Different Projection Techniques for the S&P 500 Transitioning into Q2

 S&P 500 (daily bars) - Elliott Wave projection with a final retracement into the end of March, 

followed by a decline into mid-May, below the August 2024 low.

S&P 500 is ready for the next, and final leg up. With price confirming a bullish WXY model at Friday's 5,603 low, I am expecting one more leg up under the 2nd wave targeting 5,750-5,825 to set up for the ultra bearish 3/4/5 wave sequence.

S&P 500 (3-day bars) - Elliott Wave count projecting a decline into late Q1 2026, 

below the October 2023 low.

 

The 16-year rally ended at the 6,147 high with a bearish ending diagonal formation. We're now in the early stages of a catastrophic decline, and price is expected to break this 6-month range escalating much lower. Although I mirrored the path of the 2007-09 crash, this week's rally could easily be the last chance to sell before a 40-60% decline. 

Reference:

Trigger Trades, March 22 & 23, 2025.

 

 

Late-March Rebound: Over the past 20 years, the S&P 500 has risen 18 times between March 23 and April 27.
Bullish from March 23 Low to April 27 High (2004-2023). Average move higher: +4.78% (during 18 out of 20 years, up = 90%).

 

2025 Roadmap for the S&P 500 based on Spectrum Cycle Analysis,

with the ideal Q1 low being March 28, 2025, which will set up the final leg up. 

Namzes on X, January 6, 2025.

 

S&P 500 projection for 2025 (timing, not magnitude) with seasonally strong windows in the bottom panel.

Namzes on X, January 6, 2025.

 

Weekly S&P 500 with nominal 180 weeks / 41-Month Kitchin Cycle topping | October 23, 2024

 

Weekly Preview for March 24-28: Short term cycles - early next week 20d low then higher,
Krasi, March 22, 2025.

 80 Day Low in mid March, and 20 Week Low in mid May.

David Hickson (March 10, 2025) - S&P 500 Hurst Cycles Update.

 

S&P 500 Index (daily bars) vs 56 Year Cycle.

2025 in J.M. Funk’s '56-Year Cycle of Prosperity and Depression'.

See also:

¡¡ David Hickson (March 24, 2025) - S&P 500 Hurst Cycles Update: Targets and Levels to Watch. (video) !!

Jeffrey A. Hirsch (March 21, 2025) - End of Q1 – Prone to Volatility and Weakness since 1990.

TPR (March 11, 2025) - S&P 500 Premium and Discount Levels in the Current 18-Month Cycle.

  Lars von Thienen (December 8, 2024) - The Cliff - Don't Be a Lemming. 

Lars von Thienen (November 1, 2024) - The 41-Month Kitchin Cycle Topping Patterns in US Stocks.

 TPR (December 10, 2024) - 2025 in J.M. Funk’s '56-Year Cycle of Prosperity and Depression'.

S&P 500 Retracement Levels for the Week of March 17-21 | Low of 2025 In?

S&P 500 (daily bars) - March 14: daily reversal (Total Lunar Eclipse); close above EMA (5). After worst start of year “5” in history, March 13 possible low of 2025? Hurst cycles suggest, not yet. Average seasonality now positive; the more specific one still isn't. Mid April high, early May low possible. Next week up into Tuesday or FOMC likely. Immediate targets: November low, last week's open, high, and 0.382 level. Week of March 17-21 = Manipulation-Phase in the weekly X-AMD pattern for March. 

 

March 2025 Seasonal Pattern of US Stock Indices | Jeff Hirsch.

 

Larry Williams (March 15, 2025) - Why the Market Is Ready to Rally. (video)

 

» There are only two ways a short-term high or low is broken. «

Larry Williams,  2000.

 

See also:

TPR (March 11, 2025) - S&P 500 Premium and Discount Levels in the Current 18-Month Cycle.

TPR (March 7, 2025) - The Three Week Cycle, Quarterly Shift, and IPDA Data Ranges.
orderbloque (2024) - Market Logic is Based on Liquidity, Volume, and Inefficiency.

