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  • EUPHORISTS: Expect The Unexpected: The Early April 2012 Commodity And Composite Equity Crash 2 comments
    Apr 1, 2012 4:00 PM

    The dominant Wilshire/DAX averaged three phase Lammert growth pattern from March 2003 to present is 20/50/40 :: x/2.5x/2x months.

    System nodal low valuations show a 21/53/42 :: x/2.5x/2x pattern.

    There are three observable synchronized second fractals: all within the terminal portion of the second fractal of the first base:

    1789-1858//1858 -2012 :: 70/155 years
    1982-1990//1990-2012 :: 9/23 years
    28 Sept-25 Nov 2011//25 Nov 11-30 Mar 12 43 or(5)+39/87 days

    Great and historical second fractal asset devolution nonlinearity is expected.

    For the March 2003 20/50/40 month growth fractal, the third 40 month growth fractal has a complex evolution and is best observed in the monthly evolution of the DAX.

    The base fractal for the 40 month third fractal begins in the terminal portion of the 50 month second fractal.

    A part of one month from the terminal 50 month second fractal is added to 6 downgoing months for a total of 7 months. The lower low valuation at the end of the 7 month base fractal provides an indication of the massive poor quality nonrepatable debt load that weighs on the debt-money-asset system.

    The monthly DAX pattern is 7-/17/13-14/8-9 of 9-10 months.

    The weekly DAX pattern correlating to this monthly pattern is 24/61/48+/39 weeks. Starting In April the DAX/Wilshire/NIKKEI are on the 37th of 39 weeks.

    Global composite equities and commodities will undergo nonlinear devolution over the next 3 weeks:

    In order to reach a third fractal final apogee of 40 months the system 'self assembled' a complex daily and weekly reflexic fractal series of x/2.5x/2.5x - best seen with the DAX composite.

    The DAX completed a (3)/6/15/15 week reflexic fractal series with a final daily apogee at (11)/(4)28+/71/71 days.

    The DAX is now in a crash mode with the third fractal 15 weeks or 71 plus day growth sequence as of 31 March composed of 19/39/18 of 18-22 days.

    The third 18 day fractal is currently composed of 4/10/6 of 6 to10 days as a final lower high.

    The entire final length to a crash low will occur over the next three-four weeks completing a 24/61/48+/39.

    There are two monthly interpolated fractals from 2003 whose phase interface will form the base fractal for final Wilshire lower low.
    These are a 20/50/40 month and a 21/53/37 of 42-43 month fractal series.

    The fractal tracking to the final low appears to be in a phase difference between these two interpolated fractals.

    Retrospectively in 2-3 years the pathway to the final equity valuation system low will follow a highly mathematical, elegantly simple fractal pattern.

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  • The Economic Fractalist
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    Author’s reply » Reuters 3 April: 2012:


    " S&P 500 falls from four year highs, thanks to Fed




    Stocks fell on Tuesday, with the S&P 500 retreating from four-year highs after the U.S. Federal Reserve said it was less inclined to provide more economic stimulus. "


    Reuters whose recent euphoric news has been designed to suck dollars into the saturated peak equity market while selling and accumulating shorts now begins its programmed 'sell' news.


    Up or down the financial industry controlled news is used to maximize the process of separating the small speculators from their money.


    Money will now flow into bonds driving US interests to historical 150 year lows. While the Fed may be able to sell some of their debt to the sponsors of Reuters, a QE 3 equivalent will occur within 3 months.
    4 Apr 2012, 03:50 AM Reply Like
  • The Economic Fractalist
    , contributor
    Comments (51) | Send Message
    Author’s reply » The 29 March 2012 Crash Decay Fractal: 3/4 of 8/8 days


    The Patterned Behavior of the US and Global Macroeconomy:


    The Great April 2012 Equity and Commodity Crash:


    From March 2003; the Wilshire has completed a 20/50/40 month fractal series.


    The last 40 months since March 2009 while a sharp third fractal valuation rise, did not eclipse the 11 October 2007 high predicted by saturation macroeconomics.


    For speculators and hedgers only the delta matters, up or down. If fact the sharper up or down the bigger time dependent gains.


    In the US while the Wilshire represents only 15 trillion of the debt-money-asset system’s 190 trillions of value, its time dependent patterned behavior is the window into the integrative self assembly optimal valuation behavior of the debt-money-asset macroeconomic system.


    This patterned behavior of the equity class elevates macroeconomics to a science.


    Of the the US debt-money-asset system’s 52 trillion of debt, a good percentage will undergo default. A greater percentage of Euro debt will under default. The net effect of this default will lower total system wealth and the valuation of all assets except paradoxically electronic US hegemony paper money and US federal debt whose valuations will increase as purchasing power increases relative to other asset class declining valuations.


    A great equity crash will occur over the next 2-3 weeks in April 2012.


    It will be accompanied by a commodity crash with the exception of:


    US debt instruments whose values will rapidly rise will with US interest rates falling to 150 year historical lows.
    8 Apr 2012, 11:08 AM Reply Like
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