Does the Stock Market predict the US Presidential Election?

Almanacist | The UK Stock Market Almanac (Oct 12, 2016) - The 14 charts above show the performance of the FTSE All-Share index over the 12 months of a US presidential election year. For example, the first chart shows the January-December performance of the UK market in 1960, the year John Kennedy was elected President of the United States. The dashed line in each chart indicates the date of the election.

  
However, "Trump is headed for a win", says Allan Lichtman, a distinguished professor
of history at American University, who has predicted 30 years of presidential
outcomes correctly (HERE)

SPX vs Solar Activity | Sunspots | 10.7 cm Flux | Ap Index

Raj Times and Cycles forecasted the next short term Low for October 10 (Mon) +/-1 TD (HERE)

The Presidential, Decennial, and Annual Cycles all point to a low in US-stocks on Monday, October 10 (HERE).

SPX vs 93 Trading Day Cycle + US Election

93 Trading Days ≈ 135 Calendar Days ≈ 19.3 Weeks ≈ 4.5 Months ≈ 0.37 Years.
Regardless of the election outcome, in November and December the S&P 500 advances 72.2% of the time.
(Source: Jeff Hirsch - see also HERE)

Stan Harley: November 8 (Tue) = Cycle Low in Stocks + Crude Oil (HERE)

Sell Rosh Hashanah, Buy Yom Kippur | Jeff Hirsch

Source: Jeff Hirsch's Almanac Trader

One saying for equities on Wall Street has historically been to “sell Rosh Hashanah" (Oct 3-4, 2016 (Mon-Tue)), and to "buy Yom Kippur" (Oct 12, 2016 (Wed)). Or was it vice versa?

Jeff Hirsch presents the data back to 1971: "When the holiday falls on a weekend the prior market close is used. It’s no coincidence that Rosh Hashanah and Yom Kippur fall in September and/or October, two dangerous and opportune months. We then took it a step further and calculated the return from Yom Kippur to Passover.

[...] Perhaps it’s Talmudic wisdom but, selling stocks before the eight-day span of the high holidays has avoided many declines, especially during uncertain times. While being long Yom Kippur to Passover has produced more than twice as many advances, averaging gains of 7.0%. It often pays to be a contrarian when old bromides are tossed around, buying instead of selling Yom Kippur – and selling Passover." 

German DAX: Gloom, Boom and Doom | Cyclic Vibrations

Ahmed Farghaly (Oct 02, 2016) - There is no question in most commentator's minds that the growth in Germany has certainly slowed relative to what this great country has enjoyed in the 20th century […] The reason for my post about Germany is because the first domino to fall in the upcoming financial calamity seems to be Deutsche Bank […] The upcoming calamity is not going to be like 2008 which was merely a correction of the 18 year cycle. The decline is likely […] of the 324 year cycle and will make 2008 seem like a tiny little hick up within the unraveling of a much larger cycle correction.

[…] The German DAX is likely to not only decline but have an outright collapse of a magnitude not witnessed in our lives. The S&P/DAX ratio is in favor of the S&P which suggests that we are likely to see a larger decline in Germany. 

German Stocks In Trend Limbo
Source: Dana Lyons' Tumblr.

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

Last prediction HERE

Dubai Financial Market Index: 70% Decline Expected | Cyclic Vibrations

Ahmed Farghaly (Oct 01, 2016) - As visible the immediate projection for the Dubai Financial Market General Index (DFMGI) is a similar catastrophe as 2008! This would mean that the money to be spent on the new projects and on the infrastructure for the Expo 2020 is certainly not enough to keep the economy going. Our conservative projection is a 70% decline from current levels despite all the money being spent. The world expo in Dubai will occur at a time when the global economy will be at distress and hence revenues will likely not make up for the costs of hosting the event and will most likely lead to another Dubai debt crisis. 

 

In April 2006 Elliott Wave Financial Forecast presented the above close-up of two "Skyscraper" tip-offs [Malaysia's Petronas Towers and Taiwan's Taipei 101] and wrote: "Everything points to a similar fate in Dubai", and that Burj Dubai would "open its doors in the aftermath of the bull market that gave rise to its creation".

