Inside Days in the S&P 500 │ Toby Crabel

Toby Crabel (1990) - Computer studies suggest that Inside Days (ID) provide very reliable entries in the S+P market. The data used in the studies is daily open, high, low and close prices from 1982 to 1987. All of the following patterns are defined for a computer but can be seen easily on a daily bar chart.

• Pattern (1) is simply an inside day followed by a sale (s) on a lower open or buy (b) on a higher open. Entry is on the open with an exit on the same day's close with no stop. This procedure produced sixty-eight percent winning trades with profits of $18,000 after an $18 commission. This is a reasonably high percentage and suggests a strong bias in the direction of the open after any ID.

• Pattern (2a) is defined as an ID with a higher close than the previous day followed by a higher open. A buy is taken on the open and exited on the close. The same is done on the sales (Pattern (2b)) if there was an ID with a lower close followed by a lower open. Again, stops were not used. There were forty-four trades as such with seventy-four percent of them profitable. Net profit was $14,914. The percentage has improved and profits are better per trade than Pattern (1). This supports the premise that the closing effects the next day's action and potential breakout. Further tests uncover some variations to above results. Although the opening direction after an inside day appears to be a valid indicator of upcoming direction, there are same specific patterns that show very high percentage profitability without the use of the previous day's closing direction. Specifically, two patterns; one a sale (Pattern (3)), one a buy (Pattern (4)).

• Pattern (3): The day of entry is called Day 1. The day of immediately preceding the entry is Day 2 and each preceding day - 3, 4, 5, etc. On Day 1 an open lower than Day 2's mid-range and lower than Day 2's close is necessary. Day 2 must be inside of Day 3. Day 3 must have a higher low than Day 4. A sale is made on the open of Day 1 with exit on the close of Day 1. Profits were eighty percent with winning trades five times the size of losing trades. The only shortcoming is that only ten trades could be found from 1982-1987.
  

• Pattern (4) is similar to Pattern (3) with opposite parameters. The only exception is the open on Day 1 need only to be higher, not above mid-range. So to review Pattern (4), Day 1 a higher open than Day 2. Day 2 inside Day 3. Day 3 lower high than Day 4. Results were as follows: Ninety-one percent profits; 860 to 820 average winner to average loser. No stops were used.  Only eleven patterns to the upside were found.

The market action implied in each pattern is a short-term trend with a loss of momentum on the Inside Day.  The open on Day 1 is in the opposite direction of the trend and is an indication of a shift in sentiment. This shift in sentiment causes those who still have existing positions against the opening direction to liquidate longs or cover shorts. Participants covering their positions is more than enough to tip off a directional move.

A slightly different perspective on the same type of pattern is to look for a retracement to the previous day's close after the opening and take a position at that point in the direction of the open. I tested four patterns to demonstrate this principle.

• Pattern (5) shows an Inside Day with a lower close on Day 2 than Day 3.  Day 1's open is above Day 2's close. The chances are sixty-two percent that the market will close above Day 2's close on Day 1.
• Pattern (6) is an Inside Day on Day 2 with a higher close than Day 3. Day 1's open is above Day 2's close. The chances are seventy-nine percent that the market will close above Day 2's close on Day 1.
• Pattern (7) shows an Inside Day on Day 2 with a lower close than Day 3's close. Day 1's open is below Day 2's close. The chances are fifty-nine percent that the close on Day 1 will be lower than Day 2's close.
• Pattern (8) shows an Inside Day on Day 2 with a higher close than Day 3's close. Day 1's open is below Day 2's close. There is a sixty-seven percent chance that the market will close below Day 2's close on Day 1.

How can you use this information? It suggests a strong bias in the direction of the open especially after a higher open. The prolonged bull market obviously had an impact on these results but in general, a counter move back to Day 2's close after the opening direction is known, should be observed for a loss of momentum and possible entry in the direction of the open.
 
Another totally different test in the S+P has same interesting implications and could be tied in with the previous patterns. On any day that the market has moved two hundred points above the open intra-day, it has closed above the open ninety percent, of the time. Also, on any day that the market has moved two hundred points below the open it has closed below the open eighty-eight percent of the time. This was during the period from 1982-1988.

An application of these results is as follows: Enter in the direction of the initial trend on any low momentum move back to the open and exit on the close of the session. This can be done after the initial trend is established with a two hundred point move in one direction off the open. The main qualification is price action on the pullback. A high momentum move back through the open leaves the initial two hundred point move in question. This can also be applied after an Inside Day very effectively.

