Is Ukraine Developing Nuclear Weapons with UK and France? | Gerry Nolan

If Kim Dotcom is right (his bating average is very high), and Ukraine really is developing nuclear weapons with UK and French help, then Europe isn’t just escalating. It’s playing Russian roulette with civilization. And the worst part? It’s plausible. Horrifyingly plausible.

» Ukraine is developing nuclear weapons with the help of the UK and France. This is why the peace process takes so long. 

The US knows and it is playing on time. Ukraine is a US client state. If Trump wanted peace he would have it immediately. 

Russia is being played. « — Kim Dotcom, December 1, 2025.

NATO’s top general has now crossed the line from deterrence into madness. Admiral Giuseppe Cavo Dragone has publicly floated the idea of "preventive action" against Russia—meaning pre-emptive strikes on targets "where drones could be ready to be launched." Europe isn’t defending itself; Europe is announcing that it is preparing for war and is ready to strike first. This is elite panic—the behavior of governments that fear their own people far more than they fear Moscow.

This adds up sadly... That Ukraine is developing a nuclear program with assistance from Britain and France, a charge that will be dismissed in Western capitals, but one that fits too neatly with Kiev's own public statements. This isn’t a wild accusation from the fringe. Ukraine’s leadership has repeatedly signaled nuclear ambitions: from Zelensky in Munich hinting at abandoning the Budapest Memorandum, to the ambassador, Andrey Melnyk, in Berlin threatening nuclear rearmament, to “we may need nukes if NATO won’t take us.” These aren’t slips. They are warnings and confessions disguised as hypotheticals.

Zelensky's potential replacement, Zaluzhny, suggests Ukraine could deploy nuclear weapons as a

security guarantee. According to the dismissed general, other options include NATO membership or

a "large military contingent" to confront Russia. They just crave a nuclear showdown.
 

And now? Europe is openly discussing preemptive strikes on Russia. NATO’s top general, Cavo Dragone, floated "preventive action" against Russian sites, code language for first-strike doctrine. Russia responded by calling it "an extraordinarily irresponsible step." They’re right. This is not deterrence but brinkmanship from a political class that has lost its mind, and knows it.

 

» I was actually in Monaco earlier this summer… and every other car there was an Italian supercar, like a Pagani or Bugatti, and

they all had UKRAINE plates. They’re STEALING that money, and it’s just one big corrupt scandal. « — Donald Trump Jr.

 

Why is the claim more than plausible? Because Kiev has the motive, is on record expressing the intent (to give cover for its patrons), the remnants of a Soviet scientific base, and the Western patrons capable of providing the expertise. And because a desperate state with collapsing front lines, a sacrificed population, and dwindling Western patience will consider anything, including the unthinkable, to secure leverage.

Rustem Umerov sticks to the script: "gratitude to the American people, the leadership, Trump’s peace initiative." 

"The US is hearing us, the US is supporting us, the US is walking beside us." Little substance, lots of pleasantries.

 

And Europe? Europe is no brake. Europe is the accelerant. London and Paris, terrified of their own political collapse, are escalating in every direction: naval-drone terror, hybrid and kinetic warfare, now nuclear ambiguity. They fear their own voters more than they fear Moscow. That’s why they push Zelensky to take risks no sane leadership would touch. Because if Ukraine falls, their governments fall with it.

Zelensky and "The Spirit of Ukraine," 2022 and 2025.

This is how great powers sleepwalk into catastrophe: a desperate puppet state, unhinged European elites, and nuclear ambiguity. And a military alliance openly debating first strikes on a nuclear superpower.

» It's over. NATO and the EU are finished. The Empire of Lies is crumbling. «  

Col.  Douglas Macgregor.

 

The world is standing at the abyss. Not because Russia wants war, but because Europe’s political class is trying to outrun the judgment waiting for them at home. And if they drag Ukraine into becoming a terror regime with nukes, or drag NATO into first-strike doctrine, the next miscalculation won’t be “hybrid warfare.” It will be irreversible. We are closer to the abyss today than at any point since 1962, and the people lighting the fuse are in Brussels, London, and Paris. Not Moscow.

Quoted from:
Gerry Nolan (December 1, 2025) - Is Ukraine Developing Nuclear Weapons with UK and France?

