SPX vs True Node Speed = Mean Node Speed + Extremes | Review

Last prediction HERE

The FOMC-Cycle Pattern of Stock Market Returns

Source: R-bloggers 

Since 1994 the equity premium in the US and in the rest of the world is earned entirely in weeks 0, 2, 4 and 6 in FOMC cycle time, i.e. in time since the last Federal Open Market Committee meeting. This likely reflects a risk premium for news (about monetary policy or the macro economy) coming from the Federal Reserve: 

(1) The FOMC calendar is quite irregular and changes across sub-periods over which our finding is robust. 
(2) Even weeks in FOMC cycle time do not line up with important macro releases. 
(3) Volatility in the federal funds market peaks during even weeks in FOMC cycle time. 
(4) Information processing/decision making within the Fed tends to happen bi-weekly in FOMC cycle time: The bi-weekly cycle is driven mainly by even week observations that follow board meetings of the Board of Governors. 

Furthermore, before 1994, intermeeting target changes were common and disproportionately took place during even weeks in FOMC cycle time. High return weeks do not line up with public information releases from the Federal Reserve or with the frequency of speeches by Fed officials. Systematic informal communication of Federal Reserve officials with the media and the financial sector is a more plausible information transmission mechanism. We discuss the social costs and benefits of this method of communication.  

Source: Anna Cieslak, Adair Morse, Annette Vissing-Jorgensen (June 12, 2016) - Stock Returns Over the FOMC Cycle. Duke University; 63 p. (HERE + HERE)

The Economist (Sep 3, 2016) - Meetings of the Federal Open Market Committee (FOMC), in which Fed governors and regional Fed presidents set interest-rate policy, can trigger rises and falls in the stockmarket [...] Usually every fortnight between FOMC meetings, fresh information is discussed in a gathering of Fed governors [...] gains in the stockmarket have occurred, on average, in the weeks of the FOMC meetings and the ones that involve the governors alone. A dollar invested only during those weeks would have grown more than 12-fold over the period. A dollar invested during other weeks would have lost half its value.

SPX vs Presidential + Decennial + Annual Cycles | September 2016

September is the only month to show more losing months than winning months
over the past 66 years. It also sports the largest average loss (-0.68%).
October actually has a decent track record (up 41 times - or 62% of the
time - down 25 times, with an average gain of +0.80%). However, this
record is tainted somewhat as many investors - not entirely incorrectly -
have come to refer to October as "Crash Month". To wit, 1929, 1930, 1932,
1933, 1937, 1941, 1978, 1979, 1987, 1997 and 2008 all witnessed sharp
declines in the stock market during the month of October.
Calculation: www.moneychimp.com

SPX vs Jack Gillen’s Sensitive Degrees of the Sun | September 2016

"The Sun's position by itself in relation to the stock market can show you trends that are more or less active for each year, as the sun degrees
are generally fixed. They fall on about the same date every year. So this is why some periods of the year would be more of a pattern."
Jack Gillen (1979): The Key to Speculation on the New York Stock Exchange.
Upcoming turn-days (EDT):
Aug 09 (Tue) 23:50, Sep 01 (Thu) 19:58, Sep 03 (Sat) 21:30, Sep 04 (Sun) 22:15, Sep 20 (Tue) 08:07, Sep 24 (Sat) 10:13, Oct 06 (Thu) 15:05.
See also HERE 

SPX vs Sunspots | 36 - 48 Hour Forecast

Current Solar Data from NOAA (HERE + HERE)

The number  of sunspots in existence at any one time is continually subject to change as some disappear and new ones emerge. As the sun
rotates on its own axis, these sunspots are visible at 27-day intervals, the approximate period required for the sun to make one complete
rotation. The 27-day sunspot cycle causes variations in the ionization density of the layers on a day-to-day basis.

SPX vs AstroMetric Indicator | September 2016

Upcoming turn-days:
Sep 01 (Thu), Sep 03 (Sat), Sep 04 (Sun), Sep 05 (Mon), Sep 07 (Wed), Sep 12 (Mon), Sep 15 (Thu), Sep 16 (Fri), Sep 17 (Sat), Sep 20 (Tue),
Sep 26 (Mon), Oct 01 (Sat).

