Refilling America's Strategic Petroleum Reserve | The Orange Ape

 

 Chupóptero.

 

» THE BIGGEST OIL DEAL IN WORLD HISTORY! «

Bombing. Killing. Hijacking. Looting. Intimidation.

Triumphs of the Orange Ape.

September 4, 2026: The Orange Ape dismisses his six-month war

against Iran as "small potatoes," saying, "It’s not a big thing:

We got Venezuela."

» Trump's dementia is growing, fueled by his excessive narcissism and megalomania. He won't listen to anyone anymore. And the two people who are running the United States government right now are the deputy chief of staff for policy, Stephen Miller, and the director of the Office of Management and Budget, Russell Vought. That's about as dangerous a situation as you can imagine. The budget director doesn't believe in the Constitution, and the other fellow—it's hard for me to come up with the words adequately to describe his understanding of government. The people who ran Germany in the 1930s come to mind. « — Colonel Lawrence Wilkerson, September 4, 2026.

 Quem Deus vult perdere dementat.

  

See also:
Ron Aledo (January 4, 2026) - US Decapitation Operation "Absolute Resolve" in Venezuela.

Jeffrey Currie (July 29, 2026) - Lose Hormuz, Lose the Dollar, Lose Hegemony: Game Over.

SCMP (August 29, 2026) - Trump says US has deal with Venezuela

for control of 65 billion barrels of oil reserves.

S&P 500 vs. True & Mean Lunar Nodal Speed | September to December 2026

Financial markets correlate closely with the 4–14-day cycle of the True Lunar Node (North Node/Rahu) as it moves through its retrograde, stationary, and direct phases. This cycle is best illustrated by charting the True Lunar Nodal Speed against, for example, the S&P 500, where "speed" refers to the node's geocentric motion, measured in degrees of longitude per day.

 

Last station: Sep 04 (Fri) 03:57, Retrograde (Rx) → Direct. Next: Sep 07 (Mon) 03:12, local maximum

(+0.0190°/day), then Sep 09 (Wed) 15:18, Direct → Rx. True = Mean on Sep 13 (Sun) 07:35 ( EDT).

 

The True Node is predominantly retrograde, with a negative speed averaging −0.053°/day. It regularly slows, stations (speed = 0°/day), and briefly turns direct, reaching speeds of up to +0.0015°/day, before resuming its retrograde motion. These stationary periods are most pronounced and prolonged near eclipse seasons, which occur roughly every 173 days, when solar perturbations of the lunar orbit are strongest.

Around eclipses, the lunar nodes can shift rapidly between direct, retrograde, and near-
stationary motion, coinciding with sentiment extremes and elevated market volatility.

Expect potential short-term changes in trend when the True Lunar Nodal Speed (blue solid line in the charts above):

► changes direction, shifting from retrograde to direct and back (speed = 0°/day); or
► reaches a maximum or minimum extreme

► equals Mean Nodal Speed 

 

Depending on the season, most True-Node speed swings last 7–8 days (69%).

 

Retrograde (Rx) → Direct repeats every ~13.5 days (6.7–15.8). 

 

Direct is a short poke (~3.6 d); retrograde is the body (~9.9 d); together they make the ~13.5-day station clock. 

 

2026 Q1 — Daily OHLC bars of the S&P 500 vs. True and Mean Lunar Nodal Speed;

 annular solar eclipse Feb 17, total lunar eclipse Mar 03.

 

2026 Q1 — 4-hour OHLC S&P 500 vs. True and Mean Lunar Nodal Speed. 

Blue wave is True Node speed on price scale; dashed blue is speed = 0 (direct above, retrograde below); red dashed is mean speed. Blue dates are stations/extrema in ET. Red vertical dates are True speed = Mean speed. Gold = solar, purple = lunar eclipse. 

 

 Q1 2026: True Lunar Nodal Speed at 0°/Day, at Extremes, and Equal to Mean Nodal Speed.