The Year-End Rally and January Effect in US Stocks | Jack Gillen

Jack Gillen, a prominent American financial astrologer (1932-2022), especially known for his book The Key to Speculation on the New York Stock Exchange (first published in 1979, revised 2009), attributed the Year-End Rally—often called the "Santa Claus Rally"—primarily to astrological influences, particularly the Sun's annual cycle and its interactions with key points in the natal charts of the New York Stock Exchange (NYSE) and the United States. In Chapter VIII ("Year-End Rally") Gillen framed this as a predictable seasonal pattern driven by planetary transits, rather than purely economic factors, emphasizing that markets follow cosmic rhythms with mathematical precision. 

 

NYSE Natal Chart (New York, NY, May 17, 1792 8:52 am).

 

United States Natal Chart (Philadelphia, PA, July 4, 1776 12:30 pm). 

Core Astrological Mechanism: Gillen explained the rally as a direct result of the Sun's transit through Capricorn (around December 22–January 20), specifically when the Sun reaches 5–9 degrees Capricorn. This position forms a harmonious trine aspect (120-degree angle) to Venus at 5 degrees Taurus in the NYSE's natal chart (May 17, 1792). The trine creates bullish energy, boosting prices and volume as the Sun—a symbol of vital energy and trends—activates fixed, stable points in the market's "birth chart."

 

▪ This aligns with a grand trine involving other NYSE chart points: Mercury (23° Taurus), Sun (27° Taurus), and Mars (18° Virgo), plus Neptune (24° Virgo) and the Part of Fortune (25° Taurus) in the US chart.

▪ Capricorn, ruled by Saturn, governs government policies and market conditions (within a 4-degree orb), but the trine's positive flow overrides restrictions, leading to upward momentum from Christmas to New Year's.

▪ The Moon plays a supporting role for daily timing: New Moon to New Moon cycles signal short-term moves, while the Moon's transits (e.g., from Virgo to Pisces) enhance long positions during this period.

 

Broader context: The Sun's 365¼-day cycle through the zodiac creates annual highs (January to late July, Aquarius to Aries) and lows (late July to October, Leo to Libra). The year-end rally acts as a "reset," balancing the year's trend, with the US chart's Cancer cluster (opposed by Capricorn) adding tension that's resolved bullishly.

 

Historical Patterns and Reliability: Based on data from 1900–1970 (which Gillen noted holds pre-1900 as well), the DJIA closed higher on the last trading day of the year 86% of the time (only 11 minus closes). Gains averaged positive, with the largest in 1967 (+17.74 points) and the biggest loss in 1966 (-13.61 points). Exceptions occur ~14% of the time due to disruptive factors like:

▪ North Node squares to US Jupiter in Cancer (e.g., 1911: -0.43%; 1930: -0.62%; 1968: -8.57%).

▪ Mutable sign influences (Sagittarius/Pisces) from Uranus for erratic volatility.

 

 

Gillen tied this to longer cycles:

▪ Sun's 19-year eclipse cycle (6,585.321 days): Shifts trends via Moon-Sun eclipses.
▪ Jupiter (12 years/sign): Expansion highs (e.g., Jupiter in Leo in 1978 amplified rallies).
▪ Saturn (2½ years/sign): Restrictions in Capricorn cause depressions but are softened by year-end trines.
▪ Uranus (7 years/sign): Erratic breakouts in mutable signs.

 

Volume is crucial: It builds during rises (buy signal) and declines during falls (sell signal), mirroring the DJIA's tide.

 

Connection to the January Effect and Yearly Trend: A hallmark of Gillen's analysis is the January-year-end symmetry: "If the market shoots up in January, it will be up in December; if it’s low in January, then it's going to be low in December, at year's end." This ~80% accurate "balance" reflects the Sun's opposition (Cancer-Capricorn axis) resolving the year's energy. January's bullish tide (Aquarius ingress) sets the tone; low volume in weak months (February–March, July–August, October–November) tests but doesn't break the cycle.

 

Predictions and Trading Advice: Gillen predicted the rally persisted "year-after-year" unless heavily afflicted (e.g., Saturn in Capricorn for panics like 1929). For 1979 (his writing era), he forecasted lows in stocks like PPG Industries ($14–15) due to Saturn, but highs via Jupiter returns. Modern application: Monitor Sun aspects and volume—afflictions intensify bear phases, trines soften bulls.

▪ Buy strategy: Enter longs during Moon transits Virgo–Pisces (70–100% success for gains); target cycle lows (e.g., Gould, Inc. at $10 in Dec/Jan–Feb).

