Cosmic Cluster Days | June 2025

Heliocentric Cosmic Cluster Days (CCDs) and financial markets do not display a consistent polarity or directional bias. The 'noise channel' serves as a signal filter, with the upper and lower limits of the channel being empirically defined. That said, swing directions, along with swing highs and lows also within the 'noise channel,' may correlate with or coincide with short-term market trends 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 June 2025:

 May 25 (Sun) | Jun 24 (Tue) | Jul 10 (Thu)

 

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 June 2025.

 

Venus at Greatest Elongation on Sunday, June 1, 2025 at 4:00 EDT.

Venus at Aphelion on Thursday, June 12, 2025 at 5:00 EDT.

Summer Solstice on Friday, June 20, 2025 at 22:42 EDT.

Earth at Aphelion on Thursday, July 3, 2025 at 15:54 EDT.

 

Selected geocentric events in June 2025 (EST/EDT).

June 2025 Post-Election Seasonal Pattern of US Stock Indices | Jeff Hirsch

In post-election years since 1950, early June strength has been notably stronger for NASDAQ and Russell 2000, while DJIA and S&P 500 have typically struggled.  

 

 Typical June Pattern of the S&P 500 in a Post-Election Year:

Early Strength: Starts with a slight uptrend, weaker than NASDAQ (2.5%) or Russell 2000. 

Mid-Month Dip: Drops around days 10-15 due to profit-taking or uncertainty. 

Late-Month Recovery: Rallies late June to a neutral or positive close, less than small-cap/tech gains.

 

So far in June 2025, Russell 2000 ($IWM) has gained 3.8% and NASDAQ ($QQQ) 2.5%, setting the stage for a typical brisk mid-month drop followed by a month-end rally, often led by technology and small caps.

Reference:
Jeffrey A. Hirsch (June 10, 2025) - Small Caps Rocking Typical Post-Election June.

 

 S&P 500 Post-Election Year Seasonal Pattern 1949-2023.

"Three Day Whaley" Predicting 20% Average Annual Return | Wayne Whaley

When the S&P 500 experiences a one-day upside move of three standard deviations or more, there is often a tendency for the index to undergo some level of profit-taking (consolidation) over the next couple of days. However, if the index defies this tendency and follows the initial surge with two consecutive positive days, it signals strength. This pattern, known as the "Three Day Whaley," is a notable market move deserving of attention.

 The "Three Day Whaley" signal has a perfect 30-0 record since 1950

for predicting positive annual returns averaging 20.2%.

Volatility has increased over the past 75 years. The setup for this pattern requires the S&P to post a move on Day 1 that reflects the volatility during that specific period, followed by two consecutive positive days. The threshold for that initial move has evolved from around 2.25% in 1950 to 3.25% in 2025.

On May 12-14, the S&P met the criteria for this setup with a three-day sequence of 3.25%, 0.76%, and 0.10%—its first occurrence since March 26, 2020, which was followed by a 50.55% annual gain.

Since 1950, the S&P has gone 30-0 in the year following this setup, with an average annual gain of 20.2%. All 30 instances have seen at least a 7.5% gain, and only four of the 30 cases experienced a double-digit drawdown. The first-day threshold requirement can be found in column 3 (DAY1 THHLD) in the table above.

Reference:
Wayne Whaley (May 17, 2025)  - A 30-0 Three Day Whaley.

See also:

Paul Ciana (May 17, 2025)  - S&P 500 on Track for Strongest May-to-July Gains in Years.

Ryan Detrick (May 16, 2025) - S&P 500: More Good News for Bulls.

S&P 500 on Track for Strongest May-to-July Gains in Years | Paul Ciana

Bank of America's Paul Ciana analyzes 96 years of S&P 500 data to highlight the index's seasonal historical performance from May to July, and reveals average gains of 2.5% since 1928 and 5% since 2015.

 S&P 500 Average Trend: 3-Month Look Ahead (April 30 to July 31).

