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The Economic Fractalist

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  • 70/140 years :: 10 October 1998; November 2010: The Lower High Saturation Area of The Wilshire's 49/98 Month Extended x/2x Fractal Series  [View instapost]
    Saturation Macroeconomics: 19 November 2010:

    Ecce the 25 May 2010 8/20 Day Fractal: Ecce The 24 (vice 25) March 2010 31/78/62 Day Fractal :: x/2.5x/2x

    Patterns.

    Patterns define science.

    It is the available inter-convertible asset-money supply that creates the asset saturation curves.

    That money supply is being compressed by the forces of nonrepayable debt, entitlements that cannot be continued in a contracting property value and higher unemployment era, and salaries that are not justified by the value produced relative to a global leveling wage and service world macroeconomy.

    Global asset saturation production and supply is evident in Asia, the subcontinent and Australia.

    The US central bank continues its attempts to offset the contracting money supply and continue the wages of world stabilizing US military by electronically fabricating money from less than fractional expansion and in reality from nothing. Bad assets have been placed on the books of the central bank to continue the interconnected banking-debt system.

    Ultimately the wealthy elite are at risk. Those are the sovereign debt bond holders and the money changers of those electronic instruments who are currently the masters of the world living on the interest of those ethereal elements.

    And as at the close of the 16th century in France, when debt becomes excessive and disparity becomes too great, cataclysmic changes in the social order and wealth system can occur.

    November 2010 is the 98th month of a 49/98 : x/2x fractal starting in October 1998 : the extension of a 70/140 year US fractal beginning in 1788-89 and a larger British hegemony second fractal pattern beginning in about 1695.

    The ubiquitous and dominant characteristic of terminal portions of second fractals are nonlinear lower lows where all of the asset buyers are fully invested and no one remains to buy one penny's worth more of the overbought asset.

    The 25 March 2010 curvilinear pattern for composite equities of which the US Wilshire represent the plurality majority is 31/78/62 days with 19 November 2010 the sixty second (62nd) day of the x/2.5x/2x fractal.

    Expect historical nonlinearity and gapped lower lows.
    Nov 21, 2010. 07:59 AM | Likes Like |Link to Comment
  • 70/140 years :: 10 October 1998; November 2010: The Lower High Saturation Area of The Wilshire's 49/98 Month Extended x/2x Fractal Series  [View instapost]
    Saturation Macroeconomics: 19 November 2010:

    Ecce the 25 May 2010 8/20 Day Fractal: Ecce The 25 March 2010 31/78/62 Day Fractal.

    Patterns.

    Patterns define science.

    It is the available inter-convertible asset-money supply that creates the asset saturation curves.

    That money supply is being compressed by the forces of nonrepayable debt, entitlements that cannot be continued in a contracting property value and higher unemployment era, and salaries that are not justified by the value produced relative to a global leveling wage and service world macroeconomy.

    Global asset saturation production and supply is evident in Asia, the subcontinent and Australia.

    The US central bank continues its attempts to offset the contracting money supply and continue the wages of world stabilizing US military by electronically fabricating money from less than fractional expansion and in reality from nothing. Bad assets have been placed on the books of the central bank to continue the interconnected banking-debt system.

    Ultimately the wealthy elite are at risk. Those are the sovereign debt bond holders and the money changers of those electronic instruments who are currently the masters of the world living on the interest of those ethereal elements.

    And as at the close of the 16th century in France, when debt becomes excessive and disparity becomes too great, cataclysmic changes in the social order and wealth system can occur.

    November 2010 is the 98th month of a 49/98 : x/2x fractal starting in October 1998 : the extension of a 70/140 year US fractal beginning in 1788-89 and a larger British hegemony second fractal pattern beginning in about 1695.

    The ubiquitous and dominant characteristic of terminal portions of second fractals are nonlinear lower lows where all of the asset buyers are fully invested and no one remains to buy one penny's worth more of the overbought asset.

    The 25 March 2010 curvilinear pattern for composite equities of which the US Wilshire represent the plurality majority is 31/78/62 days with 19 November 2010 the sixty second (62nd) day of the x/2.5x/2x fractal.