 

However, neither the daily nor the 4-hour chart follows the node. They may answer it, late or early by a bar or two on the 4-hour chart, and sometimes not at all. There hardly is any 1-to-1 correlation. What the speed curve is good for is identifying the hours when a crowd's appetite changes. A station (speed through 0°) is the useful alert: the True Node has stopped adding longitude or stopped subtracting it. That pause often appears as a change of character in the next one to three 4-hour bars—wider range, a failed break, or the first close that refuses the prior drift—rather than as a guaranteed reversal print at the exact minute.

Extrema serve a different purpose. A deep retrograde minimum represents a maximum rate of withdrawal; in Q1, the January 16 and January 30 lows, and in Q3, the July 12 and July 26 lows, fell within or just behind washout clusters already underway. The signal is not "buy the timestamp." It is "the selling has reached a dated climax window; now wait for the 4-hour structure to stop making lower lows after that window." The brief direct maxima are weaker. They last only a few days and often mark nothing more than a pause within an existing drift. Trading them as tops is therefore unreliable; in this sample, they more often mark a pause in the existing drift than a reversal of it.  

  

2026 Q2 — Daily OHLC S&P 500 vs. True and Mean Lunar Nodal Speed.

 

2026 Q2 — 4-hour OHLC S&P 500 vs. True and Mean Lunar Nodal Speed. 

 Q2 2026: True Lunar Nodal Speed at 0°/Day, at Extremes, and Equal to Mean Nodal Speed.

 

True nodal speed equal to mean speed is mostly a mid-wave event, not a turn. Red dates on these charts sit on the slope, not at the crest. Use them as confirmation that the osculating node has fallen back in step with the secular drift, which on the 4-hour chart tends to coincide with a continuation bar rather than a reversal. The April 2026 stretch is the clearest illustration of slope over event: from the April 4 minimum through the April 10–11 station and maximum, the 4-hour market rose with the wave. May 30 is the counterexample: a deep minimum against a market that only chopped at the highs. A minimum that does not meet a 4-hour breakdown is not a trade.

Delay is the practical rule. Weekend stations (e.g. March 21, May 30, June 14) spend their first reaction in Sunday–Monday futures and only then in the cash session; do not treat the Saturday timestamp as a Monday open. Intraday, the usable lag is one to six 4-hour bars. July 31 into August 2 is the best sequence in the file: station, then maximum, while the 4-hour S&P left the July hole and ran. September 4, 03:57 EDT, retrograde to direct, presents the opposite texture—an event at the local high, followed by a fade in the later bars of the same day. The same class of event, two market answers. The distinction is the 4-hour structure already in place when the node arrives. 

 

2026 Q3  — Daily OHLC S&P 500 vs. True and Mean Lunar Nodal Speed;

total solar eclipse Aug 12, partial lunar eclipse Aug 28; last S&P 500 bar Sep 04.

 

2026 Q3 — 4-hour OHLC S&P 500 vs. True and Mean Lunar Nodal Speed. 

 

  

Q3 2026: True Lunar Nodal Speed at 0°/Day, at Extremes, and Equal to Mean Nodal Speed.

  

Used as a short-term timing method, then: ignore lobes shorter than six days; treat the seven-to-eight-day swing as the holding window; take stations as tempo alerts and extrema as climax windows; and require the next 4-hour bar to confirm. 

 

2026 Q4 — Nov 09 16:45 is the deepest Rx of the year (−0.241°/day)—furthest from the mean.

 

 

 Q4 2026: True Lunar Nodal Speed at 0°/Day, at Extremes, and Equal to Mean Nodal Speed.

(Date and Time calculated for New York City, ET).

 

And, as always, what is being practiced here is attention and precision, not prediction: any market still has to print a reversal in its own highs and lows. Used this way, the inflection points and crossings in the True and Mean Lunar Nodal Speed curves may serve as a reminder to pay closer attention during the upcoming nodal events listed above. But for a short-term trader simply looking to make money in the markets, better to ignore them altogether and focus on market structure, price action, and risk management instead  (Williams, Unger, Huddleston, Burke).

 

See also: 

TPR (2026) - S&P 500 vs. True Lunar Nodal Speed.