The S&P 500 closed at approximately 5,958 on May 16, 2025, up from 5,584 on May 1. This represents a 7.16% increase from May 1 to May 16. Forecasts predict that May will average 6,017, ending at 6,249, marking an 11.5% monthly rise. June and July also show positive projections, with June at 6,600 and July at 6,566. Historically, the period from May to July sees a 2.5% gain since 1928, or 5% since 2015. This year’s forecast suggests a 17.6% rise, well above the historical averages.

The current 7.16% increase from May 1 to May 16 already surpasses the historical three-month average, indicating that the seasonal trend is not only holding but also exceeding expectations. While the bullish momentum in the first week of May is clear, the second week is typically bearish. However, the market has continued to rise, possibly due to strong investor sentiment suggesting further gains through July, potentially reaching a 17.6% increase by July 31—far above the 2.5% and 5% historical averages. Capital Economics expects the S&P 500 to hit 7,000 by year-end, while Goldman Sachs predicts a 10% return for 2025, both supporting the idea of strong seasonal performance.

Reference:
Neil Sethi (April 30, 2025) –  BoA Paul Ciana’s S&P 500 Seasonal Trend from May to July.

Biggest 6-Week VIX% Declines and Forward S&P 500 Total Returns AND
Biggest 27 Trading Day Rallies (1950-2025).

See also:

Charlie Bilello (May 16, 2025)  - One of the Greatest Comebacks in Market History. (video)

The Economy Forecast Agency (May 16, 2025)  - S&P 500 FORECAST 2025, 2026, 2027-2029.
Ryan Detrick (May 16, 2025) - S&P 500: More Good News for Bulls.

Paul Ciana (April 4, 2025) - Second Week of April Up 72% of the Time. 

S&P 500: More Good News for Bulls | Ryan Detrick

On average, it is 18.7% higher a year later, 20 out of 20 times since 1976:

Performance of S&P 500 after more than 58% of components reach new 20-day highs.

When more than 58% of S&P 500 components hit a 20-day high, the index has historically risen by an average of 18.7% over the next 12 months, with a 100% success rate across 20 instances since 1976. Gains are less pronounced but still positive in the short term, averaging 1.7% (1 month), 5.6% (3 months), and 9.7% (6 months), with positive returns 80-85% of the time. The latest May 14, 2025, event (68% of components at a 20-day high) aligns with this historical pattern, suggesting a high probability of gains by May 14, 2026.

 

Historical May performance in post-election years (1950-2021) shows a typical pattern of strong gains in the first 6 trading days (average >1%), followed by a dip from days 6-9, and a rally through month-end. This contrasts with 2025 trends for major indices such as the NASDAQ, S&P 500, Dow, and Russell 2000. By mid-May, all indices had broken above their 200-day moving averages.

 

Can we get a pullback? 24% of NASDAQ 100 stocks are overbought with an RSI above 70, a threshold indicating potential price corrections; historically, since 2020, this condition has led to a 1-week pullback 55% of the time, with an average decline of 0.71%.

 

The VIX has dropped for 6 consecutive weeks, a rare streak historically linked to potential stock market pullbacks, as shown in the data from 1992 to 2024, where the S&P 500 averaged a -0.63% return one week later in similar scenarios. The S&P 500 tends to face short-term corrections, with historical data indicating negative returns in the following 1 to 4 days 63-78% of the time, suggesting a volatility spike may be imminent.

 

 

It wasn't long ago people were talking about the Death Cross in the SPX. Back then we pointed out that the last time the death cross occurred (2022), markets reversed aggressively and managed to overshoot the 200 day by around 3.5%. A similar overshoot now would take us to around 6k.

 

 

The dominant 82-day cycle suggests a peak in the ES around June 10, followed by a decline into early August. 

 

See also:

Namzes (December 27, 2024) - 2025 Outlook on S&P 500, Cryptos, Currencies, Metals & Energy.