I think it is necessary to shed light on how extraordinary the results for Inside Days are: A test on a sale of a higher open or buy of a lower open with no other information to work with provides a winning trade fifty-six percent of the time when exiting on the close the same day of entry. This suggests a natural tendency for the market to reverse the opening direction by the time of the close.

This natural tendency is reversed after an ID. Why? What is it about an ID that produces follow through after the open? An ID is narrower than the previous day. Any narrowing day shows loss of momentum and when within a previous day's range it forms a congestion area. A congestion is directionless trade with the market searching for new information. A temporary state of balance or equilibrium exists.

There is a tendency for the market to trend after a congestion. If an Inside Day is a valid congestion, it will produce an imminent trend day. One can assume from the above tests that there is a tendency to trend after these patterns (ID). These tests support the premise that Inside Days are valid congestion areas. It appears that market participants act on the first piece of information indicating trend after the Inside Day - the open. Also, the direction of the close on the ID will provide further clues on the direction of the breakout when added to the information of opening direction. The increase in percentage profit and relative profits when these variables are added supports this conclusion.

The ID pattern acts as a continuation 62% of the time. A breakout occurs when price closes either above the top of the pattern
or below the bottom of it. Since inside days act as a continuation pattern, expect the breakout to be in the same direction as
the inbound price trend. Wait for price to either close above the top or below the bottom of the pattern before taking a position.
The ID can form midway in a price trend, just like bull flags, wedges and pennants.

Why do these indications work so well in the S+P? The S+P generally is an urgent market. The distinguishing characteristic of this market is its tendency to trend throughout the session. This market is notorious for big, fast moves intra-day. Peter Steidlmayer (Markets and Market Logic) calls it a One-Time Frame market. One may reason that in a One-Time Frame market the inside day is a more reliable indication of upcoming trend than in a Two-Time Frame market. The market principle that is in force is contraction/expansion. The Inside Day is contraction, and in a One-Time Frame market 1-Day contraction is all that is necessary to tip off a directional move.

In summary, the above tests suggest that an Inside Day is a valid congestion area and it follows that all breakout rules for congestion areas should be implemented after an Inside Day forms. The resulting breakout is expansion.

Three-Bar Inside Bar Pattern by Johnan Prathap - HERE & HERE

[...] The Principle of Contraction / Expansion is defined as the market phenomenon of change from a period of rest to a period of movement back to a period of rest. This interaction between the phases of motion and rest are constantly taking place, with one phase directly responsible for the others' existence. A Trend Day is defined as a day when the first hour's trade comprises less than 10% of the day's range or the market has no dominant area of trade throughout the session. Trend days are characterized by an opening near one extreme and a close on the opposite extreme of the daily range. Trend days fall into the category of expansions. Congestion is a series of trading days with no visible progress in either direction. Usually associated with narrow range days or non-trend days. Contraction is a market behavior represented by a congestion or dormant period either short-term (ID) or long-term narrow range (8 Bar NR) and usually reaching its narrowest phase at the end of the period.

References:

Toby Crabel (1990) - Day Trading With Short Term Price Patterns and Opening Range Breakout
Contraction > Breakout > Expansion | Toby Crabel's Price Patterns 

Perry J. Kaufman (2019) - Trading Systems and Methods

Alex's Options - Trading Inside Bars

In Any Bar Chart Only 8 Possible Range Patterns | Larry Williams

Larry Williams presented a free session at the November 2014 Las Vegas Traders Expo in which he discussed 8 possible Range Patterns. He showed that from any bar to the next there are only 4 possible outcomes:

1. Down Range: Last Bar's high is lower than prior Bar's high; and last Bar's low is lower than prior Bar's low.
2. Up Range: Last Bar's high is higher than prior Bar's high; and last Bar's low is higher than prior Bar's low.
3. Inside Range: Last Bar's high is lower than prior Bar's high; and last Bar's low is higher than prior Bar's low. On a Daily S&P500 Chart this occurs approximately 12% of the time.
4. Outside Range: Last Bar's high is higher than the prior Bar's high; and Bar's low is lower than the prior Bar's low. On a Daily S&P500 Chart this occurs approximately 12% of the time.
   

