market Performance in Midterm Election Years | Jeff Hirsch

The chart isolates August performance across Trump's first term (2017–2020), 2025, and the 2018 midterm. Returns have exceeded August's bearish reputation, but the structure persists: early weakness, late strength.

 

Early-month weakness, stronger second half: On average, the Nasdaq closed up nearly 6%.

Lows on August 13 (Thu) and August 17 (Mon), followed by a near 3% DJIA rally into month-end.

 

Trump-era policy shocks have repeatedly triggered selloffs that quickly reversed into "TACO Trade" rallies. This cycle differs—tensions with Iran appear less susceptible to rapid de-escalation. Seasonality is supportive, but elevated valuations, geopolitical risk, and macro fragility increase the odds that August 2026 diverges from precedent.
 

Reference:

Jeffrey A. Hirsch (July 25, 2026) - Can Trump Defy August’s Bearish Reputation Again?

 

S&P 500 2026 vs. best-correlated year: 2007 (84%).  

 

SOX, Nasdaq, and S&P 500 Annual Seasonal Patterns 1995-2025.

August Stock Market Performance 2001-2021.

See also:

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

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

Jack Gillen (1979) - Important Solar and Lunar Degrees for Trading US Stock Indices.

DJIA Triggers Down Friday/Down Monday Signal at 51,839 | Jeff Hirsch

The DJIA recorded its sixth Down Friday/Down Monday (DF/DM) of 2026 this week—a signal worth monitoring based on Stock Trader’s Almanac research (2026 ed., p. 78). A DF/DM occurs when the DJIA declines on Friday (or the final trading day of the week) and the following Monday (or first trading day of the next week). While not a guaranteed sell signal, history shows DF/DMs often mark inflection points and have frequently preceded weakness within 90 calendar days. Short-term rebounds are common, but many have been temporary.

 DJIA performance hinges on whether the 51,839.26 DF/DM level holds.

The latest DF/DM followed DJIA’s sharp July 17 (Fri) decline, which ended a multiweek advance amid technology and semiconductor weakness, geopolitical concerns, and rising oil prices. Monday’s attempted dip-buying rebound failed, leaving open whether current strength is durable or simply another post-DF/DM bounce.

E-mini Dow Jones Industrial Average (YM) Futures (daily bars):

DF/DM history suggests the next 90 days depend on 51,839.

 

Since 2000, the DJIA has experienced 271 DF/DMs. In only 32 cases (11.8%) did the DJIA avoid closing below the Monday DF/DM close over the next 90 days. When that level held, returns were historically stronger; when breached, performance was notably weaker, with limited gains over the following 60 trading days. The key level is Monday's close of 51,839.26. Holding above it would suggest this DF/DM may be a temporary setback; a close below it would increase the historical risk of further weakness.
 

Reference:

Jeffrey A. Hirsch (July 21, 2026) - DJIA Down Friday/Down Monday: A Key Level to Watch. 

 

See also:

Tom Hougaard (2025) - The Thursday-Friday-Monday Pattern.

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

Christopher Grafton (July 13, 2026) - S&P 500 Update: 80-Day Cycle Peak by Late-July. 

Nicholas D. Savino (June 30, 2026) - S&P 500 Forecast for July 2026.

July OpEx Since 1990: Friday –0.35%, Then Stabilization | Jeff Hirsch

Since 1990, July options expiration has been choppy, with the weakest performance on expiration Friday: DJIA and S&P 500 average –0.35%, NASDAQ –0.44%, and all three decline about two-thirds of the time. 

Expiration week is mixed—DJIA +0.38% (58.3% positive), S&P 500 ~flat (–0.04%), NASDAQ –0.13%. The following week stabilizes modestly (DJIA +0.15%, S&P 500 +0.09%); NASDAQ averages –0.17% but rises in 52.8% of years, skewed by a few large drops. Overall, July expiration tends to create brief downside pressure that fades as focus returns to earnings and fundamentals.

Reference:
Jeffrey A. Hirsch (July 14, 2026) - July Monthly Option Expiration: Weakest Friday, Modestly Better Following Week.

 

See also:

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

Christopher Grafton (July 13, 2026) - S&P 500 Update: 80-Day Cycle Peak by Late-July. 

Nicholas D. Savino (June 30, 2026) - S&P 500 Forecast for July 2026.

Kitchin Cycle Signals S&P 500 Rise Into Late 2026 | Sergey Tarassov

Sergey Tarassov's Timing Solution charts correlate the S&P 500 with harmonics of the 41-month Kitchin cycle (currently averaging 1,267.7 days, or 3.473 years).

 

 Note: Based on daily closes, the plotted waves are band-pass–filtered components centered on the target periodicity

(Kitchin range) and subsequently smoothed via averaging/Fourier/digital filtering, suppressing high-frequency noise

and yielding a clean sinusoidal form. Accordingly, they lack utility for day trading or short-term execution.  

