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## Equity And Commodity Collapse: The 28/70/56/41 Of 42-45 Week Wilshire Fractal Series X/2.5x/2x/1.5-1.6x 1 comment

Interpolative Asset Valuation Integration: How the system works: The March 2003 Wilshire: 20/50/42 Month Fractal And The Historical 1982: 9/23 year collapse.

The 28/70/56/41 of 42-45 week fractal series is an interpolative 4 phase fractal series which incorporate the terminal portion of the 50 month second fractal and all of the 42 month fractal series of the March 2003 20/50/42 month current series.

A 19 December 2011 Wilshire 18/37/37 of 37 to 38 day series was completed on 27 April 2012. The maximum valuation rise demonstrates the extremely rule advantaged tax advantaged and favored status of the equity cklass of assets.

The last 37 day third fractal of the 18/37/37 day series was composed of two ideal subfractals 4/10/8/7 days and 3/7/5 of 5-6 days. A nonlinear decay during the next 4 weeks would result in a 28/70/56/42-45 week ideal x/2.5x/2x/1.5-1.6x fractal series.

How precise is the countervailing asset valuation mathematics involving the hegemonic US debt valuation on the one hand and Global equity and commodity valuations on the other.

Europe will collapse. European debt will undergo default collapse. The value of the Euro without a collaborative system foundation will evaporate. All global assets of the debt-money-asset system will be denominated in far far fewer global money-debt equivalent. The collapsing demand of the real economic base, will make citizens play the part of poor sharecroppers opposite the wealthy very elite holders of (mortgages of the barren land) the US debt and other quality debt.

For the real economy and the little people who depend on it, this is the Grapes of Wrath event exponentialized. The roll out of additional QE programs will be needed yesterday.

A systemic macroeconomic mathematical nonlinear collapse is at hand.

While equities have had a Tuesday to Friday 7/18/14 hour three phase growth fractal , over the 24 hours of trading long term US debt interest rates have oppositionally dropped.

The Wilshire began its descent as a 4/10/10/7: x/2.5x/2.5x/1.6x week fractal on the week of 22-28 August 2008. 9 March 2009 was the volume weighted average low for the Wilshire. The Wilshire's week of 9 March 2009 had a lower weighted volume average valuation than the week ending 6 March 2009 which had heavier volume trading and higher average valuations.

The weekly base fractal of the interpolated March 2003 third 40 month spans from the from the week of 22-28 August 2008 and ends on the week of 9 March 2009. this is 28 weeks in length.

The exactly 2.5 x second week interpolated fractal is formed by a 70 week fractal where the base fractal is an interpolated fractal starting on 17-20 February 2009 and representing a 3/8/8/5 week :: x/2.5x/2.5x/1.6x fractal or 21 weeks.

The interpolated fractal sequence is 21/52 weeks. The nadir low is 19/52 weeks or 70 weeks. The 6 May 20010 flash crash was a second fractal nonlinear event occurring on week 44 or between 2x and 2.5x of the 52 week second of the 21 week interpolated 17-20 February 2009 base.

Move forward to the 56th week of the third fractal or 2x of the 22-28 August 2008 to 9-14 March 2009 28 week base occurring in a 28/70/56 week x/2.5x/2x fashion and occurring during the week of 18-22 August 2011.

Currently the macroeconomic system is at a hegemonic Wilshire 28/70/56/41 of 42-45 week :: x/2.5/2x/1.5-1.6 x fractal. A nonlinear Equity and commodity asset valuation collapse is predicted by the debt-money-asset quantum science of saturation macroeconomics.

The 41 week fourth fractal is composed of two fractal series: a 16-17/40/32/23 day or 4/9/7/6 week :: x/2.5x/2x/1.5x series and a either a 19 December 2011 28/63 of 70 day x/2x-2.5x first and second fractal series or 18/37/37/1.5x or x/2-2.5x/2-2.5x/1.5x :: 4/9/8/1.5x week series.

A 28/63 of 70 day series would complete a 28/70/56/41 of 42 week :: x/2.5x/2x/1.5x series with nonlinearity falling between the 64th to the 70th day.

Alternatively the 19 December 18/37/37 day fractal could represent the longer 28/70/56/45 week :: x/2.5x/2x/1.6x pathway with an averaged ideal periodicity defined by the combined length of the first and second 18 and 37 day fractals or an averaged 16/39/32/23 days or 4/9/7/5 weeks with 4 more weeks to a low following a possible interpolative decay sequence of 5/5 of 12/10-12 days or 16-18 more trading days to a low.

Both pathways would confirm the debt-money-asset macroeconomic Lammert quantum patterns of x/2.5x/2x/1.5-1.6x.

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Comments(1)3/8/5 of 5-6 days :: x/2.5x/2x