Price action cannot occur in any other way. Within these 4 Range Patterns each last bar can either be an up bar or a down bar. So there are actually 8 possible Range Patterns:

1. Down Range, Down Day
2. Down Range, Up Day
3. Up Range, Down Day
4. Up Range, Up Day
5. Inside Range, Down Day
6. Inside Range, Up Day
7. Outside Range, Down Day
8. Outside Range, Up Day

Using these 8 patterns some powerful strategies can be created. Larry Williams presented back-tested statistics associated with trading these patterns using a simple entry and exit technique. He stressed that they were not the best entry or exit techniques but shown because they were easy to understand and program. This strategy is intended only to show where we have a bias or advantage in the marketplace.

• Entry: At market close
• Stop Loss: Based on $ Stop
• Exit: First Profitable Opening

His message was that we could go home and verify using our own software. His results for testing this on the e-mini S&Ps from 2002 forward [to 2015] were as follows:

So, the Down Range, Down Close day [1.] offers the best potential short term 'long' setup based on net profit. This was the take-home message of the presentation.

Larry further dug into the Down Range, Down Close setup to uncover which day of the week offered the best trade: The stats support the 'Turnaround Tuesday' concept.

And further investigating by Trading Day of Month revealed that 1, 17, 19, 22 and 23 were the best days, showing 92% winners and $47,500 net profits with 107 trades.

It was also found that a Down Range Larger Range day was better than a Down Range smaller Range day. $205 Avg 80% Win, vs $33 Avg 85% win,

Also naked close was better than a covered close (naked close meaning that the close was outside of the previous day’s range). $155 Avg 83% Win vs $30 Avg 83% Win

And combining these two concepts:
Down Range, larger range, Covered close: $60 Avg, 83% Winners
Down Range, larger range, Naked close: $215 Avg, 85% Winners

References:

Larry Williams (2015) - Presentation in Moscow.
Chris White (2015) - Range Type Scanning and Backtesting in EdgeRater.

 Robert F. Smith (2019) - What Do We Know to Be True About Price Action? 

TPR (2018) - Contraction > Breakout > Expansion | Toby Crabel's Price Patterns.  

ICT Intraday Trading Templates | Daily and Weekly Market Maker Cycles

 

» The market is made by the minds of men, and all the fluctuations in the market and in all the various stocks should be studied as if they were the result of one man's operations. Let us call him the Composite Man, who, in theory, sits behind the scenes and manipulates the stocks to your disadvantage if you do not understand the game as he plays it; and to your great profit if you do understand it.

Great activity and breadth induces trading in large quantities by big operators on the floor and outside. Such a market enables the manipulator to unload a large line of stock. When he wishes to accumulate a line, he raids the market for that stock, makes it look very weak, and gives it the appearance of heavy liquidation by sending in selling orders through a great number of brokers.

You say all this is unethical, if not unscrupulous. You say it is a cruel and crooked game. Very well. Electricity can be very cruel, but you can take advantage of it; you can make it work for your benefit. Just so with the stock market and the Composite Man. Play the game as he plays it. «  —  Richard D. Wyckoff, 1931

 

All financial markets are dominated by investment banks, often referred to as institutional traders or "smart money." To be more precise, the leading players in these markets include JP Morgan, Deutsche Bank, Citi, XTX Markets, UBS, State Street Corporation, HCTech, HSBC, Bank of America Merrill Lynch, and Goldman Sachs. Collectively, their positions account for up to 80% of the total volume in the Forex, bond, stock, and commodity markets.

While these banks also engage in speculative trading, the majority of their activity is classified as "market making." This entails buying and selling on behalf of their clients, which primarily include hedge funds, pension funds, commercial banks, corporations, other financial institutions, and central banks. In fact, central banks are among their most valued clients. The sheer volume of their orders means that transactions cannot be executed in single lots in any market, necessitating the roles of market makers and liquidity providers. Big banks earn commissions from these activities, often risking their clients' capital for market manipulation and additional profits.

