Time ▾ Price ▴ Research: Timing Solution

Showing posts with label Timing Solution. Show all posts

Sunday, August 30, 2026

Astrological Decans, Tarot and Stock Market Cycles | Olga Morales

Financial markets react to shifts in collective mood—moving between optimism and pessimism, hope and fear, or confidence and panic. Australian financial astrologer Olga Morales explores how these emotional states manifest in market movements through astrological decans, Tarot symbolism, and planetary rhythms. Building on the foundational work of W.D. Gann (1878 – 1955) and Muriel Bruce Hasbrouck (1890 – 1981), her framework treats price patterns as direct expressions of collective human sentiment.

S&P 500 (daily candles). Mars decans: sharp reversals and volatility; Saturn decans: major market lows.

A decan is a 10-degree subdivision of a 30-degree zodiac sign—creating 36 segments across the 360-degree zodiac starting at 0° Aries (defined by the spring equinox in the tropical zodiac)—each traditionally assigned a specific planetary ruler. Morales suggests that market turning points and periods of heightened volatility often correspond with the Sun or other planets moving through particular decans: Mars-ruled decans are frequently associated with sharp reversals and increased volatility, while Saturn-ruled decans often coincide with significant market lows.

The five Decans ruled by Mars: Aries Decan 1 (0°–10° Aries), Gemini Decan 2 (10°–20° Gemini), Leo Decan 3 (20°–30° Leo), Scorpio Decan 1 (0°–10° Scorpio), Capricorn Decan 2 (10°–20° Capricorn), and Pisces Decan 3 (20°–30° Pisces). The 36 Decans Chaldean Order ranks the seven traditional planets by geocentric orbital speed (°/day) from slowest to fastest: Saturn, Jupiter, Mars, Sun, Venus, Mercury, and Moon. Initiating at 0° Aries under the ruler Mars, this seven-planet sequence repeats continuously across the 36 decans, concluding the zodiac wheel at 30° Pisces under Mars, which creates the consecutive double-Mars rule at the Pisces-Aries nexus.

Decans and the Tarot's Minor Arcana

Drawing from the occult teachings of the Hermetic Order of the Golden Dawn, Muriel Hasbrouck demonstrated in her 1941 book, "Pursuit of Destiny" (later republished/retitled as "Tarot and Astrology"), that major market trend shifts consistently align with planetary entries into new decans. Her six-year study revealed that approximately 75% of market trend changes occurred within 24 hours of a decan boundary transition. Beyond financial markets, Hasbrouck applied this predictive framework to seismic activity, forecasting major earthquakes to a degree that occasionally drew government censorship.

Following the Hasbrouck system, Morales assigns each decan a corresponding card from the Tarot's Minor Arcana. The cards are organized according to the four elements: Wands correspond to the fire signs Aries, Leo, and Sagittarius; Pentacles to the earth signs Taurus, Virgo, and Capricorn; Swords to the air signs Gemini, Libra, and Aquarius; and Cups to the water signs Cancer, Scorpio, and Pisces.

Psychological Interpretation of Market Behavior

By analyzing market indices like the S&P 500, individual Tarot cards provide a psychological interpretation of specific transits:

► Mars-Ruled Decans: Associated with heightened volatility, sharp reversals, and conflict. Specific transits reflect distinct behavioral states—for instance, the Sun moving through Mars-ruled Gemini (9 of Swords) corresponds to market panic and despair, while its transit through Scorpio (5 of Cups) reflects downturns driven by a loss of pleasure and sentiment.
► Saturn-Ruled Decans: Coincide with market bottoming phases, consolidation, and major cyclical lows.
► Sun-Ruled Decans: Produce strong bullish momentum, particularly when the Sun transits its sign of exaltation in Aries.

Upcoming planetary and solar 10° decan ingresses and retrograde

re-entries (ET). Sun-, Mars-, and Saturn-ruled decans are shaded yellow.