The Three Week Cycle, Quarterly Shift, and IPDA Data Ranges

S&P 500 (daily chart)

Q1 2025 = Outside Quarter and Quarterly Shift.

 Price breaks October Low, hits monthly S2 to the tick, and reverses. 

 

 

 Reference:
D'onte Goodridge (2024) - Interbank Price Delivery Algorithm (IPDA) Data Ranges.

Jevaunie Daye (2024) - The Quarterly Theory.

Cameron Benson (2023) - The Three Week Cycle. 

The Most Consistent Seasonal Patterns in the S&P 500 | With Statistics. 

 

CNN Fear & Greed Index.

 

SPY (daily chart) - Tom DeMark's 9-13 TD Sequential at 11.

March 2025 Seasonal Pattern of US Stock Indices | Jeff Hirsch

Rather turbulent in recent years, with wild fluctuations and large gains and losses, March has been experiencing some significant end-of-quarter hits. In post-election years since 1950, March has tended to open strongly, and this strength has generally persisted until shortly after mid-month (as indicated by the dashed arrow below). At that point, the major indexes lost momentum and closed out March with some choppy trading. In contrast, over the past 21 years, March has trended lower through mid-month before rallying in the second half.

 March strong early-month, mid-month losses with choppy trading,
often rally after Quadruple Witching (March 21), likely sharp decline the week after.

March is a particularly busy month. It marks the end of the first quarter, which brings with it quarterly Quadruple Witching (Friday, March 21) and an abundance of portfolio maneuvers from Wall Street. In recent years, March Quad-Witching Weeks have been quite bullish, but the week after has been nearly the exact opposite, with the DJIA down 22 of the last 37 years—and often down sharply.

 

 

Reference:
Jeffrey A. Hirsch (February 26, 2025) - Beware The Ides of March.

 

 Updated $SPX July-Oct 2023 correction overlay:
1 week bounce then down into end of March final low. — Namzes, February 28, 2025.

See also:

Robert Miner (2025) - S&P 500 Post-Election Year Patterns by Political Parties. 

 The Most Consistent Seasonal Patterns in the S&P 500 | With Statistics.

Cosmic Cluster Days | March 2025

Cosmic Cluster Days (CCDs) and financial markets do not display a consistent polarity or directional bias. However, swing directions, along with swing highs and lows—also within the 'noise channel'—may correlate with or coincide with market movements and reversals.

 

   Cosmic Cluster Days  |   Composite Line  |  Noise Channel    — — —  Solunar Rhythm

 ○ = Full Moon | ● = New Moon | ▴  = Lunar Declination max North / ▾ = max South |  立春 =  Solar Terms

 

Cosmic Cluster Days in March 2025:

Feb 20 (Thu) | Mar 01 (Sat) | Mar 10 (Mon) | Mar 15 (Sat) | Mar 22 (Sat) | Apr 04 (Fri)

 

Change from Eastern Standard Time (EST) to Eastern Daylight Time (EDT) on Sunday, March 9, 2025. 

Total Lunar Eclipse (Full Moon in Virgo) on Friday, March 14, 2025 at 2:58 am EDT.

 March Equinox on Thursday, March 20 at 5:01 AM EDT.

March Quadruple Witching Day on Friday, March 21, 2025.

Partial Solar Eclipse (New Moon in Aries) on Saturday, March 29, 2025 at 6:46 am EDT.

 

For previous CCDs, click [HERE]. For background on the author, the concept, and the calculation method, click [HERE].

Lunation Cycle, click [HERE].  

Planet Speed (Retrogradity), click [HERE]. 

Geocentric and Heliocentric Bradley Turning Points, click [HERE]. 

Sensitive Degrees of the Sun, click [HERE].

Planetary Declinations, click [HERE].

The SoLunar Rhythm in March 2025.

 

 Astro Events in March 2025 (EST/EDT).

February 2025 Seasonal Pattern of US Stock Indices | Jeff Hirsch

Monthly high in US stocks around February 12 -14 (Wed-Fri), followed by avg. 3% decline into month-end.

 

Reference:

  Jeffrey A. Hirsch (February 11, 2025) - Usual February Weak Trading.  