This information is crucial for small retail traders as it reveals an important insight: if the major banks primarily act as market makers and liquidity providers, they inherently drive the market toward areas of liquidity. Market movements are not random; they are influenced by intention, logic, strategy, and measurable factors. Price levels can be predicted. Michael J. Huddleston, the Inner Circle Trader (ICT) and author of many smart money trading concepts, emphasizes this understanding:

» There is always a puppeteer. There is always someone pulling the strings. It's never being left to randomness of buying and selling. There is no support and resistance in the marketplace. These are all notions that promote the idea of free trade. When it comes to the truth of the markets: It's complete and utter control and manipulation. It's a very simple approach. It's about price: It's the open, the high, the low, and the close of the daily, weekly, monthly and quarterly bars. It's not support nor resistance what is moving the price order flow. It's all about where the money is. The retail textbooks will never teach you this: Price moves to where the money is. And the money is at the levels where most retail traders have their entry and stop loss orders - just to get harvested by the smart money during false moves and false breakouts. « 

The good news is that market makers consistently leave footprints within their accumulation-manipulation-expansion-distribution framework. These include order blocks, imbalances, fair value gaps, liquidity voids, liquidity pools, stop runs, and equilibrium. (HERE - HERE - HERE)

Big banks rely less on indicators and employ more software engineers and programmers than technical analysts, and for good reason: market making and order processing are fully automated by algorithms designed to maximize returns. They utilize daily, weekly, monthly, quarterly, and yearly charts, largely ignoring popular retail indicators, forecasting methods, and trading systems. Their market-making strategy focuses exclusively on breaking down large orders into smaller increments, executing these transactions continuously and efficiently, and profitably misleading retail traders.

Smart money drives the markets in daily and weekly cycles, with accumulation, manipulation, expansion, and distribution as their core business model. The typical weekly market maker cycle is as follows:

(1.) The week starts with a trap move on Sunday night or early Monday morning. 

(2.) Then follows an 'accumulation phase' and the setting up of an initial high and an initial low in the Asian session, during which price is usually held in a narrow range. 

(3.) The accumulation phase is followed by what Wyckoff coined the 'spring', an engineered false breakout against the real intention of the market maker to 'support or resistance levels' to harvest the retail traders' entry and stop loss orders there. The market maker considers these levels as 'liquidity pools'.

(4.) Next the market maker initiates the actual planned market move. This results in the formation of a trend that can be slow and steady, or it could be swift and furious. In the cash market a trend can be just a few hours, in the futures market up to 8 or 10 hours. On the chart the trend will be seen as a series of drives or pushes in the market maker's intended direction.

(5.) Towards the end of the day or the end of the session, there will be a corrective distribution phase and pattern of some type (wedge, pennant, head and shoulders, M or W formation), when price pulls back from the high or the low of the day because the market maker liquidates positions (see also HERE).

There is a high probability that the weekly low or high will form before the opening of the New York session on Wednesday. The odds increase further between Tuesday and Wednesday, particularly during Tuesday's London session leading into Wednesday's New York session. Even market makers do not possess infinite capital, so they must orchestrate retracements to secure profits before continuing their strategies. This is why sudden, aggressive pullbacks can seem to occur out of nowhere.  

 

To gain a more detailed understanding of how smart money manipulation operates on a day-to-day basis, Michael J. Huddleston has developed six ICT Intraday Trading Templates. These templates offer insights into when to expect market movements, clues related to daily and weekly biases and ranges, and a perspective on the internal structure of daily and weekly market maker cycles: 

(1.) The Classic Buy or Sell Day Template: This is the best template to make money since it is a wide range trending day that unfolds mostly on Monday, Tuesday and latest on Wednesday during the London session. The New York session will eventually give a retracement to continue with the trend that was set during the London session. The daily range will last for 7 to 8 hours once the profile is established. 

Mostly it will give a rally or drop from the daily opening price to the low or high of the day during the London session. The trend usually lasts into 11:00 EST.

(2.) The London Swing to Z Day Template: This template is found in the middle of a larger price swing when the trend is exhausted after a large explosive move. It is a narrow range day and ideally occurs on Thursday. 

Price will initially drop below the opening price, then run above the opening price and go back to the range into consolidation. It first appears to unfold as the Classic Buy or Sell Template. But if it continues consolidating, do not look for continuation into the New York session. Take profits.

(3.) The London Swing to New York Open / London Close Reversal Template: The bullish version of this template always begins like a Classic Buy or Sell template with a decline below the opening price before price starts rallying. Once price drops, a buy entry forms, price rallies to a higher time frame Point of Interest (POI), e.g. a bearish order block (OB), into a Fair Value Gap (FVG), etc. If this happens during the New York session, it indicates a classic market reversal. 