SPX vs Jupiter – Saturn Cycle | September 2016

Upcoming turn-days:
Aug 25 (Thu), Sep 02 (Fri), Sep 08 (Thu), Sep 19 (Mon), Sep 29 (Thu), Oct 06 (Thu).

SPX vs SoLunar Map | September 2016

Upcoming soLunar turn-days:
Aug 29 (Mon), Sep 01 (Thu), Sep 05 (Mon), Sep 09 (Fri), Sep 13 (Tue), Sep 17 (Sat), Sep 20 (Tue), Sep 23 (Fri),
Sep 27 (Tue), Oct 01 (Sat), Oct 05 (Wed).
Previous SoLunar Maps HERE

SPX vs Cosmic Cluster Days | September 2016

Upcoming CCDs:
Aug 29 (Mon), Sep 01 (Thu), Sep 04 (Sun), Sep 09 (Fri), Sep 15 (Thu), Sep 17 (Sat), Sep 27 (Tue), Oct 06 (Thu). (Thu).
Previous CCDs are HERE

Continuation Broadening Patterns Extremely Rare | Peter Brandt

Peter L. Brandt (Aug 23, 2016) - "Continuation broadening patterns are extremely rare.
Broadening patterns more often end up as reversals." See also HERE

SPX vs True Node Speed | Upcoming Eclipses + Moon Wobbles

During lunar and solar eclipses the lunar node starts wobbling, that is it moves back and forth, retrograde, stationary, direct, etc. very
quickly (see Moon Wobbles in a NASA animation HERE). On Aug 30 (Tue) Mercury turns retrograde. The annular solar eclipse on Sep 1 (Thu)
produces a T-square to a Saturn-Neptune square. The cycle of the true Lunar Node is always exactly 18.613 Solar Years = 6,798.364 CD.
The 4th harmonic of 18.618 Solar Years is 1,699.591 CD = 4.6 Solar Years. Hence the Lunar Node moves 30° in the zodiac every 1.55 Solar
Years (= 18.613 months). 18.613 Solar Years / 12 = 18.613 months = 1.55 years = 80.9 weeks = 566.53 CD / 8 = 10.12 weeks = 55 TD (Trading
Days). More about the Rhythm of the Node HERE

Gold vs COT

Source: Fibbo SR (Aug 22, 2016)

Crude Oil and the 34 Year Commodity Cycle | Tony Caldaro

Tony Caldaro (Aug 23, 2016) - Over the years we have written many times about the 34-year commodity cycle. Generally commodities rise as a group in a 13-year bull market, which is followed by a 21-year bear market. Each specific commodity has its own particular cycle which generally fits within the broader 34-year commodity cycle.

A bullish phase of this cycle started about two decades ago in 1998, and ended in 2011. A bear market, lasting about 21-years, has been underway since then. Sorry gold bugs! During the bull market phase some commodities rise in five waves. During the bear market phase all commodities decline in three larger waves. Naturally, just like there are corrections in bull markets, there are rallies in bear markets. Commodities, in general, are currently in one of those bear market rallies.

When one looks at a Crude chart covering nearly 50-years, one can clearly see two periods of rising prices and two periods of declining to sideways prices. While these rising and declining periods may look sporadic, they are actually quite regular when one knows what to look for. As we will explain in the following chart. 

Tony Caldaro: "Expect a price range between $25 and $85 over the next decade."

The two rising periods were actually five wave 10-year bull markets, i.e. 1970-1980 and 1998-2008. These two bull markets were separated by an 18-year bear market, i.e. 1980-1998. The rise during the bull markets were quite spectacular. Well over 1000% in such a short period of time. Price rises like these always lead to excess-capacity events. And these events are normally followed by nearly as spectacular declines. Which eventually cuts capacity until supply/demand reaches an equilibrium. We are in one of those equilibrium periods now.

With Crude 8-years into its bear market, and at least a decade away from starting a new bull market, we can already see a pattern unfolding which is relative to its previous bear market. To see this pattern one needs to review the larger waves first. During the last bear market Crude declined from 1980-1986, rallied to 1990, then declined from 1990-1998. A 6-year decline, then a 4-year rally, followed by an 8-year decline.