    Expect historical nonlinearity and gapped lower lows.

    .
    Nov 20, 2010. 02:16 PM | Likes Like |Link to Comment
  • Gold: The Luster Is Back [View article]
    Gold valuation in US dollars will fall for 3 weeks into early October 2010 and thereafter have a very sharp increase for 2-4 weeks with a final high in late December. In Jan and February 2011, a decrease will occur to the 700-750 US dollar level. TEF.
    Sep 19, 2010. 11:12 AM | Likes Like |Link to Comment
  • The Debt-Money-Asset Macroeconomic System: The Confirmed Simple Mathematical Science of Saturation Economics: The Week of the Predicted Millenium Global Equity and Commodity Nonlinearity [View instapost]
    For the Wilshire and Euro Equities, the final daily sequence which adds yet another first and second fractal series is 10-11/20 and 21 of 22-27 days.
    Jul 6, 2010. 08:02 AM | Likes Like |Link to Comment
  • SATURATION MACROECONOMICS: At the 152 Year Second Fractal Nonlinear Edge: As Ford, Copper, and the Nikkei Go; So Goes The World Macroeconomy [View instapost]
    6 May 20010 The Flash Crash: a Second Fractal Marker:

    19/45.34 of 34-38 days: x/2.5x/2x,

    Observing the US debt instruments; 6 May 2010 was a second fractal nonlinear event. The next nonlinear event likely represents the 152 year US equity continuum synchronized nonlinear event.
    www.economicfractalist.../

    The Economic Fractalist

    'The Science of debt dependent saturation macroeconomics.
    Jun 23, 2010. 08:46 PM | Likes Like |Link to Comment
  • Nassim Taleb on What Should Really Worry Us About the 'Flash Crash' [View article]
    Gold's Valuation Fractal's


    The procession of gold valuation fractals(denominated in, as an example, US dollars) exactly represents the old yellow relic's worth relative to currencies and commodities. The evolution of gold's valuation fractals likely provides the best linkage and opportunity for understanding the macroeconomy's deterministic ongoing money supply, asset supply, hard asset (over)valuations, total debt, and ongoing wages - relative to the values of the world's individual currencies, equity composites, commodity composites, and debt instruments.

    Gold, from 1714 to 1918, denominated in the dominant British pound and from 1787 to 1918 denominated in the US dollar had a relatively constant value of 18-19 US dollars. With the formation of the US central bank and rapid money expansion via fractional reserve lending, gold's first fractal lasted about 15 years from 1917-18 to 1931-1932 with gold averaging 20-21 dollars.

    Since 1932 gold has completed two large fractal series following the CRB's growth fractals of 8/20/10 years (38 years 2.5x second fractal) with an initiating fractal in the last 3 years 1968-1970 of the third 10 year period from 1960 to 1970 followed by a 7/17.5/9 year fractal ending in 2001. Notice the proportionality of these large yearly fractal series.

    At the end of each period, the money supply enlarged through additional debt via fractional lending and reached an accumulation point allowing gold(and commodities) to proceed to the next quantum level of valuation. A 20.50 average dollar level existed from 1917-18 to 1931-32. With devolution of all assets in 1931-32, gold's low in 1931-32 dollars was below its 1790-1917 average valuation. A 35 dollar range existed from 1932 to 1970. A average 350 dollar range from 1970 to 2001.

    Bad debt is currently being liquidated faster than the world's central banks can print money to maintain jobs and wages, the essential structural support element for continued debt repayment on overvalued assets. Hard asset prices are falling. It is the end of a large macroeconomic debt credit cycle which is characterized by debt dependent asset valuation fractal growth and decay progression. By use of gold's proportionality this great credit cycle will conclude in 12 or so years.

    Gold represents the linkage to the debt-asset-jobs-wages real economy. Its quantum saturation growth and decay valuation fractal patterns are elegant in their time ordered quantum fractal patterns.