Fast planets trigger short-term volatility; slow outer planets dictate macro trends.

Mars decans tend to trigger volatility reversals, whereas Saturn decans mark lows.

Applications for Traders

While initial observations often focus on the Sun's transit through the 36 decans (see first chart above), Morales's framework applies to all planetary bodies (see table above). Fast-moving inner planets (Mercury, Venus, Earth, Mars) trigger short-term volatility bursts, whereas slow-moving outer planets (Jupiter, Saturn, Uranus, Neptune, Pluto) dictate multi-month macro trends as they pass through 10-degree sectors. Morales encourages traders to experiment with these planetary rhythms rather than accept them passively. It might be worth comparing tropical decan results against those of the Sidereal zodiac—used in Vedic astrology and astronomical observation—where 0° Aries is anchored to fixed star constellations rather than the equinox.

Reference:
Olga Morales (August 29, 2026) - Can the Astrological Decans Reveal Market Turning Points? (video)

Olga Morales (2024) - The Astrological Decans, Tarot and Stock Market Cycles.

» Adding the mathematical components completes Olga Morales’s decan model. The chart above maps a S&P 500 volatility model against the Sun's decan positions, with the solid red line representing volatility—not trend. «

Saturday, August 8, 2026

VIX 80-Day Cycle Low Within Days & Volatility Ready to Break Out | Namzes

The VIX 80-day cycle low is expected within the next few days. August 5 marked day 68, which is slightly early but still within range. The 40-day cycle, shown in the bottom panel, reflects a 2:1 harmonic ratio relative to the 80-day cycle. August options expiration (OpEx, Friday, August 21) should be watched as a potential window for a volatility breakout. Volatility is likely to rise into October, where the next key low in the S&P 500 may form.

Top panel: VIX price + 80-day cycle. Middle: Seasonality/trend + dated cycle lows. Bottom: 40-day cycle oscillator.

The S&P 500's 20-week cycle low likely occurred on July 29 (Wed), with 7,313 now serving as a key daily pivot for any downside. As the VIX cycle approaches its low in the coming days, it is important to monitor the VIX term structure, which is currently reaching extreme contango levels, indicating that 30-day volatility is significantly lower than 3-month volatility. When this ratio approaches and clusters around 0.80, it signals market complacency and often precedes pullbacks in equities.

VIX/VIX3M ratio vs. S&P 500.

The VIX/VIX3M ratio, shown inverted in the lower panel for easier comparison against the S&P 500 (in gold), highlights these 0.80 readings. When combined with extreme dispersion and a rapidly declining put/call ratio this week, these conditions point to increasing volatility, which is expected to spike in the second half of August.

Reference:
Namzes (August 5 and 7) - Volatility Set to Ignite: Complacency Signals August Breakout.

Sunday, August 2, 2026

S&P 500 Forecast for August 2026 | Nicholas D. Savino

Here is the S&P 500 August 2026 Forecast. Also posted is the inverse below. The charts are not scaled for Price.

Primary forecast pattern for August.

Inverse pattern for August; currently not favored.

How the July Forecast played out.

Reference:
Nicholas D. Savino (August 2, 2026) - S&P 500 Forecast for August 2026.
[check for updates]

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

Tuesday, July 14, 2026

André Barbault's Cyclic Index and S&P 500 Behavior | Sergey Tarassov

André Barbault's Index of Cyclical Variations or Cyclic Index measures the balance between waxing and waning angular separations among planets, analogous to lunar phases—where increasing (waxing) angles are associated with more optimistic conditions and decreasing (waning) angles with more pessimistic conditions. The same principle is extended across all planetary angles, with heliocentric configurations preferred.

Heliocentric Cyclic Index vs. S&P 500.

Statistical analysis indicates that this index accounts for approximately 6.4% of S&P 500 price variation, representing a modest but notable explanatory contribution for a single indicator. Recent periods show that the index has maintained a consistent relationship with market movements. Further refinement, including the use of neural network methods, may enhance its ability to model optimistic and pessimistic market regimes.