Since the current bear market just had an 8-year decline, 2008-2016, we should look into the last 8-year decline. Then the 8-year decline unfolded in three waves [1990]: 1994-1997-1998. Now the 8-year decline has also unfolded in three waves [2008]: 2009-2011-2016. Notice 1990: 4dn-3up-1dn, and 2008: 1dn-2up-5dn, nearly the exact reverse or mirror image. If we consider this a completed pattern, and we do, the next thing that should occur is a choppy 4-year bear market rally, i.e. 1986-1990 or 2016-2020. Therefore the $26 low should be the low for at least the next four years.

How far could Crude advance? During the last bear market all rallies, excluding the aberration from the Kuwait invasion, retraced 38.2%, 50.0%, or more of the previous larger decline. This suggests an upside target between $70 and $85 by the year 2020. Then, after that, a six-year decline into the final bear market low, which should be around the $26 area. In summary one should expect a price range between $25 and $85 over the next decade. Unless there is a supply-event, which could push the upper range higher.

See also Paweł Wiśniewski on Long-Term Commodity Cycles HERE

SPX vs Sun's Movement | 150 Degrees from Spring Equinox

In the late afternoon (EDT) of Aug 22 (Mon) the Sun had moved 150 solar degrees (= geocentric longitude = 155 CD) from the Spring Equinox.
More details on W.D. Gann's concepts of Natural Trading Days and Timing with Solar Degrees HERE + HERE.
Charted and calculated with Timing Solution.

Sunspots and the Rise and Fall of Civilizations | Maurice Cotterell

There appears to be a correlation between the rise and fall of civilizations with the rise and fall of radiation from the sun. The graph shows a long-term envelope of sunspot activity derived from the center graph of Carbon 14. More carbon 14 is absorbed in the growth rings of tress during the sunspot minima. Sunspot minima also correlates with mini-ice ages and a winter severity index based on a mean for Paris and London - for the period shown. The Maya disappeared during a sunspot minimum (see also HERE + HERE + HERE)

Reference: 

Maurice Cotterell (2001) - The Tutankhamun Prophecies: The Sacred Secret of the Maya, Egyptians, and Freemasons. 

Presidential + Decennial + Annual Patterns | 2016 - 2019

See also HERE

DJIA: Bullish Into Q1-2 Next Year | Cyclic Vibrations

Ahmed Farghaly (Aug 19, 2016) - I am expecting a peak [in the DJIA] in the first-second quarter of next year [2017] and I believe it will be the peak of this century [...] Volatility will likely make a new historic high once the peak is realized as will be presented shortly. Let us first look at the DJIA from an Elliott wave perspective: 

Enlarge

I believe that we are terminating an impulsive advance from an Elliott wave perspective, this impulsive advance is the fifth wave of grandsupercycle degree [...] Another scary aspect of the chart above is the extended fifth wave that occurred from the lows in 1974 to where we stand today. R.N. Elliott warned about what usually occurs after a fifth wave extension since it is usually followed by a crash. Once we look at the projection lines we will notice such an outcome is highly likely based on our volatility forecast. The target for the correction after a fifth wave extension is the range of the second wave which brings us to the 1000-770 price range. Such a forecast for the Dow is certainly scary and I am not brave enough to make such a cataclysmic call which is why I will wait for the patterns to unfold to obtain more accurate price targets. It is important to know that the US stock market is likely to be the out-performer as indicated in one of my previous posts (The American S&P and German Dax ratio) in which I analyzed a ratio of the DJIA with the German DAX. If such a target is expected in terms of the DJIA one can only imagine what will occur to the European indices. I still prefer a German DAX short once the peak is in since one will make money from a higher EURO and a larger percentage drop. Let us now take a look at the shorter term wave count.

The shorter term wave count suggests that the DJIA is in its fifth wave of intermediate degree to terminate the primary degree rally from 2009 which will in itself terminate a cycle degree advance that started in 1974 which will itself terminate a supercycle degree advance that started in 1932 which will itself terminate a grand supercycle degree move that started in 1784. The cycles mentioned on many previous posts on this blog support that fact. I believe that such a large and historic top will end in weakness rather than strength. This is why I am preferring an ending diagonal scenario for the fifth wave of intermediate degree. I am certain that the correction that is about to unfold will be the largest correction in US history. This is a time to be cautious from equities and to try our best to avoid the calamity.