▪ Sell strategy: Exit at resistance highs (e.g., $26–$28); avoid weak months.

▪ General rule: "Always remember that the key factor in buying a stock is volume. As the volume builds, the prices rise. When volume declines prices fall." Align trades with corporate "birth signs" and ride the DJIA tide rather than fighting cycles.

Gillen's approach blends astrology with empirical stats, viewing the rally as cosmic inevitability rather than luck. For deeper dives, his book details tools like sensitive Sun/Moon degrees for precise timing. While unconventional, his methods have influenced financial astrology, with historical backtests showing high consistency.

Jack Gillen based his analysis primarily on data from 1900–1970. Below are the exact statistics he presented in The Key to Speculation on the New York Stock Exchange (Chapter VIII), followed by updated figures through 2024 for the Dow Jones Industrial Average (DJIA) and S&P 500.

  

Jack Gillen’s Original Statistics (1900–1970, DJIA).

 

Gillen emphasized that the 10–11 failures almost always coincided with heavy nodal afflictions (North Node square or opposition to US Jupiter or NYSE Venus) or strong Saturn restrictions.

Updated Statistics (1900–2024, 125 years) – DJIA.

S&P 500 Year-End Last Trading Day (1950–2024).

 

Classic “Santa Claus Rally” Definition: The last 5 trading days of December plus the first 2 trading days of January (7 trading days total).

 

 "Santa Claus Rally" Stats for the DJIA and S&P500 (1950-2024).

 

Notable Recent Exceptions (Failures of the Year-End Rally) 

 

▪ From 1900–1970: Gillen’s claimed 86% success rate for the final trading day is accurate for that specific sample.
▪ From 1900–2024: The success rate has declined to approximately 75% as markets have become more global, algorithmic, and influenced by macroeconomic events.

▪ The broader 7-day Santa Claus Rally (last 5 of Dec + first 2 of Jan) remains one of the most consistent seasonal patterns, still positive more than 75% of the time since 1950, with an average gain of around 1.3–1.4%.

 

Gillen’s core astrological thesis—that the Sun’s trine to NYSE Venus in early Capricorn drives the rally—continues to align with the majority of positive outcomes, although the edge has moderated in recent decades compared with his original 20th-century sample.

 

So what about the turn of the year 2025-2026? The usual year-end rally should still show up, with the Sun making its normal supportive link to the NYSE chart. But Saturn’s square to natal Venus (December 8), North Node pressure, and Uranus conjunct the NYSE Sun (December 30) introduce stress and the risk of sudden drops. The Moon’s difficult angles on December 24–25 and January 1 can briefly stall momentum, making the “Santa Rally” weaker and choppier than usual — upward overall but marked by sharp dips and low-volume days. Jupiter’s trine supports a rebound around January 3–10, but December 23–January 2 still favors light shorts. Overall: a cautious, shortened rally, not a full failure.
  

Reference:
Jack Gillen (2002) - Astro-Stats for the NYSE.

 

» Mid-December, the market starts to take off, and that's where we get our Santa Claus rally, which I must
remind everyone is really an indicator and not some tradeable rally. « — Jeff Hirsch, December 1, 2025.

See also:
Jeffrey A. Hirsch (November 25, 2025) - December Post-Election Year Seasonality of US Stock Markets.

2026 High in the Benner Cycle | "Time to Sell Stocks and Values of all Kinds"

Samuel T. Benner (1832–1913), an Ohio farmer profoundly affected by financial losses during the Panic of 1873, dedicated himself to analyzing patterns in economic booms and busts. Drawing from his observations of commodity markets, particularly agriculture and iron production, Benner published "Benner's Prophecies of Future Ups and Downs in Prices" in 1875 which formed the basis for annual forecasts  through 1904.

  

 » Periods When to Make Money. «  

The original 1872 business card of George Tritch Hardware Co., Denver, Colorado, is the focus of an ongoing controversy

regarding its true origin—whether it was genuinely created by Tritch or popularized by Benner three years later in 1875.

