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Nonlinear Quantum Saturation Macroeconomics

In March 2009 monetary  scaffolding was placed under the equity and commodity valuations as the Fed began its linear purchasing of 3-400 billion of their own issued debt. There simply was not enough money in the real global macroeconomic system to borrow the funds from private real economically based entities. Bad assets were taken off private books and placed on the Feds books for the stated purpose to allow the possibility of private lending. This didn't happen.

For commodity and equity valuation saturation curves, the extra 700 billion dollars on the Feds books, while small compared to the total assets' considerable summated value, had a decided  effect on the Lammert valuation saturation curves.

Compared to the average private annual amount of net  investment money flowing into speculative funds, the Federal Reserves activity was substantial. Importantly  the effect of the Fed's activity can be observed using ideal quantum asset fractal valuation progression which further corroborates the hypothesis that the forward consumption debt dependent global  macroeconomic system defined in its countervailing debt valuation asset vice commodity/equity valuation asset quantum fractal saturation growth and decay curves is a predictable and highly patterned science.

From the Wilshire/CRB low's in Nov/Dec 2008, 34/32 week first fractal base respectively had a directional change from decay to growth in valuation in the mid portion of the base.  The second weekly fractal growth series for the Wilshire was 9/23/22 weeks and for the CRB 9/23/19 weeks.  The ideal concluding fractal cascade for the CRB is 5/13/10/7 weeks and for the Wilshire 6/15/12/9 weeks where the base fractal for the CRB starts at week 19 of the 9/23/19 week fractal series and where the terminal portion of the 6 week base for the Wilshire corresponds to the terminal portion of the 22nd week of the 9/23/22 fractal series.