Reference:
Sergey Tarassov (June 22, 2026) - Index of Cyclical Variations and S&P 500 Behavior.

Gold–Bitcoin: 75-Day Lead-Lag Relationship | Sergey Tarassov

Analysis of the relationship between Bitcoin and Gold suggests that Bitcoin may act as a leading indicator for Gold, with an estimated lead of approximately 75 days and a correlation of around 33%.

This relationship allows for a potential Gold projection based on a time-shifted Bitcoin series.

In the chart, the red line represents shifted Bitcoin data, while the bold blue line represents Gold's major 7.8-year cycle. Historically, Gold has more often been considered the leading asset, making this inverse lead-lag relationship an interesting observation.

Reference:
Sergey Tarassov (June 19, 2026) - Gold and Bitcoin: Lead-Lag Relationship Analysis with a 75-Day Shift.

Gold's 7.8-Year Cycle: Historical Analysis Since 1782 | Sergey Tarassov

Long-term Gold data from 1782 onward was analyzed with a focus on the approximately 7.8-year cycle identified through spectrum analysis.

The pink-shaded chart background marks the out-of-sample projection.

In the monthly chart above, multiple cycle scenarios are displayed alongside the Q-Box module projections. The majority of model outputs indicate an upward tendency through year-end 2026, followed by a projected decline through late 2028.

Reference:

Sergey Tarassov (July 4, 2026) - Gold’s 7.8-Year Cycle: Long-Term Analysis and Projection Scenarios Since 1782.

Crude Oil and the Half Solar Cycle | Sergey Tarassov

In Crude Oil, a cycle corresponding to approximately half of the Sunspot activity cycle (Sunspot Cycle 2H, ~2,007 days, or ~5.5y) appears to be present. The cycle is detectable through spectrum analysis and was calculated using an astronomy-based model that accounts for the irregular duration of solar cycles.

The pink-shaded chart background marks the out-of-sample projection of Crude Oil through 2030.

Out-of-sample testing since 2020 shows that this variable solar-derived cycle maintains alignment with subsequent Crude Oil price movements.

Reference:

Sergey Tarassov (June 28, 2026) - Crude Oil and the Half Solar Cycle: A Variable Cycle Analysis.

Corn and Cotton: Long-Term Cycle Projections | Sergey Tarassov

Analysis of Corn and Cotton identifies a ~17.75-year cycle consistent with Edward R. Dewey's work, but also closely aligned with the 18.6-year Lunar Node cycle.

The pink-shaded chart background marks the out-of-sample projection of Corn through 2036.

Treated as an external and irregular cycle, projections built using the Lunar Node framework outperform standard spectral projections, highlighting the importance of adhering to method rules and analytical discipline.

The pink-shaded chart background marks the out-of-sample projection of Cotton through 2050.

In monthly Cotton prices, the commonly cited ~17.75-year cycle appears to be variable rather than fixed, evolving from roughly 17.4 years historically to about 19.3 years in recent data—closer to a 19–20 year Metonic-like rhythm. Modeling the cycle as dynamic and incorporating multiple overtones produces a more accurate representation of historical price movements than a simple fixed sine wave.

Reference:
Sergey Tarassov (July 12, 2026) - Corn Cycle Analysis: 17.75-Year Cycle and Lunar Node Influence.

Sergey Tarassov (June 17, 2026) - Variable Long-Term Cycle in Cotton Prices: Wavelet and Harmonic Analysis.

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.

Wednesday, July 1, 2026

S&P 500 Forecast for July 2026 | Nicholas D. Savino

Here is the SPX July 2026 Forecast. Also posted is the inverse. The charts are not scaled for Price. This forecast correlates with the Bonds Forecast in that ~July 13 appears to be an important date for a Change In Trend (CIT).

Primary forecast pattern for July.