 
Benner's approach was empirical, based on data from 1780 to 1872, and extended projections well into the future. His chart emphasized recurring cycles in prices and business activity. These cycles were not merely descriptive but prescriptive, advising investors on optimal times to buy during lows ("hard times") and sell during highs ("good times"). Benner's model identified nested cycles influencing commodity prices, agricultural yields, and broader business conditions. Central to his framework are the following patterns:

■ 27-Year Cycle in Pig Iron and Cotton Prices: Analyzing data from 1833 to 1899, Benner observed high prices following an ascending arithmetic progression of 8, 9, and 10 years, repeating every 27 years. Low prices, conversely, followed a descending series of 9 and 7 years. This cycle captured the volatility in industrial commodities like pig iron, which Benner viewed as a bellwether for economic health, given iron's role in manufacturing and infrastructure.
■ 11-Year Cycle in Corn and Hog Prices: Beginning in 1836, this cycle alternated between 5- and 6-year sub-periods, reflecting fluctuations in agricultural staples. Benner broke it into peaks and troughs that aligned with seasonal and weather-related disruptions.
■ Business Cycle with 16-18-20 Year Peaks: Extending his commodity analysis, Benner described a broader 11-year business rhythm, characterized by peaks spaced 16, 18, and 20 years apart. Lows coincided with pig iron troughs, while panics occurred at intervals averaging 9 years (7-11-9 pattern, akin to the Juglar cycle). Every third peak aligned roughly every 54 years, echoing longer waves like those later formalized by Nikolai Kondratieff.

These cycles formed a hierarchical structure: shorter oscillations (5–11 years) drove immediate price swings, while longer ones (27 and 54 years) shaped multi-decade eras of prosperity or contraction. Benner integrated them into a single chart, forecasting "ups and downs" with directives such as "Years of Good Times: High Prices and the Time to Sell" for peaks and "Years of Hard Times: Low Prices and a Good Time to Buy" for troughs.

 

 

 » "B." [2026] Years of Good Times. High Prices and the Time to Sell Stocks and Values of All Kinds. « 

For 2025, Benner’s cycle predicted the US stock market driving higher, for 2026, it forecasts a major top: "High Prices and the Time to Sell Stocks and Values of All Kinds" into 2032 ("Years of Hard Times, Low Prices, and a Good Time to Buy Stocks"). In Benner's projection 2026 is marked as a "B" phase year — a peak of high prices and euphoria, often the culmination of a bull market before a shift to downturns. Historical "B" peaks have aligned (often within 1-2 years) with major tops like: 1929 (Great Depression peak), 2000 (dot-com bubble), 2007 (pre-2008 crisis), and others. 2026 is the final peak year, and should be followed by underperformance or bearish conditions into 2032.

Benner attributed these periodicities to celestial mechanics, positing that solar system dynamics influenced earthly economies. He aligned his 11-year cycle with Jupiter's major equinox, which recurs every 11.86 years—a near-match to observed corn, hog, and business fluctuations from 1836, 1847, 1858, and 1869. Jupiter, in his view, served as the "ruling element" in natural product price cycles, potentially modulated by electromagnetic influences from Uranus and Neptune on Saturn and, in turn, Earth.

This astro-economic perspective echoed earlier hints by English economist William Stanley Jevons, who suggested planetary configurations might underpin business cycles but abandoned the idea amid academic opposition. Modern interpretations extend this to lunar phases and solar activity (e.g., sunspot cycles), though Benner's original emphasis remained on observable price data rather than strict astrology.

   

Benner's Cycle Forecast for the Period 2015–2035.

In 1948 Edward R. Dewey, director of the Foundation for the Study of Cycles, updated and reprinted Benner's work as Reprint No. 24. Dewey lauded Benner's pig iron forecasts over 60 years (1875–1935) for achieving a gain-to-loss ratio of 45:1, deeming it one of the most reliable business charts despite imitations by lesser-known authors. Proponents cite alignments with major events: the cycle's "B" peaks (high-price euphoria phases) approximated the 1929 stock market top preceding the Great Depression, the 2000 dot-com bust, and the 2007 pre-financial crisis summit—often within 1–2 years.
 

However, scrutiny reveals nuances: Benner's original chart, rooted in agriculture (which comprised 53% of the US economy in the 1870s), projected a 1927 high and 1930 low, not the exact 1929–1932 Depression timeline. A 1933 Wall Street Journal reproduction altered these dates for dramatic effect, fueling misconceptions (see below). 

 

 

Martin Armstrong contends that Benner’s cycle is more a historical curiosity than a reliable predictive tool, noting that it has been both right and wrong many times: 

 

The claim that Benner’s Cycle predicted the Great Depression is false. The chart [above] that was published in the Wall Street Journal altered Samuel Benner’s cycle, which was based on agriculture. It predicted a high in 1927, not 1929, and the low in 1930, not 1932. Claims that Benner’s work calls for a crash in 2025 are flat-out wrong. His target years would be 2019 and 2035, based on his data, not the altered, fake news published by the Wall Street Journal in 1933.