    All of the Lammert growth and decay quantum fractal progressions of x/2.5x/2x/1.5-1,6x and y/2.5y/2.5y are easily observed in the monthly fractal sequences between 1992 to 2001, the last 9 years of the 7/17.5/9 year progression.

    In 1993 after an initiating fractal of 3 months, a 7/17/14/10-11 month :: x/2.5x/2x/1.5-1.6x progression is observed. Within the terminal portion of its third fractal's 2x or 14 month saturation growth, an 8 month base decay fractal is observed with a 8/20/20 month decay fractal :: y/2.5y/2.5y progression taking gold to a US denominated dollar low in 1999.

    At the terminal portion of the 7/17/14/10-11 month fractal a 3/7/7 decay fractal of 15 months forms the bases for a 15/38/38/15 month fractal: the last two fractals which form current 50 month 2001:2005 base.

    Likewise within the terminal portion of last 9 year fractal (7-8/18/9 year from 1970-2001), a 21 month initiating fractal formed the base for the 2-2.5x or 50 month first base fractal from 2001 to 2005.

    The probability that these ordered fractals are occurring by chance approaches zero.

    The current base fractal for gold is 5 years: 2001-2005 with a probable yearly sequence of 5/11-13/6-6.5 and ending in 2021-2022.

    Since the conclusion its 2005 first 50 month base fractal, gold is following an 18/44 of 45 month first and second smaller scale fractal series. The 44 month second fractal is composed of a 5/11 and 7/14 of 15 fractal series.

    The 7/14 month fractal series is composed of 26/58 of 62-65 weeks.

    The first fractal of 7 months or 26 weeks series is composed of an ideal Lammert fractal series of x/2.5x/2x/1.5-1.6x :: 4/10/8/7 weeks.

    The second fractal series is composed of 13/31/15 weeks.

    A sharp devaluation of gold is expected within the next 5-8 weeks which will correspond to the expected equity and commodity crash.

    Will Gold's expected final 2001-2022 5/11-13/6 year fractal end with an underlying curvilinear slope line connecting all valuations from 1917-1918 to 2021-2023 as bad debt is liquidated and hard asset prices are adjusted to ongoing wages and job opportunities? This will conform to a caricaturized x/2.5x/2.x/1.5-6x :: 15/38/30/22 year starting in 1918 and match a 70/164 year :: x/2-2.5x US equity fractal.
    May 16, 2010. 03:08 PM | 1 Like Like |Link to Comment
  • Saturation Macroeconomics: Predicting the Exact Sequence of Collapse [View instapost]
    14 May, 2010: The Science of Saturation Macroeconomics:

    www.economicfractalist.../

    Predicting the exact Global Equity and Commodity Quantum Decay Sequence

    Thus far, the fractal decay sequence is 8/20 of 20/13 days. The corrected sequence is likely 8-9/20 of 21- 22/13-20 days.

    This daily decay falls in the terminal portion of a 14/35/28/21 of 21-22 month perfect Lammert fractal sequence starting 2002, the latter which is a 2-2.5x projection of a 46 month fractal sequence starting in October 1998.
    May 15, 2010. 07:15 PM | Likes Like |Link to Comment
  • Saturation Macroeconomics: Predicting the Exact Sequence of Collapse [View instapost]
    1 www.economicfractalist.../
    :describing the macroeconomy's quantum asset valuation fractal patterns and predicting the 150 year second fractal nonlinear event

    2 economicfractalist.com...
    Setting the requirements to prove the science of Satuation Macroeconomic:A general prediction overview of the events that transpired post 11 October 2007

    3 www.huffingtonpost.com...