The template is used to either reach for a bearish order block on a higher time frame, for a turtle soup raid or to close a range. On a bullish day it will first create an initial low of the day during the London session, run up and create the high of the day during the New York session around the London Close, then run back down and clear the initial low that was created during the London session. Ideally it can pan out after the market is in exhaustion based on the higher time frame's dominant trend.

(4.) The Range to New York Open / London Close Rally Template: Generally this template is to be expected on days with high or medium impact news events like interest rate announcements, etc.

Ahead of these events price will remain in consolidation during the Asian and London sessions. Lows will be cleared initially and after the news price explodes into a directional move.

 

(5.) The Consolidation Raid on News Release Template: Unfolding during the New York session on days with high impact news, mostly FOMC press releases. During and shortly after the news old highs and lows of prior consolidation levels will be taken out. Ideally buy when a low is taken out and sell when a prior high was breached.

 

 

 

(6.) The London Swing to Seek & Destroy Template: This is the kind of day that won’t make you money. The Market Makers clear intention is to take out both buyers and sellers. Initially it would give you a London Open opportunity and setup, but very likely that won’t come to fruition. The narrow range zig-zag template lasts throughout the New York session and will oftentimes create an inside day. The template is usually applied in the middle or at the end of a larger price swing. 

 

 

Reference:

The Inner Circle Trader

 Stacey Burke - Simple Method to look at Weekly Market Maker Template

Richard D. Wyckoff (1931) -  Method of Trading and Investing in Stocks

Market Makers Method 

Daily Range = Accumulation + Manipulation + Expansion + Distribution (AMD)

Accumulation (A) of positions generally occurs during the Asian session. The accumulation is characterized by being a consolidation.

Manipulation (M) usually occurs at the opening of the London session (sometimes at the NY open). It consists of taking the price to the opposite side of the true directional Expansion of the rest of the day.

Distribution (D) occurs when Market Makers liquidate (exit) their positions.

This AMD-Principle is represented in every bar of every time-frame (monthly, weekly, daily, 4 Hour, etc.) with a price value at which it starts trading (opening price), the highest price value (high), the lowest (low), and  a value of the time it ends trading (close). The AMD-Principle can be observed in all financial markets - Forex, stocks, indices, commodities, bonds, etc.

Michael J. Huddleston a.k.a. The Inner Circle Trader:
“The origin behind this idea was inspired by my mentor Larry Williams.
He made a point in one of his lectures that he wished he knew
how traders could be buying below the open on an up day or sell above the open on a down day.
And I took that as a personal challenge, and spent the first quarter of my 25 years
of my career as a trader mastering just that concept.
I felt that it was enough for me to work towards cracking that code.
And I think I've done it.”

 

References: 

ICT Origins - Larry Williams and Power Of 3 Concept.
WadeFX (2021) - Market Structure & Powerful Setups [151 p.]
ICT Forex - Accumulation - Manipulation - Distribution, Dec 09, 2017.

 

See also:

TPR (2022) - Richard D. Wyckoff's Accumulation & Distribution Schematics. 

Who Owns Bitcoin

Cyclic Index of Global Tension, Conflict and War | Max Tension in March 2022

 

André Barbault's Cyclic Index of Global Tension, Conflict and War is comprised of the degree distances of all planets between Jupiter and Pluto. When the graph is at its low point, there are one or more conjunctions between any planets from Jupiter to Pluto. Conjunctions tend to focus on turbulence. When the graph ascends, it is telling that we are on the way to planetary opposition within any two of the five planets involved. The low points reflect conditions of international, economic and social tension, conflict and war. Peaks typically forecast the opposite. Barbault's Index will print the the lowest point of the cyclical index in this entire 21st century by mid March 2022 .