The first chart below presents an overlay of the 1920s bull market with the one seen since late 2011. Both bull markets occurred under a similar cyclical circumstance hence their high correlation (9 year cycle). The correlation is almost 80%! This projection line suggests that a peak is likely in the first quarter of next year. This conclusion is supported by a projection line of the 18 month cycle that started in 1971 which is presented below.

Enlarge

The correlation of the 18 month cycle of the early 70's bull market while gold was selling off is very high and similar to the bull market that started early this year (middle chart above). They both occurred under a similar cyclical circumstance and hence their 80%+ correlation. Both indicators are bullish going into the new year and suggests that the current 'worst' part of the year is likely to disappoint those that strictly follow the annual cycle as it has proven to do so already.
 
The third chart above shows my volatility projection as well as the projection line of the late 20's. The volatility indicator was obtained from two 9 year cycles of a similar cyclical circumstance to where we stand today. The volatility projection suggests that the crash is likely to be drastic going into the low that is expected in 2020 which is when peak volatility is expected.

SPX vs Presidential + Decennial + Annual Patterns | August 2016

SPX vs SoLunar Map | August 2016

Upcoming turn-days are:
Aug 18 (Thu), Aug 21 (Sun), Aug 25 (Thu), Aug 29 (Mon), Sep 01 (Thu).
See also HERE

SPX vs Cosmic Cluster Days | August 2016

Upcoming Cosmic Cluster Days (CCDs) are:
Aug 17 (Wed), Aug 23 (Tue), Aug 29 (Mon), Sep 01 (Thu).
See also HERE

SPX vs AstroMetric Indicator | August 2016

Inigo Owen Jones | The Weather Prophet

 Inigo Owen Jones | See also HERE & HERE

The Australian long-range weather forecaster Inigo Owen Jones (1872-1954) is well written into 20th century folklore in the Australian bush. His forecasts, issued from 1925 to his death, were highly regarded by many Australian farmers, the general public and some of the media. His theory is based on the idea that the solar system is a vast electromagnetic body that is controlled by the magnetic fields of the planets. Jupiter is 1300 times larger than the Earth and has 12 moons, and the rotation of the vast orb takes ten times longer than Earth. This all combines to create a magnetic field much greater than that of the Earth. Inigo Jones discovered that when the major planets, e.g. Jupiter, moved towards the point of celestial longitude known as eighteen hours of right ascension, which points to the fixed star Vega, it caused sunspot minima. He also found that on each such occasion there was a more or less severe drought in eastern Australia. The working hypothesis from his observations is that the seasons are controlled by the magnetic fields of the four major planets and the Moon. There are longer droughts when there are more planets pointing towards Vega and floods when they are 180 degrees from Vega. Droughts cancel out floods if the planets are opposite each other at these points. Sunspot cycles are on average the same length as the cycle of Jupiter. Around the globe it is possible to show that greater sunspot activity causes more precipitation. Put simply, Inigo Jones believed that cyclical variations in the activity of the Sun - visible as sunspots - controlled the Earth’s climate, and that these variations were themselves largely determined by the orbits of Moon, Jupiter, Saturn, Uranus and Neptune. He considered five planetary-solar cycles of 35 years, 36 years, 59 years, 71 years and 84 years, and on looking back at the Australian Growing Season rainfall of 35, 36, 59, 71 and 84 years previously, he gained an appreciation of the expected rainfall for the forecast season or year in question.  

Australian Rainfall Cycles

If one wants to know what the weather would be like on 1 January next year, one would calculate the positions of the planets on that day and then look back through the record of weather observations to a time when the planetary positions were the same. If the locations of the planets matched, then so would the weather – more or less. Or perhaps less than more, for what seemed to set Jones apart from other weather prophets were the levels of complexity he added to this basic cyclical system. It is worth noting that to make predictions with this system one needs a very, very long, unbroken series of weather observations. Jones was fond of quoting the opinion of Queensland University’s professor of mathematics that a full test of his theory could not be made without 300 years of data.