Cosmic Cluster Days | May 2025

Heliocentric Cosmic Cluster Days (CCDs) and financial markets do not display a consistent polarity or directional bias. The 'noise channel' serves as a signal filter, with the upper and lower limits of the channel being empirically defined. That said, swing directions, along with swing highs and lows also within the 'noise channel,' may correlate with or coincide with short-term market trends 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 May 2025:

 Apr 30 (Wed) | May 25 (Sun) | Jun 24 (Tue)

 

Venus at Greatest Elongation on Sunday, June 1, 2025 at 4:00 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 May 2025.

 

Selected geocentric events in May 2025 (EST/EDT).

Cosmic Cluster Days | April 2025

Heliocentric Cosmic Cluster Days (CCDs) and financial markets do not display a consistent polarity or directional bias. The 'noise channel' serves as a signal filter, with the upper and lower limits of the channel being empirically defined. That said, swing directions, along with swing highs and lows also within the 'noise channel,' may correlate with or coincide with short-term market trends 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 April 2025:

Mar 22 (Sat) | Apr 04 (Fri) | Apr 14 (Mon) | Apr 18 (Fri) | Apr 30 (Wed) | May 25 (Sun)

 

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

 Mars at Aphelion on Wednesday, April 16, 2025 at 18:00 EDT.

Mercury at Aphelion on Thursday, April 17, 2025 at 10:00 EDT.

Mercury at Greatest Elongation on Monday, April 21, 2025 at 15:00 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 April 2025.

 

Selected geocentric events in April 2025 (EST/EDT).

April 2025 Seasonal Pattern of US Stock Indices | Jeff Hirsch

The first half of April used to outperform the second half, but since 1994 that has no longer been the case. The effect of April 15 Tax Deadline appears to be diminished with bullish days present throughout April. Traders and investors appear to be more focused on first quarter earnings and guidance throughout the entire month of April.

 Since 1950, April has shown steady market gains from the first trading day to the last, with occasional

minor dips. In post-election years, April starts weaker, but the dip is brief and shallow.

As you can see in the above chart of the recent 21-year market performance in April and post-election years since 1950, April has historically been nearly perfect with gains steadily building from the first trading day to the last with only the occasional and minor blip along the way. In post-election years, April does tend to open on the soft side, but the early dip has historically been shallow and brief.

 

In post-election years, April remains a top performing month ranking second best for DJIA and S&P 500, and third best for NASDAQ. Average gains since 1950 for DJIA and S&P 500 are comparable to all years, but notably improve for NASDAQ, Russell 1000 and Russell 2000. NASDAQ’s three post-election year April declines were in 1973, 1993 and 2005.

Reference:
Jeffrey A. Hirsch (March 27, 2025) - Taxes Schmaxes – April Strong Open to Close – Deadline Impact Fades.
Jeffrey A. Hirsch (March 25, 2025) - April is the second-best month for S&P 500 and DJIA.

 

Other Bullish Scenarios:

 

Robert Miner: Spring Low – Summer High – Fall Low – Bull into Year-End.

 Post-Election Years with 1st-Term Democrats +14%, 1st-Term Republicans +1%. 

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

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

 

Bearish Scenarios:

 

 Next 20-day Hurst cycle due to bottom around FOMC on April 9 (Wed)(± 1 TD).

 

 

 FINRA Margin Debt vs S&P 500 Real Values, suggesting risk as of late March 2025. 

 

 

Potential opportunity shorting the S&P 500 in
the next major downturn over the coming weeks.

Trigger Trades, March 27, 2025.

 

See also:

TPR (March 7, 2025) - The Three Week Cycle, Quarterly Shift, and IPDA Data Ranges.

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

TPR (March 23, 2025) - Different Projection Techniques for the S&P 500 Transitioning into Q2.

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

 

The Kondratieff Cycle and Its Subdivisions.