 

Calculated and charted with Timing Solution. More on Barbault's Cyclic Index Here

Geocentric and Heliocentric Bradley Indices │ Turning Points 2022

 

 

 

 2021 Dec 10 (Fri) = Low (geo) + High (helio)
2021 Dec 20 (Mon) = Low (helio)
2021 Dec 24 (Fri) = High (geo)
2021 Dec 31 (Fri) = Major High (helio)
2022 Jan 06 (Thu) = Low (helio)
2022 Jan 10 (Mon) = High (helio)
2022 Jan 16 (Sun) = Major Low (geo) +  Low (helio)
2022 Jan 19 (Wed) = High (helio)
2022 Jan 30 (Sun) = Major Low (helio)
2022 Feb 07 (Mon) = High (helio)
2022 Feb 11 (Fri) = Low (helio)
2022 Feb 12 (Sat) = High (geo)
2022 Feb 20 (Sun) = High (helio)
2022 Feb 26 (Sat) = Low (geo)
2022 Mar 04 (Fri) = Low (helio)
2022 Mar 06 (Sun) = High (geo)
2022 Mar 10 (Thu) = Low (geo)+ High (helio)
2022 Mar 18 (Fri) = Low (helio)
2022 Mar 20 (Sun) = Major High (geo)
2022 Mar 28 (Mon) = Major High (helio)
2022 Mar 29 (Tue) = Major Low (geo)
2022 Apr 04 (Mon) = Low (helio)
2022 Apr 08 (Fri) = High (helio)
2022 Apr 13 (Wed) = Low (helio)
2022 Apr 17 (Sun) = High (helio)
2022 Apr 20 (Wed) = Low (helio)
2022 Apr 27 (Wed) = High (helio)
2022 Apr 28 (Thu) = High (geo)
2022 May 10 (Tue) = Low (geo)
2022 May 14 (Sat) = Major Low (helio)
2022 May 20 (Fri) = Major High (geo) +  High (helio)
2022 May 28 (Sat) = Low (helio)
2022 Jun 02 (Thu) = Low (geo)
2022 Jun 07 (Tue) = High (helio)
2022 Jun 16 (Thu) = High (geo) + Low (helio)
2022 Jun 24 (Fri) = High (helio)
2022 Jun 28 (Tue) = Low (helio)
2022 Jul 05 (Tue) = High (helio)
2022 Jul 06 (Wed) = Low (geo)
2022 Jul 10 (Sun) = Low (helio)
2022 Jul 13 (Wed) = High (geo)
2022 Jul 15 (Fri) = Major High (helio)
2022 Jul 27 (Wed) = Major Low (geo)
2022 Jul 28 (Thu) = Low (helio)
2022 Aug 01 (Mon) = High (helio)
2022 Aug 04 (Thu) = High (geo)
2022 Aug 09 (Tue) = Low (geo)
2022 Aug 11 (Thu) = Major Low (helio)
2022 Aug 18 (Thu) = Major High (geo)
2022 Aug 22 (Mon) = High (helio)
2022 Aug 27 (Sat) = Low (helio)
2022 Aug 28 (Sun) = Low (geo)
2022 Sep 01 (Thu) = High (helio)
2022 Sep 11 (Sun) = Low (helio)
2022 Sep 12 (Mon) = High (geo)
2022 Sep 18 (Sun) = Low (geo)
2022 Sep 21 (Wed) = Major High (helio)
2022 Sep 22 (Thu) = High (geo)
2022 Sep 28 (Wed) = Low (helio)
2022 Oct 01 (Sat) = Low (geo)
2022 Oct 03 (Mon) = High (helio)
2022 Oct 08 (Sat) = Major Low (helio)
2022 Oct 12 (Wed) = High (geo)
2022 Oct 13 (Thu) = High (helio)
2022 Oct 16 (Sun) = Low (helio)
2022 Oct 17 (Mon) = Low (geo)
2022 Oct 18 (Tue) = High (geo)
2022 Oct 22 (Sat) = High (helio)
2022 Oct 27 (Thu) = Low (helio)
2022 Oct 30 (Sun) = High (helio)
2022 Nov 04 (Fri) = Major Low (geo)
2022 Nov 05 (Sat) = Low (helio)
2022 Nov 15 (Tue) = Major High (geo)
2022 Nov 16 (Wed) = Major High (helio)
2022 Nov 26 (Sat) = Low (helio)
2022 Nov 29 (Tue) = High (helio)
2022 Dec 03 (Sat) = Low (helio)
2022 Dec 04 (Sun) = Major Low (geo)
2022 Dec 07 (Wed) = High (helio)
2022 Dec 10 (Sat) = Low (helio)
2022 Dec 19 (Mon) = High (helio)
2022 Dec 30 (Fri) = Major Low (helio)
2023 Jan 05 (Thu) = Major High (geo)
2023 Jan 17 (Tue) = Major Low (geo)

[calculated for New York City: EST / EDT │ Geo-Helio-Clusters]