    The Huffington Post prediction of the 11 October 2007 Wilshire high:

    Australian Dollar Hits 23-Year High Against US

    Generational US Consumer Saturation Macroeconomics - 11 October 2007: the Top Valuation Day for the Wilshire ?; near the final weekly low for the US dollar? Watch for an opening day trading gap to the all time high for the Wilshire on 11 October with a closing at the low of the day. While the US dollar will likely be lower against other fiats and gold, it is near its multiweekly nadir.

    posted Oct 10, 2007 at 22:23:35
    May 2, 2010. 11:22 AM | 1 Like Like |Link to Comment
  • The 11 October 2007 Secondary Equity High: Observing a Gap Peak Day for the Global Equity Marker: The Wilshire on Monday 12 April 2010 [View instapost]
    Looking at the transportation index on 12 April 2010, no one can fail to observe the morning's opening gap (even on a daily basis level) closing near the low of the trading day. The nonlinear lower gap area between 26 and 29 September 2008, the terminal portion of a 35/84 ::y/2.5y first and second decay was breached at a high of 2157.82, but not completely filled.

    For the Wilshire, the predicted minutely opening gap is observable.

    Now apparent is a probable final composite US equity growth fractal with a 7 week initiating fractal of 16/35/26 weeks or x/2-2.5x/1.6x.

    For this sole quantum macroeconomic fractalist among the multitude of qualitative nongalalean geocentric macroeconomists, the predicted observable valuation gap today and the prediction of the 11 October 2007 nominal Wilshire high are the equivalent of predicted gravitational light bending around the eclipsed sun....
    Apr 12, 2010. 06:46 PM | Likes Like |Link to Comment
  • The 11 October 2007 Secondary Equity High: Observing a Gap Peak Day for the Global Equity Marker: The Wilshire on Monday 12 April 2010 [View instapost]
    Two postings ago: a wrong prediction......

    'The lower low gapped area in the transportation index that occurred between 26 and 29 September 2008 from 2160.08 and 2156.09 will not be filled."

    On 12 April 2010 look for the transportation index to have an opening gap at morning opening and the lower low gap of 2160 to 2156.09 between 26 and 29 September 2008 to be filled on 12 April 2010.

    Fascinating. The final high day of the transport composite index gaps to close its lower low noninear gap.
    Apr 11, 2010. 04:14 PM | Likes Like |Link to Comment
  • The Bernanke Plan: Sacrifice Savers to Recapitalize Banks and Benefit Debtors [View article]
    A solid article. The twin issue is the malinvestment bubbles that 0 interest rates create. Savers at some point give up and enter other available yield vehicles, ie, equities and commodities.

    The science of saturation macroeconomics www.economicfractalist.../ predicted the 11 October 2007 high and is predicting a major near term devolution in the equity and commodity markets.
    The Nikkei futures gapped blow-off of two successive days on 1 and 2 April suggest a saturation area, although a gapped higher day ending on or near the low like 11 October 2007 for the Wilshire would be a more classic representative day of the final saturation area.

    The financial industry owes Reuters, Associated Press, et. al. and spews out positive economic news near the top of the equity-commodity euphoric saturated areas to lure yet more savers into the distribution saturation areas. Amoral crooks are running this game.

    The Federal Reserve sprang from and is Wall Street. Can the Federal Reserve and other Central Bankers buy their own debt and, via an electronic shell game, each other debts at whatever interest rate desired - cheapening all labor derived savings?

    Ultimately, after this coming devolution, the financial industry will cause its own undoing. It will speculative with free money and its laborless prior gains to drive oil prices to record levels despite decreased actual demand in a contracting global real economy.

    The middle class and those newly endebted bright graduating students do not have a chance in the world that the Central Bank-Wall Street crowd have and are creating. It is sad that this great country has been brought to its knees by this central bank-wall street-politician collaborative. Too bad the twin RP's, Ross Perot and Ron Paul, didn't team up in the late eighties.
    Apr 3, 2010. 05:00 PM | 4 Likes Like |Link to Comment
  • In the Great Window of Fractal Nonlinearity (Up for US debt instruments; down for Equities and Commodities) [View instapost]
    Equity and Commodity Asset Nonlinearity: The Second Great Countervailing Money Rotation

    12 March 2010 and 11 October 2007 : The Wilshire's 10/25/25 day reflexic saturation fractal?

    The second phase of the spectacular nonlinear ratcheting down deflationary process of commodity and equity valuations will now occur as available money supporting those saturated owned and over valued assets now rotates into debt instruments. It is the science of saturation macroeconomics that defines the timing and the conversely the patterned saturation timing tat defines the new science of saturation macroeconomics.

