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 | H2 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 | 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. 

 

Jupiter–Saturn Cycle | H1 2027. 

 

See also:

Previous S&P 500 vs. Jupiter–Saturn Cycle examples [HERE].  

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

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.

S&P 500 vs. Ap Index: +3-Day Lag and Limits of Multi-Week Forecasting

The chart below illustrates the hypothesis that geomagnetic activity, measured by the planetary Ap index, precedes trend reversals, as geomagnetic disturbances subtly impair collective mood and increase risk aversion. This idea draws on research examining correlations between space weather and financial markets, including evidence of both direct and inverse relationships between Ap—and related Kp and F10.7—readings and subsequent market performance.

S&P 500 vs. Ap Index (Apr-Oct 2026). Projected Ap peaks: Sep 4 (Fri),  Sep 17–20 (Thu-Sun), Oct 1 (Thu). 

Wait 27–30 or so days and the AP–price correlation will look almost perfect again.

 

Chart Construction and Data Sources

The chart overlays the daily S&P 500 with the Ap index shifted forward by three calendar days—the short lag that currently offers the best balance between the classic weekly effect reported in the literature and practical S&P 500 trading-day alignment. The series is then extended using the NOAA 45-day Ap forecast. Historical daily Ap data are sourced from GFZ Potsdam, while the dashed forward segment represents the latest NOAA SWPC 45-day Ap forecast, issued on August 22, 2026. 

 

Limits of the NOAA 45-Day Forecast for Forward Correlation

However impressive the historical correlation may appear, its reliability as a guide to future relationships is inherently limited. NOAA's 45-day Ap forecast is a relatively low-resolution space-weather projection, it is adjusted on a daily basis, and its predictive skill declines rapidly beyond the first week. Moreover, the forecast activity levels shown in the chart are modest (Ap 8–15) and remain well below classic geomagnetic storm thresholds: Ap 8–15 corresponds roughly to Kp 2–3 (quiet to unsettled conditions), while Ap 48 corresponds to Kp 5, the threshold for a NOAA G1 geomagnetic storm. 

  

Latitude-Dependent Solar Rotation and Active-Region Return Times

Sunspots and active regions do not return to the Earth-facing side of the Sun on a fixed schedule. Because the Sun rotates differentially—faster at the equator (~25 days sidereal, or ~27 days synodic as seen from Earth) and progressively slower at higher latitudes (reaching ~30–35 days near the poles)—the time required for a given region to reappear depends on its heliographic latitude. The standard Carrington frame uses a compromise rotation period of 27.2753 days (synodic), which roughly corresponds to the typical 10–20° latitudes of sunspots. Regions at higher latitudes therefore take longer to rotate back into view, while those near the equator return sooner. 

 

Solar Activity Snapshot: Comparing Sunspot distribution on the Earth-facing and far sides of the Sun (August 22, 2026). 

From above the Sun's north pole, its rotation is counterclockwise, carrying sunspots from left to right.

 

Reading the Raben Earthside and Farside Maps 

The Raben maps above illustrate this directly: The Earthside view shows currently visible active regions, identified by NOAA numbers and activity-color coding, while the Farside view highlights returning regions with meridian lines estimating the number of days until they may reappear, assuming a uniform rotation rate. In reality, those return times can stretch or compress with latitude. A high-latitude complex visible on the farside today, for example, may take several additional days to rotate back into Earth view compared with a low-latitude region. 

 

How Returning Regions Drive F10.7 and Ap

These returning regions influence both the 10.7 cm radio flux (F10.7) and geomagnetic activity (Ap and Kp). F10.7 serves as a direct proxy for solar EUV/UV output associated with active regions and plages; when a large active complex rotates onto the Earth-facing disk, F10.7 typically rises. Ap, by contrast, responds more indirectly: high-speed solar-wind streams from coronal holes, as well as coronal mass ejections launched from Earth-directed active regions, can disturb the magnetosphere and elevate the planetary Ap index. 