S&P 500 vs. Jupiter–Saturn Cycle: A Clock, Not a Crystal Ball

Derived mainly from M.A. Vukcevic's insights and solar-activity formula linking heliocentric Jupiter–Saturn sidereal orbits to model the sunspot cycle, the concept below uses a proprietary higher harmonics formula to project S&P 500 market swings.

S&P 500 vs. Jupiter–Saturn Cycle | H2 2026.

Over 90% of tradeable, high-amplitude waves develop in the 7 to 12-day window. 

  

Jupiter's sidereal period is ≈11.86 years, Saturn's ≈29.46 years, their synodic period ≈19.86 years, and the Jupiter–Saturn spring-tide period ≈9.93 years. These tidal frequencies bracket the ~11-year Schwabe sunspot cycle, while the Vukcevic and Scafetta formulas treat Jupiter–Saturn orbital geometry as a pacemaker of the solar dynamo. With no consistent polarity or directional bias for the S&P 500, the blue Jupiter–Saturn curve inflects within a 1-to-11.9-day window (median 7.0 days, mean 6.3), and swings ≥7 days are bisected (blue squares) to optimize short-term correlation.

 

S&P 500 vs. Jupiter–Saturn Cycle | H1 2026.

 

The Jupiter–Saturn curve is not a crystal ball and it will not say whether to buy or sell. It is a clock. Two slow planetary rhythms were folded into a single wavy line, then sped up so that what once took years now takes days. That line rises, falls, and bottoms out again and again.

S&P 500 vs. Jupiter–Saturn Cycle | H2 2025.

 

S&P 500 vs. Jupiter–Saturn Cycle | H1 2025.

Troughs hold the edge — ignoring the rest saves energy. Troughs are the only feature showing positive 
statistical skill (+3 points over random chance). Peaks and midpoints offer zero edge over a coin flip.

After matching it to years of S&P 500 prices, only one part of the clock is worth attention: the low points, the troughs. The test is blunt. Each blue mark is given three calendar days to sit near a real 2% swing in the daily highs and lows; the same test is then run on random dates, so the extra percentage is the only thing that counts as skill. Troughs clear that bar. Peaks do not. Midpoints, whether a swing is cut in half by time or by height, do not either.

 Troughs mark volatility, not directional certainty. Blue troughs lean slightly toward S&P swing lows (+3 points),
but cannot guarantee direction. Attempting to trade blue crests yields negative skill vs. baseline expectation.

 

Target multi-day windows over intraday precision. Maximum predictive edge (+3.3 to +3.4 points) centers on 2%–3%
swings over a 2 to 3-day window. Expecting immediate same-day triggers introduces unnecessary market noise.

 

Those extra three points are modest, and they still do not pick a side. The color of the line — up or down — does not mean the market will follow. A trough lining up with an S&P low beats chance by about three points; a trough lining up with an S&P high does not. A peak is no better at calling a high than a low. In other words, a trough can sit under a rally or a selloff. It is a date when a real swing is a little more likely to finish, not a forecast of direction.

 

S&P 500 vs. Jupiter–Saturn Cycle | H2 2024.

 

S&P 500 vs. Jupiter–Saturn Cycle | H1 2024.

 

Used that way, the method is simple. The next trough is read from the calendar, including Saturdays and Sundays; the formula does not pause for the weekend. 

 

Filter out the daily ripples to trade the 7–12 day cycle. Short cycles under 6 days represent market interference
with negligible height. Over 90% of meaningful amplitude occurs within the 7–12 day wave structure.

A short window opens around that date: two days before through three days after, which is the same band in which most of those 63% of hits actually land. If the trough falls on a weekend, the window runs from the Thursday before through the Wednesday after. Inside that window nothing is done until the S&P itself speaks. 

 

S&P 500 vs. Jupiter–Saturn Cycle | H2 2023.

 

S&P 500 vs. Jupiter–Saturn Cycle | H1 2023.

 

The wait is for price to carve a high and then drop at least two percent from that high, using the day’s actual high and low, not the close — that may be treated as a short, with risk defined just above the high. Or the wait is for price to carve a low and then rise at least two percent from that low — that may be treated as a long, with risk defined just under the low. Only the first such reversal is taken. If the window closes and neither has happened, there was no trade. The little wrinkles on the blue line are skipped as well: if the fall into a trough was tiny, it is interference, not a beat, and it can be ignored.