Some background on the Bradley Indices
and previous turning points HERE

Geocentric and Heliocentric Bradley Indices │ Turning Points 2021

 

 

2020 Nov 30 (Mon) = Low (helio)
2020 Dec 06 (Sun) = High (helio)
2020 Dec 17 (Thu) = Low (helio)
2021 Jan 01 (Fri) = High (helio)
2021 Jan 09 (Sat) = Low (geo + helio)
2021 Jan 13 (Wed) = High (helio)
2021 Jan 20 (Wed) = Low (helio)
2021 Jan 26 (Tue) = High (helio)
2021 Jan 28 (Thu) = Low (helio)
2021 Feb 01 (Mon) = High (helio)
2021 Feb 04 (Thu) = Low (helio)
2021 Feb 08 (Mon) = High (helio)
2021 Feb 14 (Sun) = Low (helio)
2021 Feb 19 (Fri) = High (helio)
2021 Feb 27 (Sat) = Low (helio)
2021 Mar 04 (Thu) = High (helio)
2021 Mar 15-16 (Mon-Tue) = Low (helio + geo)
2021 Mar 20-21 (Sat-Sun) = Low + High (geo + helio)
2021 Mar 28 (Sun) = Low (helio)
2021 Apr 01 (Thu) = High (geo + helio)
2021 Apr 07 (Wed) = Low (helio)
2021 Apr 09 (Fri) = Low (geo)
2021 Apr 11 (Sun) = High (helio)
2021 Apr 18 (Sun) = High (geo + helio)
2021 Apr 23 (Fri) = High (helio)
2021 Apr 25 (Sun) = Low (geo)
2021 Apr 27 (Tue) = Low (helio)
2021 Apr 29-30 (Thu-Fri) = High (geo + helio)
2021 May 04 (Tue) = Low (geo + helio)
2021 May 14 (Fri) = High (geo)
2021 May 18 (Tue) = High (helio)
2021 May 26-27 (Wed-Thu) = Low (geo + helio)
2021 Jun 02-04 (Wed-Fri) = High (helio + geo)
2021 Jun 14 (Mon) = Low (helio)
2021 Jun 19 (Sat) = High (helio)
2021 Jun 24 (Thu) = Low (helio)
2021 Jul 06 (Tue) = Low-High (geo + helio)
2021 Jul 14-15 (Wed-Thu) = Low-High (helio + geo)
2021 Jul 18 (Sun) = High (helio)
2021 Jul 25-27 (Sun-Tue) = Low-High (helio + geo)
2021 Jul 31 - Aug 02 (Sat-Mon) = Low (helio + geo)
2021 Aug 07 (Sat) = High (geo)
2021 Aug 11 (Wed) = Low (geo)
2021 Aug 14 (Sat) = High (helio)
2021 Aug 20-22 (Fri-Sun) = High-Low (geo + helio)
2021 Aug 25 (Wed-Fri) = Low-High (geo + helio)
2021 Aug 31 (Tue) = High (geo)
2021 Sep 04 (Sat) = Low (helio)
2021 Sep 16-18 (Thu-Sat) = High-Low (helio + geo)
2021 Sep 29 (Wed) = High (geo)
2021 Oct 01-03 (Fri-Sun) = Low-High (helio)
2021 Oct 09 (Sat) = Low (geo)
2021 Oct 12 (Tue) = High (geo)
2021 Oct 13-14 (Wed-Thu) = Low-High (helio)
2021 Oct 16 (Sat) = Low (helio)
2021 Oct 22 (Fri) = High (helio)
2021 Oct 27 (Wed) = Low (helio)
2021 Oct 30 (Sat) = High (helio)
2021 Nov 06-07 (Sat-Sun) = Low (helio + geo)
2021 Nov 10 (Wed) = High (helio)
2021 Nov 19 (Fri) = Low (helio)
2021 Nov 23 (Tue) = High (helio)
2021 Nov 27-28 (Sat-Sun) = Low-High (helio + geo)
2021 Dec 10 (Fri) = Low-High (geo + helio)
2021 Dec 20 (Mon) = Low (helio)
2021 Dec 24 (Fri) = High (geo)
2021 Dec 31 (Fri) = High (helio)
2022 Jan 06 (Thu) = Low (helio)
2022 Jan 10 (Mon) = High (helio)
2022 Jan 16 (Sun) = Low (geo + helio)
2022 Jan 19 (Wed) = High (helio)
2022 Jan 30 (Sun) = Low (helio)