 

Construction of the 27-Day and 45-Day NOAA Forecasts

Consequently, the 27-day forecast for F10.7 and the geomagnetic Ap and Kp indices and the 45-day Ap/F10.7 forecast issued and updated daily by NOAA SWPC, are both built around the expected recurrence of these features through solar rotation. The 27-day forecast is essentially a recurrence forecast, assuming that active regions and coronal holes will reappear roughly one Carrington rotation later. The 45-day forecast extends this approach farther into the future, blending recurrence-based estimates with a longer-term background trend.

The time a Coronal Mass Ejection (CME) takes to reach Earth depends mainly on its density and solar-wind conditions:. fast CMEs (>1,000 km/s) arrive in 1–2 days, average CMEs (500–1,000 km/s) in 2–3 days, and slow CMEs (<500 km/s) in 3–5 days.

The Moon's orbit through Earth's magnetosphere, and the corresponding reduction in solar wind ion flux as it enters the magnetotail cavity near full Moon (0°), provides one example of how the solar wind–magnetosphere configuration can influence geomagnetic conditions. More broadly, the semiannual variation of geomagnetic activity is linked to the interaction between the solar wind and Earth's tilted magnetic field, which typically causes increased geomagnetic disturbances around the equinoxes and lower activity around the solstices.

Why Multi-Week Ap Forecasts Remain a Coarse Guide

That is precisely why attempts to forward correlate 27-day and 45-day Ap forecasts with the S&P 500 are inherently limited. The Sun's differential rotation, the uncertain evolution of active regions—including their growth, decay, or disappearance while on the farside—the variable geoeffectiveness of individual regions, and the chaotic nature of solar-wind–magnetosphere coupling all erode day-to-day predictability.  

 

KMAS 3- and 7-day solar wind forecast based on ACE observations.

GFZ high resolution 3-day forecast of ap30, ap60 and ap indices.

 

Hence, multi-week Ap and F10.7 forecasts should be interpreted primarily as defining a broad solar-activity envelope rather than as precise day-by-day projections capable of supporting a tight forward correlation with daily S&P 500 returns. By contrast, short-horizon tools—such as the NOAA 3-day forecast, the LSTM-based 72 hour Ap predictor, and real-time L1 solar-wind data—retain greater predictive value for near-term market conditions.

  

See also:

Jeffrey A. Hansen (2026) - Physics-Based Forecasts of Investment Sentiment. 

Vladimir Belkin (2024) - Strong Inverse Correlation between Ap Index and Gold Price.  

Lifang Peng et al. (2019) - Ap Index of Geomagnetic Activity and S&P 500 Returns. 

Anna Krivelyova & Cesare Robotti (2003) - Playing the Field: Geomagnetic Storms and the Stock Market.

Small Ranges Beget Large Ranges | Larry Williams

Let's have a look at the Key High-Low Reversal Pattern: A market is said to top when it makes a higher high and a higher low but closes down for the day or week. At a bottom, it makes a lower low and a lower high but closes up.

 

But does this "Textbook" Reversal Pattern actually work?

 

Most technical analysis books describe this as a "classic reversal pattern." But when you examine actual charts, it doesn't consistently work that way. 

 

This can be in fact a dangerous pattern to rely on.

 

Major tops and bottoms rarely produce a key reversal. Instead, markets often top by closing near the high and bottom by closing near the low. Key reversal signals are relatively rare, and many fail. So be careful with them. What happens after the reversal may be more useful, particularly when the reversal fails. So, what does work?

Small ranges often precede large, explosive moves.

 

Markets tend to cycle from small ranges to large ranges. When we see a series of small ranges, we know that a significant move may be developing. The important point is that small ranges tell us something is coming, but not necessarily which direction. 

What are we waiting for? Small ranges.

The Average True Range (ATR) provides a useful way to identify small and large ranges. When the ATR is low, the market is often preparing for an explosive move. We don't know whether that move will be up or down, but we know volatility may be about to expand. Conversely, very high ranges often occur near market lows. Markets frequently decline on larger ranges and rally on smaller ranges.

Markets tend to decline on larger ranges and rally on smaller ranges.

Very low ranges can signal that an explosive move is approaching, while very high ranges can occur near selling extremes.