Inverse pattern for July, which is currently not favored.

How the June Forecast played out: June has been difficult. The best right now in this

environment is that the forecast can show Change In Trend (CIT) turning points.

Reference:

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

[check for updates]

Monday, June 29, 2026

Silver Outlook 2026: 40-Week Cycle Low and $48–$49 Retest | Namzes

The August 2025 projection is pointing to a low forming around now, with the pink area representing the out-of-sample forecast. Concurrently, a 40-week cycle low is due now (see bottom panel), though it could result in a choppy bottom. Given the current dollar strength and its potential for a breakout, any upward move in precious metals might turn out to be a short-lived counter-rally. This setup could lead to new lows around October, where the next 20-week cycle low is scheduled to drop.

On the positive side, seasonality (middle panel) turns favorable next week, as July is historically a bullish month for the metals sector.

Silver, Midterm Year Seasonal Pattern (1973-2024).

Silver is currently in an intermediate downtrend, with a likely retest of the $48–$49 former all-time high serving as the final destination.

On the hourly chart, price is basing. I want to see acceptance above 59, which could allow it to retrace toward 63 at the 200-hour moving average, and then eventually up to around 70 near the 200-day moving average. Ultimately, the 73–77 zone remains the golden pocket.

The dollar (DXY) is currently driving the metals complex, meaning a pullback would be highly constructive for precious metals. My main thesis for 2026 is that the dollar should put in an 18-month cycle low in Q1 and start a sharp rally lasting into early fall (see bottom panel). That low formed right on time on January 27, and we are now in the peaking phase of the second 80-day cycle. Following the next 80-day cycle low, I expect a powerful upward move into the fall toward the 105 area.

From a structural standpoint, the Wyckoff accumulation pattern suggests a consolidation and retest of the 100 area is ahead, acting as a Last Point of Support (LPS) before the next leg higher. Because persistent dollar strength has been a major headwind for metals, if the USD weakens over the next few weeks, it should trigger a solid counter-rally across the metals sector.

Namzes, June 28, 2026.

Sunday, June 28, 2026

Oil Outlook 2026: Navigating the Upcoming 40-Week Cycle Low | Namzes

18-Month Cycle & Major Lows: The 18-month cycle low that I was anticipating for mid-December 2025 arrived right on schedule (see middle panel). We likely also have a major 4-to-5-year cycle low in place, meaning we are in the very early stages of a new macro up-cycle.

Impending 40-Week Cycle Low: We are currently due for a 40-week cycle low, which historically carries a wide range but averages around 228 days. Over the next few weeks, we could see the market retest or slightly undercut recent lows, potentially filling the $67.83 gap on WTI futures (note that the Brent gap has already been filled).

Next Leg Higher: Once this low is firmly established, I expect the next leg higher to carry into the fall, aligning with typical seasonal strength through roughly October.

Crude Oil, Midterm Year Seasonal Pattern (1984-2024).

Short-Term vs. Long-Term Technicals: Price is currently trading within the 20-week projection range—the half-cycle offset is illustrated in blue and purple (h/t Peter Eliades for bringing his excellent service to TradingView). To trigger the upside projections, price needs to reclaim its 200-day moving average (DMA), represented by the white line. Reclaiming this level is crucial to repairing the otherwise weak short-term technical picture.

Path to $150+: While the long-term structure looks like a textbook bullish breakout and retest, short-term momentum remains firmly to the downside. We need to see price recapture the 200 DMA and ultimately break above the diagonal resistance levels in the $80s, establishing a constructive structure of higher lows and higher highs on both the daily and weekly charts. The $120 level remains a massive overhead resistance; however, a clean close above it unlocks a move toward $150–$160, which remains our primary target for the coming months.

Speculator Capitulation: Speculative positioning has dropped significantly across both Brent and WTI (green line in bottom panel). This washout in positioning strongly supports the idea that a bottoming process is underway. There is a massive amount of dry powder in terms of financial barrels that can be aggressively added back the momentum shifts to the upside.