[calculated for New York City]

Some background on the Bradley Indices
and previous turning points HERE

S&P 500 Index vs Jupiter – Saturn Cycle | December 2020

SoLunar Map | December 2020 - January 2021

Recent and upcoming SoLunar Turn-Days: Nov 30 (Mon), Dec 03 (Thu), Dec 07 (Mon), Dec 11 (Fri),
Dec 15 (Tue), Dec 18 (Fri), Dec 22 (Tue), Dec 26 (Sat), Dec 30 (Wed), Jan 02 (Sat), Jan 06 (Wed),
Jan 09 (Sat), Jan 13 (Wed), Jan 17 (Sun), Jan 21 (Thu), Jan 24 (Sun), Jan 28 (Thu), Feb 01 (Mon),
Feb 04 (Thu). Previous SoLunar Maps HERE

Cosmic Cluster Days | December 2020 - January 2021

Recent and upcoming Cosmic Cluster Days: Nov 16 (Mon), Nov 18 (Wed), Dec 05 (Sat), Dec 31 (Thu),
Jan 14 (Thu), Jan 22 (Fri), Feb 01 (Mon), Feb 08 (Mon). Previous CCDs are HERE

SoLunar Map | Review and Preview for November 2020

SoLunar Map | Review and Preview for November 2020
Upcoming solunar turn-days: Oct 31 (Sat) = Full Moon, Nov 01 (Sun), Nov 04 (Wed),
Nov 08 (Sun), Nov 11 (Wed), Nov 15 (Sun), Nov 19 (Thu), Nov 22 (Sun), Nov 26 (Thu),
Nov 30 (Mon) = Full Moon, Dec 03 (Thu), Dec 07 (Mon). Previous SoLunar Maps HERE

S&P 500 Index vs Jupiter – Saturn Cycle | November 2020

Upcoming turn-days: Nov 02 (Mon), Nov 07 (Sat), Nov 11 (Wed), Nov 15 (Sun),
Nov 19 (Thu), Nov 24 (Tue), Nov 28 (Sat), Dec 04 (Fri), Dec 07 (Mon), Dec 11 (Fri).
Previous turn-days HERE

Cosmic Cluster Days | October - November 2020

Upcoming Cosmic Cluster Days: Oct 01-02 (Thu-Fri), Oct 12 (Mon), Oct 16 (Fri), Oct 21 (Wed),
Oct 23 (Fri), Oct 26 (Mon), Oct 28 (Wed), Oct 30 (Fri), Nov 03 (Tue), Nov 12 (Thu),
Nov 15-16 (Sun-Mon), Nov 18 (Wed). Previous CCDs HERE

SoLunar Map | October - November 2020

Upcoming SoLunar Turn-Days:

Sep 24 (Thu), Sep 28 (Mon), Oct 01 (Thu), Oct 05 (Mon), Oct 09 (Fri), Oct 13 (Tue),
Oct 17 (Sat), Oct 20 (Tue), Oct 24 (Sat), Oct 28 (Wed), Nov 01 (Sun), Nov 04 (Wed),
Nov 08 (Sun), Nov 11 (Wed), Nov 15 (Sun), Nov 19 (Thu), Nov 22 (Sun), Nov 26 (Thu),
Nov 30 (Mon), Dec 03 (Thu). Previous SoLunar Maps HERE

S&P 500 Index vs Jupiter – Saturn Cycle | September 2020

S&P 500 Index vs Jupiter – Saturn Cycle | August 2020

 

Cosmic Cluster Days | August - September 2020

SoLunar Map | August - September 2020

The peaks and troughs in the above SoLunar Map hint to future short-term changes in trend in
financial markets during the next two months. Humans and markets are influenced by a multi-
tude of planetary forces. However, the continuous 3-5 day rhythm (a.k.a. the 4 Day Cycle) is
governed by solunar forces (= 4 highs and 4 lows per lunar month). Please note, the highs and
lows in the SoLunar Map may also align with the start or termination of congestion patterns.
The original Solunar Theory was laid out in 1926 by John Alden Knight in order to predict wild
game behaviour. The SoLunar Map depicts a proprietory composite of solar, lunar and tidal forces.

Previous SoLunar Maps HERE