Small ranges therefore provide a useful setup, not a complete trading signal. You still need to consider trend, overbought/oversold conditions, and other indicators to determine direction. This requires patience. Most short-term traders struggle to wait for the right conditions. Jesse Livermore put it well: "There are times to speculate and times not to speculate." Short-term traders often want to trade constantly, but patience is essential. As Livermore said, "I permitted impatience to outmaneuver good judgment." Think of trading like a card game: you have to wait for the right cards.

Reference:
Larry Williams (August 12, 2026) - Trading Short-Term Patterns.

See also:
Larry Williams (2022) - How Markets Move: The Natural Cycle of Range Change.

Toby Crabel (1990) - The Principle of Contraction/Expansion. 

Smart Money Concepts: An 80-Year History | Stacey Burke

Nothing changes on Wall Street. Markets continue to do the same three things they have always done: they break out and continue, they break out and fail, or they remain in a higher-time-frame trading range. That leaves two primary setups: pump-coil-dump and dump-coil-pump—or no trade. The real battle lies within the trader—fighting human impulses, emotions, and random erratic behavior. Mastery comes from applying simple, repeating concepts through a daily process that identifies two to three potentially scalable opportunities each week, or focused "nail-and-bail" session trades.

Pump-Coil-Dump and Dump-Coil-Pump Templates.

 

Lessons from Mentors with Centuries of Experience

This approach draws on instruction received over the years from mentors including Peter Brandt, Edwards and Magee, Richard Schabacker, Bill McLaren, Brent Penfold, and Stuart Moore. Collectively these individuals represent more than 300 years of real-life trading experience—much of it gained in the pits, on hand-drawn charts, and by executing orders over the phone to brokers. Nothing has changed. The same patterns that appeared 80 years ago appear today. There is nothing new in the markets, only new gurus and new suckers. 

» Being flat is a position. A difficult but necessary component for success is an extreme amount of patience, waiting and waiting for a pattern to become fully mature—and then the discipline to pull the trigger. There will always be another good set up—in fact, always much better set ups. « 

Peter Brandt

Peter Brandt on the Reality of Trading

Peter Brandt's writing crystallizes points many traders still struggle with. On page 8 of his book he states that trading is an upstream swim against human emotions and that consistently successful trading is a tough job—if it were easy, everyone would do it for a living. Successful speculation, he emphasizes, is mostly about managing risk; good traders view themselves first and foremost as risk managers.

» Good traders view themselves first

and foremost as risk managers. «

 

On page 16 he notes that successful market speculation is a craft requiring extensive, ongoing apprenticeship in the school of hard knocks. It must address many aspects of market behavior as well as self-knowledge and mastery. In the final sentence of that section he observes that the human factor is seldom mentioned in trading books, yet it is the single most important component of consistently profitable market operations.

 

The Only Question That Matters: What Is Your Edge?

The same cycles repeat in every market. The most useful question a trader can ask is: "What setup am I hunting?" There is nothing new. Traders are constantly snowballed with fairy tales from new gurus who appear every week. Markets do not change; they only do three things. The flood of conflicting information creates analysis paralysis.

» What setup am I hunting? «

 

Traders born after 2000 often lack sufficient market experience and are led to believe that trading every minute detail on tiny time frames is their edge. In reality they face information overload, take too many trades, over-leverage, and never trade meaningful size. Trading small accounts on 15-second charts may feel productive, but it is rarely scalable.

 

Charts themselves are not the be-all and end-all. They are simply a tool for managing risk, identifying an entry when an edge appears, and defining an area for taking profits. Classical charting principles supply entry, risk management, and a profit-extraction method. The critical question remains: What is your edge? What do you do that is simple, repeatable, and scalable? If you cannot answer that clearly, you are most likely stuck in the retail cycle of winning some, losing some, briefly believing you have "got it," then either damaging the account or remaining trapped in analysis paralysis. 