China Import Anomaly: The most critical variable to watch—and the primary reason oil prices haven't surged higher—is Chinese oil imports. China has essentially cut its imports in half, a reduction that effectively neutralized about 50% of the lost production and supply disruptions in the Gulf. They achieved this either by cutting refinery runs or aggressively drawing down their underground inventories (though without full data visibility, the exact mix remains speculative).

Macro Inventory Gamble: How long can China sustain a drawdown of 5 to 6 million barrels per day (MBD)? That is above my pay grade, but the global market is clearly continuing to deplete its inventories. The market is essentially betting on a normalization of the Strait of Hormuz and a return to regular production levels, which would theoretically allow countries to refill their Strategic Petroleum Reserves (SPR) at lower prices.

Trump-Xi Geopolitical Quid Pro Quo? This massive inventory drawdown directly coincided with the recent Trump-Xi summit. It raises an interesting geopolitical question: Did the Trump administration quietly trade a policy of non-intervention regarding a China-Taiwan reunification in exchange for Beijing drawing down its inventories to suppress oil prices during this crisis? Given that China appears poised to move on Taiwan in the next few years anyway, Washington may have decided to extract a major economic concession while they still could.

The most important thing to watch, and the reason oil prices never went higher, is China's oil imports. They essentially cut imports in half, neutralizing about half of all lost Gulf production and supply. They did this either by reducing refinery runs or drawing down underground inventories (which remains speculation due to a lack of visibility).

How long can they continue drawing 5–6 MBD? That is beyond my pay grade, but the world is clearly depleting inventories—effectively betting on Hormuz normalization and a return to normal production levels that would allow SPR refills at lower prices.

This also coincided with the Trump-Xi summit. Did Trump trade non-intervention in a China-Taiwan reunification for China drawing down inventories during this crisis to keep oil prices lower? China will take Taiwan in the next few years anyway, so they might as well get something out of China in exchange.

With the Strategic Petroleum Reserve (SPR) running at maximum levels in June and China cutting its imports in half, trapped tankers are now trying to exit the Strait of Hormuz simultaneously, putting heavy downward pressure on the spot market. However, looking a few months out, the picture becomes far less rosy.

First, the current SPR release will stop shortly, and those borrowed barrels must be returned with interest. Second, while Gulf production needs to ramp up, Iran is actively trying to control and slow down traffic; recognizing that the Strait of Hormuz is their primary leverage, they are attempting to restrict shipping lanes to their side of the strait, as shown in the chart above. Third, China will eventually have to normalize its imports, which will reintroduce 5 to 6 MBD of incremental demand to the market. Finally, the world has drawn down over 1 billion barrels of inventory that must be replenished, leaving nations with very little cushion for further emergency SPR releases in the event of any future escalation.

Is the grand TACO real? Iran won the war and Trump capitulated, giving Iran everything they asked for. Knowing Trump, it is very possible he signed an MOU just to open the strait and lower oil prices, without any intent to keep his side of the agreement.

Iran will try to keep Hormuz traffic constrained to avoid giving up their oil card, so expect periodic escalations. Furthermore, Israel doesn’t want this deal to be signed, so they will continue escalations in Lebanon; since Lebanon was included in the agreement, this undermines any long-term peace deal. If escalations continue, Iran would be inclined to seek nuclear weapons as the only long-term deterrent against the US and Israel. Ultimately, we should expect more back-and-forth escalations rather than one grand deal or reopening.

Bottom line: There is no easy solution and no fast path to normalization. Iran holds the cards and won’t give them up at this stage. Oil trading sub-70 is a function of short-term flows of trapped barrels out of Hormuz, SPR releases, the China import boycott, and a speculator positioning unwind. Looking a couple of months out, the risk-reward is heavily skewed to the upside.

Namzes, June 28, 2026.