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

Upcoming turn-days (EDT):
Oct 06 (Thu), Oct 13 (Thu), Oct 21 (Fri), Oct 24 (Mon), Oct 26 (Wed), Nov 02 (Wed).
See also HERE 

SPX vs Presidential + Decennial + Annual Cycles | October 2016

SPX vs AstroMetric Indicator | October 2016

Upcoming turn-days:
Oct 01 (Sat), Oct 03 (Mon), Oct 06 (Thu), Oct 11 (Tue), Oct 31 (Mon), Nov 04 (Fri).

SPX vs Jupiter – Saturn Cycle | October 2016

Upcoming turn-days:
Oct 06 (Thu), Oct 13 (Thu), Oct 23 (Sun), Oct 25 (Tue), Oct 28 (Fri), Nov 04 (Fri), Nov 09 (Wed).

Cosmic Cluster Days | October - November 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:
Oct 06 (Thu), Oct 09 (Sun), Oct 13 (Thu), Oct 14 (Fri), Oct 15 (Sat), Oct 18 (Tue), Oct 19 (Wed), Oct 25 (Tue), Oct 29 (Sat), Nov 05 (Sat),
Nov 08 (Tue), Nov 16 (Wed), Nov 17 (Thu), Nov 19 (Sat), Nov 22 (Tue), Nov 25 (Fri), Nov 26 (Sat), Nov 27 (Sun), Dec 02 (Fri).
Previous CCDs are HERE

Upcoming CCDs:
Oct 06 (Thu), Oct 09 (Sun), Oct 13 (Thu), Oct 14 (Fri), Oct 15 (Sat), Oct 18 (Tue),
Oct 19 (Wed), Oct 25 (Tue), Oct 29 (Sat), Nov 05 (Sat).
Previous CCDs are HERE

SoLunar Map | October - November 2016

Upcoming SoLunar turn-days:
Oct 01 (Sat), Oct 05 (Wed), Oct 08 (Sat), Oct 12 (Wed), Oct 16 (Sun), Oct 19 (Wed), Oct 23 (Sun), Oct 27 (Thu), Oct 31 (Mon),
Nov 03 (Thu), Nov 07 (Mon), Nov 10 (Thu), Nov 14 (Mon), Nov 18 (Fri), Nov 21 (Mon), Nov 25 (Fri), Nov 29 (Tue), Dec 03 (Sat).

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. Previous SoLunar Maps HERE

Upcoming SoLunar turn-days:
Oct 01 (Sat), Oct 05 (Wed), Oct 08 (Sat), Oct 12 (Wed), Oct 16 (Sun), Oct 19 (Wed), Oct 23 (Sun), Oct 27 (Thu), Oct 31 (Mon).

VIX vs Four Lunar Month Cycle

SPY | Neural Network-Forecast | by Alphee Lavoie (HERE)

SPX vs Mercury’s Maximum Elongation East / West + MER 000 SUN

Any Mercury Maximum Elongation (e.g. maximum West on Sep 28, 2016) coincides with increased solar storminess, particularly
within a few days either way of the key points within the cycle. Superior (far side) conjunctions of the Sun and Mercury
(e.g. Oct 27, 2016) are typically indications of bursts of solar activity (solar flares, coronal holes and coronal mass
ejections (CMEs)) some two weeks later, give or take a few days either way.
Maximum Elongation of Mercury Calculators e.g. HERE + HERE

Sandy Jadeja: September 26th Potential Market Crash

Source: Business Insider (Aug 26, 2016)

JFYI: Someone just wrote me stating that In an earlier version of the above Business Insider article
Sandy Jadeja's crash date was not September 26th but the 15th! However, couldn't find the earlier version.

Alphee Lavoie's Neural Network-Forecast for the SPY (inverted correclation - HERE)

SPX vs Mercury Speed | Geocentric + Heliocentric

SPX vs Venus + Mercury Latitude Cycles @ MIN @ MAX @ 0°

Calculated and charted with Timing Solution.

SPX vs Combustion of Jupiter | September 27 (Tue)

The Vedic concept of combustion is summarized HERE
Charted and calculated with Timing Solution.

HERE Anand Chiney explains the combustion of Jupiter with various orbs in the example of the Indian NIFTY.

SPX vs Declination of Mercury + Venus

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