S&P 500 vs. Jupiter–Saturn Cycle | H2 2022.

 

S&P 500 vs. Jupiter–Saturn Cycle | H1 2022.

The position is left when it has paid twice what was risked, or when price completes a two-percent swing the other way, or when the next serious trough arrives. Then the wait begins again. A signal will not appear every week, and that is the point. A good year of this habit is a handful of attempts, not a lifestyle. Three extra points versus picking dates at random is not a license to force a trade; costs, hesitation, and the occasional late swing that lands a week off the mark can wipe the edge out.

S&P 500 vs. Jupiter–Saturn Cycle | H2 2021.

S&P 500 vs. Jupiter–Saturn Cycle | H1 2021.

 

S&P 500 vs. Jupiter–Saturn Cycle | H2 2020.

S&P 500 vs. Jupiter–Saturn Cycle | H1 2020.

What is being practiced is attention, not prediction. The market still has to print the turn in the window, in its own highs and lows, or there is no trade. Used that way, the curve earns a place on the desk: a reminder to look up for a few days, then to look away until the next low. 

 

Jupiter–Saturn Cycle | H1 2027. 

 

See also:

Previous S&P 500 vs. Jupiter–Saturn Cycle examples [HERE].  

TPR (August 22, 2026) - S&P 500 vs. Ap Index: +3-Day Lag and Limits of Multi-Week Forecasting.

September Stock Market Performance in Midterm Election Years | Jeff Hirsch

Since 1950, September has historically delivered bearish stock market performance across major indexes, with all-year averages dropping 0.6% to 0.8% by month-end. Midterm-election years significantly amplify this weakness through four-phases: 

 

► Sep 1–8 (Tue–Tue) = Trading Days 1–5: Sideways-to-up / modestly higher. Most midterm series (especially Russell 2000 and DJIA) rise, with several peaking near +0.5% to +1.0%.
► Sep 9–17 (Wed–Thu) = TD 6–12: Sideways to mildly fading. Early gains are largely held or only slowly given back. S&P 500 midterm often remains the strongest (still near its peak), while NASDAQ and Russell lines begin drifting lower.
► Sep 18–25 (Fri–Fri) = TD 13–18: Steady decline. The mid-month advantage disappears; indices trend lower and most move into negative territory.
► Sep 28–30 (Mon–Wed) = TD 19–21: Accelerating sell-off / sharp weakness. Losses deepen, particularly in NASDAQ and Russell 1000 (historically finishing around –1.6% to –1.8%). Russell 2000 also shows a late plunge.

Reference:

Jeffrey A. Hirsch (September 1, 2026) - September Seasonality: Weakness Intensifies in Midterm Years.

Average S&P 500 total-return path (indexed to 100 on midterm Election Day) for all midterm years since 1970 (1970–2022), spanning roughly ±6 months. X-axis centers on Election Day (first Tuesday in November); y-axis tracks cumulative total return. The average line rises in the final ~22 trading days before the election (= October 2, 2026) and continues higher afterward (+14.1% average in the following six months). A separate “Lost Control” series (party loses presidential trifecta) lags the broader average post-election (+10.4% vs. +16.1%).

See also:

Jeffrey A. Hirsch (June 25, 2026) - July Stock Market Performance in Midterm Election Years.

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

Hurst Cycles Update: SPX, NDX, ASX, Gold, Bitcoin | David Hickson

S&P 500: A 20-week trough formed July 29. Bullish momentum has weakened but is not yet bearish; the key question is whether another 40-/80-day peak forms before an F-category break below the 20-day FLD initiates the decline into the mid-September 80-day trough.

 

NASDAQ: A 20-week trough formed at the end of July, at least 20-week magnitude and potentially higher. The NASDAQ retains stronger near-term bullish potential than the S&P 500, with 30,239 still outstanding and a possible double peak preceding the eventual F-category decline into the 80-day trough.