Inigo Owen Jones (1938): Why I build the Crohamhurst Observatory (HERE)

Great Game 2.0 | Andrei Ilyich Fursov

Hit Syria – Target Russia – Contain China

Andrei Ilyich Fursov (Sep 10, 2012) -  The Greater Middle East with its ongoing controlled chaos separates China from the necessary sources of oil and gas, while at the same time it is cutting the Chinese off from the Western European part of Eurasia. The control over gas and oil from the Middle East means first of all control of the US over Europe, especially Western Europe, which to a great extent contributes to the weakening of the Russian Federation and its position [...] This logic determines the North Atlantic elite’s drive toward the East across the Arab world: Tunisia, Egypt and Libya. Now they have arrived in Syria. But on the Syrian spot the Atlanticists faced another global power, comparable to them economically and even militarily, but representing a completely different civilization. This is China, with its drive towards the West. China’s drive is a kind of crusade for resources. Pakistan is already under the influence of China. The Chinese have a long-standing relationship with the Afghan Taliban. Iran is also an ally, though specific. The south of Iraq is basically controlled by Shiite allies of Iran. Geo-strategically and even geo-economically China does not only push ahead to the coast of the Indian Ocean, but from this perspective also to the Atlantic (the Mediterranean coast of Syria). Objectively, the Western crusaders ran into a Chinese wall in Syria.

SPX vs George Bayer's «A Time and Times and Half a Time»

More information on the concept HERE. Charted and calculated with Timing Solution

SPX vs Venus Latitude Cycle @ MIN @ MAX @ 0°

Calculated and charted with Timing Solution.

SPX vs Angles of Planets to Galactic Center | August 2016

SPX vs Mercury Speed | August 2016

SPX vs Mercury – Mars Speed Differential | August 2016

US Homeownership at Lowest Level in over 50 Years

The Census Bureau has been tracking homeownership rates in its data series going back
to 1965 on a non-seasonally adjusted basis. In the second quarter 2016, the homeowner-
ship rate dropped to 62.9%, the lowest point on record.
Source: Wolf Street

SPX vs True Node Speed = Mean Node Speed + Extremes | August 2016

SoLunar Map | August - September 2016

Upcoming turn-days are: Jul 30 (Sat), Aug 03 (Wed), Aug 07 (Sun), Aug 11 (Thu), Aug 14 (Sun), Aug 18 (Thu), Aug 21 (Sun), Aug 25 (Thu),
Aug 29 (Mon), Sep 01 (Thu), Sep 05 (Mon), Sep 09 (Fri), Sep 13 (Tue), Sep 17 (Sat), Sep 20 (Tue), Sep 23 (Fri), Sep 27 (Tue), Oct 01 (Sat).
Previous SoLunar Maps HERE

These charts depict the solunar bias for short-term movements of stock indices two months ahead. The markets are certainly influenced
also by other planetary forces - especially longer-term - but a 3-5 day short-term rhythm and pattern is governed by the solunar forces
(= 4 highs and 4 lows per lunar month). The solunar forces are a composite of Sun-Moon angles, orbital eccentricities, declinations and
some long-term cycles. A Low in the SoLunar Map frequently is a High in the stock market and vice versa. Inversions occur, and if so,
they should occur only once every 4 lunar months around a New Moon (max +/- 7 days). The solunar rhythm is frequently disturbed by
(1.) the FED, and (2.) by sudden solar activity, altering the geomagnetic field, and hence the mass mood. This can result in the skip
and/or inversion of pivots in the SoLunar Map. An increasing number of sunspots and flares have usually a negative influence on the stock
market some 48 hours later, and vice versa (Ap values > 10 are usually short-term negative). A rising blue line in the SoLunar Map means
the bias for the market is side-ways-to-up, and vice versa. Highs and lows in the SoLunar Map also may coincide with the start and
termination of complex, side-ways correction patterns like zig-zags, triangles or flags.

Cosmic Cluster Days | August - September 2016

The basic assumption here is that heliocentric and geocentric angles between planets are related to financial market movements.
A signal is triggered when the composite line of all aspects breaks above or below the Average Cosmic Noise Channel.
Upcoming Cosmic Cluster Days (CCDs) are:
Jul 29 (Fri), Aug 01 (Mon), Aug 08 (Mon), Aug 09 (Tue), Aug 10 (Wed), Aug 14 (Sun), Aug 17 (Wed), Aug 23 (Tue), Aug 29 (Mon),
Sep 01 (Thu), Sep 04 (Sun), Sep 09 (Fri), Sep 15 (Thu), Sep 17 (Sat), Sep 27 (Tue), Oct 06 (Thu). Previous CCDs are HERE