 Thursday and Friday before Presidents’ Day weekend: 

S&P 500 up 10 of last 14, DJIA up 11 times.

 

 S&P 500 seasonality: first ten sessions and last ten sessions of each month since 1928.

See also:

BeSomebodyFX (January 14, 2025) - The S&P 500's Most Consistent Seasonal Patterns. With statistics.

Robert C. Miner (January 8, 2025) - S&P 500 Post-Election Year Patterns by Political Parties.
Jeffrey A. Hirsch (January 1, 2025) - S&P 500 Post-Election Year Seasonal Patterns.

 

 » This was my last bullish email for the first quarter. «
Scott Rubner, February 13, 2025.

 

2025 02 18 (Tue) = SUN @ 29 AQU = 329 degrees = negative = Rain Water [雨水]
2025 02 23 (Sun) = SUN @ 4 PIS = 334 degrees = negative
2025 02 24 (Mon) = SUN @ 5 PIS = 335 degrees = negative
Sensitive Degrees of the Sun for the NYSE, Jack Gillen, 1979.

The Most Consistent Seasonal Patterns in the S&P 500 | With Statistics

Excluding the specifics of the decennial and presidential cycles, the average annual cycle of the S&P 500 since 2004 reveals five consistent seasonal periods, three of which are suitable for high-probability swing trades (90%+):

 

 S&P 500 average annual cycle (2014-2024).

Since the S&P rises 70% of the time, bearish trends are less consistent than bullish ones.

# 1: Mid-February to Late-March Decline: Price action shows an important top between February 14 and 15, followed by a bearish trend lasting into March 20. 

 

 Bearish from February 14-15 High to March 20 Low (2004-2023).

Average move lower: -2.35% (during 12 out of 20 years, down = 60%).

[ ¡ stats in tab referring to February 15 to March 1 (not March 20) - typo, error ?]

# 2: Late-March Rebound: Over the past 20 years, the S&P 500 has risen 18 times between March 23 and April 27.

 

 Bullish from March 23 Low to April 27 High (2004-2023).

Average move higher: +4.78% (during 18 out of 20 years, up = 90%).

# 3: July Rally: Since 2009, the S&P 500 has always risen between June 27 and July 25. Not most years. Every single year.

 

 Bullish from June 29 Low to July 25 High (2009-2023).

Average move higher: +4.27% (during 15 out of 15 years, up = 100%).

 

# 4: September Chop: Lack of clear bullish or bearish trends; tentatively sideways to down.

 

September chop between September 1 High to September 30 Low (2009-2023).

Average move higher: +2.77%. Average move lower: -2.63% (during 8 out of 15 years, down = 53%).

# 5: November Rally:  S&P 500 consistently rising since 2004 and averaging a 4.88% gain.

 

Bullish from October 25 Low to November 30 High (2004-2023)

Average move higher: +4.88% (during 18 out of 20 years, up = 90%).

Reference:

BeSomebodyFX (January 14, 2025) - The S&P 500's Most Consistent Seasonal Patterns. With statistics.

 

 S&P 500 Seasonality (2000-2025).

 

February averaged 0.1% gain over the past 

five decades, with positive results at 56%.

 

Median Monthly Flow into Equity Mutual Funds and ETFs

as a % of total Assets Under Management (1996-January 2025).

Cosmic Cluster Days | February 2025

Cosmic Cluster Days (CCDs) and financial markets do not display a consistent polarity or directional bias. However, swing directions, along with swing highs and lows—also within the 'noise channel'—may correlate with or coincide with market movements and reversals.

 

  Cosmic Cluster Days  |   Composite Line  |  Noise Channel    — — —  Solunar Rhythm

 ○ = Full Moon | ● = New Moon | ▴  = Lunar Declination max North / ▾ = max South |  立春 =  Solar Terms

 

Jan 29 (Wed) | Feb 02 (Sun) | Feb 14 (Fri) | Feb 17 (Mon) | Feb 20 (Thu) | Mar 01 (Sat)

 

For previous CCDs, click [HERE]. For background on the author, the concept, and the calculation method, click [HERE].