 

Australian ASX: A 20-week trough formed around the US troughs, but the 20-day FLD has produced unclear signals and the trough did not clearly form below it. A 40-day trough probably formed in the third week of August, although an alternative remains. The ASX is likely approaching its second 80-day peak, but its FLD is unusually unreliable (23% interaction rating), while failure to reach 9,237 provides a stronger bearish warning than in the US markets.

 

 

Gold: A 20-week trough formed in the third week of July. Gold's bullish impetus may have been exhausted at its recent 80-day/possible 20-week peak; the confirmed F-category FLD break favors approximately $4,312 and a mid-September 80-day trough, although larger bullish cycles may remain ahead.

 

 

 
Bitcoin: Bitcoin has finally rallied from the potentially January 2026 18-month trough. A 20-week trough was identified in early July, although it could also represent a better placement of the 18-month trough. Bitcoin has finally produced the expected bullish strength; the 76,753 40-week FLD target has been exceeded, while the 20-day FLD will determine whether the 80-day trough occurred early or remains ahead.

 

 

Reference:

David Hickson (August 31, 2026) - Hurst Cycles Market Update. (video) 

Captain Obvious of the Euro-Titanic | Laura Ru

On August 27, at a business forum in Paris, Führerin Ursula von der Leyen stated the obvious: the former advantages of the European economy have all disappeared. The European economic model, she explained, had rested on several pillars: cheap imported energy from Russia, open global trade, growing access to the Chinese market, US strategic protection, and Western technological leadership.

Clearly batting for a team demanding Europe throw itself off the cliff.

 

What von der Leyen chose not to mention was that these advantages did not disappear by accident. They were systematically destroyed by the very institution she leads, through sanctions that severed energy and economic ties with Russia, a trade war against China, and regulatory overreach that suffocated European industry.

Russian officials have watched Europe's self-inflicted wounds with a mixture of bewilderment and dark amusement. Maria Zakharova, the official spokesperson for Russia's Foreign Ministry, responded to von der Leyen's confession with a single, devastating epithet: "Captain Obvious of the Euro-Titanic." From Beijing, the critique is no less damning. Chinese analysts have watched Europe's protectionist turn with growing frustration, arguing that the EU is destroying the very thing it claims to protect: its own industrial competitiveness.

The EU's share of global GDP has plummeted from 30% in 2008 to just 17% in 2025—a decline three times faster than that of China's Qing Dynasty during its collapse. And as one Chinese commentator put it, while the Qing fell to foreign invasion, Europe's decline is "self-inflicted, purely something Europe has brought upon itself."

It is, in the words of one Chinese analyst, "locking protectionism directly into its economic and trade policy system." European decision-makers, Chinese commentators argue, have lost touch with basic economic reality. They are absolutely right. This is a systemic crisis that permeates Europe's decision-making circles. Both Moscow and Beijing see the same tragic irony. Europe has spent years lecturing the world about rules and order, about strategic autonomy and economic resilience. Yet in its rush to punish Russia and contain China, it has torn down the very foundations of its own prosperity.

In Paris, the Führerin zeroed in on Europe's €10 trillion in household bank deposits, branding them "lazy" (paresseuse) capital that must be forced "to the service of European companies" through her Savings and Investment Union. Explicit plan: securitize them, supervise them. Coming for your savings, Europe.

Europe's energy prices are now two to three times higher than in the US and China. Its industrial base, once the envy of the world, is bleeding jobs and capacity. Its share of global markets continues to shrink. And its leaders, having created the crisis with their own hands, can only stand by and admit that the old model is gone. They are clearly batting for another team, one that demands Europe throw itself off the cliff.

 

Reference:
Laura Ru (August 30, 2026) - Europe's Self-Inflicted Collapse.  

Laura Ru (pen name of Laura Ruggeri) is a Milan-born Italian independent researcher, writer, and geopolitical analyst based in Hong Kong since 1997. A former academic in media and cultural studies, she focuses on multipolarity, international relations, US foreign policy, China–EU relations, and European political economy. She publishes long-form essays and commentary on  Substack, Medium, and Telegram.

See also:
Lawrence Wilkerson (August 28, 2026) - CIA, MI6, and Mossad Own Europe's Political Class.