 

Benner was a farmer. Applying his cycle to the economy today is no longer effective, any more than the Kondratieff Wave. Both were based on the economy, with agriculture being the #1 sector. As the Industrial Revolution unfolded, those cycles remain relevant for commodities, but not the economy. Agriculture, when Benner developed his model, accounted for 53% of the economy. Today it is 3%. If they were alive today, they would have used the services industry. Capital flows are still pointing to the dollar, given the prospect of war and sovereign defaults outside the USA.

Martin Armstrong, August 30, 2025.

 

See also: 

TPR (2022) - "Periods When to Make Money" | Benner Cycle Projection into 2023 Major Low. 

Engulfing Bar Strategy | JadeCap

This one pattern helped me make over $4 million in the last three years and even break the world-record payout at Apex. Let me show you exactly how it works:

 

» For a true engulfing pattern, the new candle must break the previous candle’s low and the previous candle’s high. «

 

What Is an Engulfing Bar? We’re simply looking for two candles—along with proper context—to define the pattern: Imagine we have a down candle with its open, high, low, and close. The next candle is what determines whether we have an engulfing bar. For a true engulfing pattern, the new candle must break the previous candle’s low and the previous candle’s high. It completely “engulfs” the previous range (aka Outside Bar/Candle).

 

So picture the first down candle closing. The next candle runs below that low, takes it out, reverses, pushes above the prior high, and closes somewhere near the top half of its range. That two-candle formation gives us a tremendous amount of information about where the next candle—or even the next several candles—may go.

 

Understanding the Context: Inside a higher-timeframe candle (4-Hour or daily), there are dozens of smaller candles—1-minute, 5-minute, 15-minute—that form all the micro-structure. Within that lower-timeframe structure, the engulfing pattern represents:

 

▪ A Liquidity Raid

▪ A Shift in Market Structure

▪ A Smart Money Reversal

▪ A Market Maker Buy Model (for bullish engulfing)

So although it's only two candles on a higher timeframe, those two candles often reflect an entire lower-timeframe reversal model.

The key is the closure. Many beginners think a candle will close as an engulfing bar, only for it to close weakly or back inside the prior range. That invalidates the pattern. A proper engulfing bar should close with a strong, decisive body—typically in the upper 50% for bullish setups, or the lower 50% for bearish setups.

Bullish vs. Bearish Examples: For a bullish engulfing bar, the second candle runs below the prior low, reverses, and breaks the prior high (Outside Candle). For a bearish engulfing bar, it runs above the prior high, reverses, and breaks the prior low. Both reflect a higher-timeframe representation of a lower-timeframe Market Maker Model.

 

» Every setup has a failure rate. «

 

What Most Traders Don’t Realize: Every setup—Engulfing Bars, Fair Value Gaps (FVGs), Market Maker Models—has a failure rate. I learned this the hard way after blowing dozens of accounts trying to trade every engulfing bar I saw. Two things matter:

1. Every setup fails sometimes. If you backtest these candles, you'll see some of them lose. Your job is not to find the magical 100%-win-rate setup. It doesn’t exist. You may find these patterns work 60% of the time. Your winners must be managed well enough to pay for the losers.
2. Location matters. A lot. When I was new, I took every engulfing bar. That was a huge mistake.
   ▪ If you're bullish, you want the engulfing bar to form at a swing low, ideally after taking out sell-side liquidity.
   ▪ If it forms after taking out buy-side liquidity—at a high—it's often a sign of exhaustion and more likely to fail.
   ▪ The reverse is true for bearish setups.

Avoid:

▪ Bullish engulfing bars printed at or after taking out buy-side liquidity.

▪ Bearish engulfing bars printed at or after taking out sell-side liquidity.

 

These filters alone drastically improve your win rate.

 

The $98,000 Example: Let’s walk through the trade from last week. We printed a large bullish engulfing candle immediately after FOMC. The candle swept sell-side liquidity, reversed, broke the prior high, and closed strongly—exactly what we want at a swing low. We were also inside a daily Fair Value Gap (FVG), adding even more confluence.

 

Bullish Engulfing Bar Setup in the NZDUSD (4-Hour candles). 