» It never was my thinking that made the big money for me. It always was my sitting.
Got that? My sitting tight! Men who can both be right and sit tight are uncommon.
I found it one of the hardest things. «

Jesse Livermor

Managing Yourself Between the Setups

You make money on the setups and on the days when it is easy to make money. That has nothing to do with personal brilliance or market magic; it comes from executing a clear process—entry, risk management, profit target—and then walking away. The daily battle is forcing yourself to stop taking random, impulsive, emotional, tape-reading, or pure price-action trades that fall outside your edge.

» Days when it is easy to make money. «

Doing something for a long time does not equal craftsmanship, performance, or discipline. What matters is daily attention to process, continuous improvement, and knowing what NOT to do. Once you recognize that the only real problem in trading is the person staring back from the mirror, the institutional behaviors that repeat across every market become visible. If your edge is not simple, repeatable, and scalable, trading may simply not be for you.

Nothing New: Classical Charting and Institutional Behavior

Peter Brandt remains a master craftsman anchored in half a century of real trading. He still works from daily, weekly, and monthly consolidations using classical charting principles. The same principles appear in Schabacker's work from the 1930s and in Edwards and Magee's "Technical Analysis of Stock Trends" from the 1940s.  

Pump-Coil-Dump Template in the daily USDJPY, July 2026.

A practical weekly process narrows breakout trading to a daily signal and then looks for the intraday template (pump-coil-dump or dump-coil-pump) that sets up in a specific session. Institutions work from price levels. Algorithms, HFTs, quant desks, and order-flow all reference those levels. There is no need for invented candlestick names or elaborate fairy tales. Mark the first trading day of a new month and the high/low of the new week. Watch whether a breakout succeeds or fails. Look for the two templates—buy low or sell high—when they present. Six instruments on a watch list is enough; two or three quality opportunities in a week is the goal.

 

A text-book Schabacker, Edwards and Magee Bullish Rectangle breakout with
a small "cup-and-handle". Higher timeframes always dominate lower ones.

Toby Crabel's opening-range works, Paul Tudor Jones's observations on range expansion, and the classic rectangle consolidations described by Brandt all point to the same reality. Price is always in a box. A 100 percent expansion of a prior range is not Fibonacci mysticism; it is classical measurement. Highest closing price of the month, high-of-week level, and simple 50 percent retracements of a range are visible to anyone who looks. Nothing is hidden.

 

» Most successful investors, in fact, do nothing most of the time. I just wait until there
is money lying in the corner, and all I have to do is go over there and pick it up.
I do nothing in the meantime. «

Jim Rogers

Discipline Over Instant Gratification

A friend who trades only reversals after 10:00 a.m. New York time (the third hour) demonstrates the power of a narrow, rinse-and-repeat edge. He does not chase every move; he waits for the same setup two or three times a week. That approach can produce "month money" from a single well-sized trade. Chasing algorithmic noise on tiny time frames is the retail trap that keeps traders small and inconsistent.

Trap-and-Shift Template: Institutional Behavior in the daily NASDAQ, July 2026.

 

Richard Dennis observed that you could publish the rules in a newspaper and almost no one would follow them. Consistency and the discipline to sit on your hands between high-probability setups are the real edge. Fifty-fifty coin-flip trades are losers; they are guesses. Capital is preserved for the infrequent moments when the market offers a clear, scalable opportunity.

The Trader Is the Only Variable

All markets will continue to do the same three things they have always done. If a method is simple, it can be repeated. If it has genuine edge, it can be scaled. Keep it simple. As Mark Douglas wrote, the goal is to create a state of mind that is unaffected by the market’s day-to-day behavior. That state begins with knowing exactly what you are hunting, executing it with discipline, and refusing to take the random trades that destroy accounts.
 

Reference:
Stacey Burke (July 27, 2026) - Smart Money Concepts Were Invented 80 Years Ago: The Truth. (video)

See also:
Stacey Burke (July 27, 2026) - Institutional Players Trade Levels—Retail Chases Price Action.

Stacey Burke (2026) - Gold Apex Extraction. New York Session Institutional Blueprint. 

Stacey Burke (2022) - Best Trade Setups Playbook.

Aksel Kibar (2024) - The 8 Most Common Chart Patterns and How to Trade Them.