The cycle projections (green, blue, and magenta lines) for 2026 in the first chart suggest that the current sideways-to-down phase in the S&P 500 concludes by mid-late-July, followed by a strong projected surge into year-end, then a decline or retracement into Q1–early Q2 2027, and a renewed rise into Q1 2028.

The pink-shaded chart background marks the out-of-sample projection of the S&P through 2028.

  

The long-term chart (2021–2028) indicates an upward trajectory in the S&P 500’s Kitchin cycle into late 2026, followed by a sharp correction in Q1 2027 and a continued rise extending through 2027–2028.

  

Reference:

Sergey Tarassov (July 11, 2026) - Kitchin Cycle and S&P 500.

See also:

Sergey Tarassov (2024) - Kitchin Cycle Suggests DJIA Decline Until End of 2025.

Larry Williams (May 26, 2026) - The Next Bullish Wave May Be Starting. 

 

Cyclical Profiles of Kitchin (41-Month) and other Dominant Cycles across Assets and Sectors. 

 

Sergey Tarassov's table classifies each asset by its dominant cyclical drivers (e.g., Kitchin ~3–4y, Juglar ~9y, sunspot harmonics, Venus synodic, 7.8y Gold) and indicates which periodicities statistically dominate price behavior. The “Profile” column quantifies cycle influence, showing the proportion or confidence of a given cycle explaining variance (e.g., “Kitchin 100%” = primary driver). Overall, it’s a multi-cycle attribution framework used to build composite waveforms and time market turning points via overlapping periodic structures. "H" notation interpreted as harmonic components (e.g., 2H, 3H, 4H of Sunspot cycle). "Venus syn" → "Venus synodic" for clarity. Consistent cycle formatting: Cycle (length) where applicable. Ranges unified: e.g., 2H–4H instead of 2H 3H 4H. Missing profiles left blank (—) rather than inferred.

 

Key Cycle Periodicities. 

The second table standardizes all cycles of the first into approximate durations in days and years. Kitchin Cycle (~3.3y) ≈ Sunspot Cycle 3H (~3.7y) explains why they co-appear frequently in the dataset. Other key dominant drivers are: 5.5y (Sunspot 2H) → strongest macro-economic driver (confirmed in GDP note), 7.8y (Gold cycle) → dominant in FX + metals, and 9y (Juglar) → long equity + credit structure. Instruments with Kitchin + 3H Sunspot + Venus synodic (e.g., crypto, grains) tend to show high volatility clustering due to cycle interference.

July Stock Market Performance in Midterm Election Years | Jeff Hirsch

Historically one of the market's stronger months, July typically sees a consistent upward trend across all major indexes (solid lines), often driven by optimism ahead of second-quarter earnings. Over the last 21 years (2005–2025), gains have built from a strong first trading day, with the NASDAQ leading at an average gain of just over 3%. While the S&P 500, DJIA, and Russell indexes also show robust positive trends, their momentum generally slows after mid-month.

Historically strong and earnings-driven, July favors broad index gains—especially the NASDAQ—
but midterm election years routinely trigger underperformance and small-cap volatility.

However, midterm election years tell a different story (dashed lines). Performance during these periods is notably weaker and more volatile: the DJIA and S&P 500 manage only modest gains, while small-caps (Russell 2000) historically struggle the most, often finishing July in negative territory. Ultimately, while seasonal trends favor equities, the midterm backdrop warns that volatility can emerge unexpectedly.

 

Reference:

Jeffrey A. Hirsch (June 25, 2026) - Strong July Trends Could Face a Midterm-Year Test. 

July Seasonal Stock Market Performance (2000-2020).

 

 

 July is historically one of the year's strongest months, ranking third since 1950 for both the
DJIA and S&P 500 during midterm election years with average gains of 1.6% and 1.3%.

 

NASDAQ's 12-Day Midyear Rally—last 3 days of June through first 9 of July—
has gained an avg 2.5% since 1985, hitting in 32 of 41 years (78%).

 

Second Half 2026 Outlook.
 

In US midterm years (2006, 2010, 2014, 2018, 2022), July delivers the broadest

market strength of the second half, with every major sector posting positive

average returns (S&P 500 +3.65%), led by Technology (+4.11%),

 Energy (+4.26%), and Consumer Discretionary (+4.10%).  

See also:

Jeffrey A. Hirsch (June 2, 2026) - June Stock Market Performance in Midterm Election Years.  

Jeffrey A. Hirsch (June 22, 2026) - NASDAQ's 12-Day Midyear Rally from June 25 to July 14, 2026. 

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

Jack Gillen (June 23, 2026) - Important Solar and Lunar Degrees for Trading US Stock Indices. 

David Hickson (June 15, 2026) - Hurst Cycles Update: SPX, NDX, ASX, DAX, Gold, BTC. 

Larry Williams (May 26, 2026) - NASDAQ, DJIA & Bonds: Next Bullish Wave May Be Starting. 

Namzes (January 10, 2026) - 2026 Hurst Cycles Playbook for the S&P 500.