My first target was buy-side liquidity above the highs. Since the market was near all-time highs, I was also looking for a move toward the psychological 25,000 level. As soon as the futures market reopened at 6 p.m., I entered with a 20-lot position. My stop was below the weekly open. I was looking for roughly a 1:3 risk-to-reward.

 

On the lower timeframes, the price action continued to confirm the model—bullish FVGs forming on the way up, continuation structure holding. Meanwhile, bearish engulfing candles printed at swing lows failed, exactly like we want to see.

 

I showed the live account login on the video: real balance, real fills, floating around $93,000 at one point. But the dollar amount doesn’t matter. If your account is small, making $200 or $400 using the same rules is identical—it’s just a matter of position size. Years ago, I was risking $500–$1,000. As my net worth grew, I increased my risk proportionally. Eventually, price hit my target and I closed the trade for roughly $98,000.

 

Final Thoughts: Engulfing bars are easy to spot—but only powerful when combined with

 

    ▪ Proper context

    ▪ Liquidity understanding

    ▪ Market structure

    ▪ Higher-timeframe narrative

    ▪ Disciplined trade management

 

Your homework is to backtest and forward-test these exact setups: where the engulfing bar forms, where the liquidity sits, where your stop should go, and how to trail it as price moves in your favor. Scaling in, adjusting stops, and managing the trade all revolve around that one pattern.

With this engulfing bar strategy and the rules I just shared, you now have everything you need to start identifying high-probability opportunities. Remember: profitable trading isn’t about talent or luck—it’s about discipline, patience, and following your rules every single time.

Reference:

JadeCap (Sep 27, 2025) - I made $98,741 Trading This Simple Candlestick Strategy. (video)

 

Stop using the wrong timeframes. Use H4 and M15.

 

See also:

JadeCap (July 18, 2025) - Simple ICT Day Trading Strategy That Works Every Day.
JadeCap (July 17, 2025) - ICT Intraday Liquidity & Volatility Trading Playbook.

Michael J. Huddleston (2022) - Trading the Outside Day Candle. (video) 

Michael J. Huddleston (2022) - The Two Fair Value Gaps: Profiting from Imbalance. (video) 

Larry Williams (1998) - Outside Bar Trading Setups. 

December Post-Election Year Seasonality of US Stock Markets | Jeff Hirsch

December trading is traditionally shaped by holiday sentiment, with a general buying bias, though early-month markets can be choppy due to tax-loss selling and year-end adjustments. Historically, the first trading day of December has been bearish for the DJIA, S&P 500, NASDAQ, and Russell 1000 over the past 21 years, with the Russell 2000 seeing even sharper declines.

Choppy First Half, Then Year-End Rally.

 

The first half of December is typically choppy, with early gains often fading into mid-month. Then holiday tailwinds usually begin to dominate, lifting the major indexes. A brief consolidation in the Santa Claus rally around December 25 is common, even as the market continues to push toward higher prices into year-end.

 

Reference: 

Jeffrey A. Hirsch (November 25, 2025) - Typical December — Choppy First Half Then Yearend Rally.

 

S&P 500 Average Daily Performance and Hit Rate (%) (1928-2024). 

2025 S&P 500 Post-Election Year Seasonal Pattern since 1949.

  

 2026 S&P 500 Midterm Election Year Seasonal Pattern since 1949.

 

Nicholas D. Savino: S&P 500 Forecast for December 2025.

 

See also:
Jack Gillen (2009) - Year-End Rally, January Effect, and Trend for the Year Ahead.

2026 S&P 500 Midterm Election Year Patterns by Political Party | Robert Miner

The Midterm Election Year typically performs the worst in the four-year election cycle. The chart below illustrates the average Midterm Election Year performance of the S&P 500 since 1950, categorized by first-term political party (1st Term Democrats, 1st Term Republicans):

Winter High – Summer Low –  Bull into Year-End.
First week of January: Major high (around +0.5%)
Second week of February: Major low (around -4%)
Mid-April: Major high (around +3%)
First week of August: Major low (around -6%)
Last week of 2026: Major high (around +8%)

Net Long-term Average of Midterm Election Year Performance under 1st-Term Republicans: +3%.

 

Reference:

Robert C. Miner (January 31, 2024) - The Definitive Guide to the U.S. Election Cycle and Stock Market Trends: 

Profit from the most consistent cycle in the U.S. economy.

 

See also:
Robert Miner (January 8, 2025)  - S&P 500 Post-Election Year Patterns by Political Party.