    In a macroeconomy where forward based consumption, asset production and supply, and asset values were severely disconnected from the real economy of wages, needs, and job availability and were artificially created via federal reserve controlled low interest rates, by politically inspired government service agency inappropriate lending, via heartless, amoral, parasitic financial institutions engineering ways to disconnect the liability of debt repayment from the source of loan and with complete disregard for consequences, and via fraudulent collusion for appraising asset worth - in such a forwardly consumed, over valued, over supplied, free credit and debt laden economy - ratcheting deflation of non money assets must occur for the system to reach a new equilibrium.

    In such a forward consumption based economy, non money asset valuation and asset creation can only occur with the creation new debt. While the eastern and western central banks are the suppliers of new debt, the central banks' new debt will not result economically driven new asset production or increased asset valuation based on need. The new debt will modify a too severe deflationary scenario which could lead to social disorder and the disestablishment of the system.

    US debt instruments: TNX/TYX :: 12/29/24 weeks :: x/2.5x/2x with expectation of money flow into long term debt from equities and commodities

    CRB futures: 13/32/25 weeks ::x/2.5x/2x

    The Wilshire : 22-23/54 weeks 14 March 2010
    The 54 week second fractal is composed of 19/36 weeks or 86/172 days :: x/2x

    How can the central bank's moral hazard be quantified?
    Review the T-bill (IRX) valuation progression over the last few months. Review Ford's (F) blow-off valuation of the last 6 weeks and its gapped blow-off day: 12 March 2010.10-/24/24 weeks: x/2.5x/2.5x. During this tax preparation season the elderly and those on fixed incomes have reviewed their annual incredibly meager earnings from their savings accounts and have joined late at the blow-off equity bubble saturation area. This is the malinvestment that occurs with non market driven federal reserve manipulated artificially low interest rates. It is the common citizen who is doubly crucified while the bailed out recapitalized financial industry is doubly benefited.
    Mar 14, 2010. 05:36 PM | Likes Like |Link to Comment
  • FEBRUARY 2010 - ENTERING THE 152 YEAR US GREAT SECOND FRACTAL NOLINEARITY WINDOW FOR EQUITIES AND COMMODITIES [View instapost]
    The (first) nonlinear break? 9-10 Februrary:
    the Nikkei, SPX, FTSE, DAX. CAC:

    East and West Equities matching 4 phase declining growth and decay fractal pattern

    the 6-7th day of the 4th daily fractal pattern: 4/8-9/8/6-7 days.
    Feb 9, 2010. 06:46 AM | Likes Like |Link to Comment
  • FEBRUARY 2010 - ENTERING THE 152 YEAR US GREAT SECOND FRACTAL NOLINEARITY WINDOW FOR EQUITIES AND COMMODITIES [View instapost]
    The (first) nonlinear break? 9-10 Februrary:
    the Nikkei, SPX, FTSE, DAX. CAC:
    East and West Equities matching decay

    the 6-7th day of the 4th daily fractal pattern: 4/8-9/8/6-7 days.
    Feb 9, 2010. 06:45 AM | Likes Like |Link to Comment
  • Lammert Quantum X/2.5x/2x Saturation Asset Growth Curves and the CRB's Collapse ahead [View instapost]
    2005: The von Mises Blog: the Smart Austrians: the Qualitatively Correct Economists of a Highly Quantitative Macroeconomic Process ...

    (The Wilshire Saturation Area : 27/55-56/54 days x/2-2.5x/2x)


    Published: October 27, 2005 a bit (month-wise) before the collapse ...2005 2:48 AM)

    gary lammert

    The Fed, as the following suggests, has limited power especially at the end of major economic cycle. The Fed can lower interest rates but it can't make people borrow nor lenders lend at the end of a major economic cycle . Fractal analysis suggest that that is the exact position of the macroeconomy - at the very end of a very large 147 year cycle...

    The fractal decay puzzle which retrospectively will epitomize
    maximum mathematical efficiency in the three fractal primary decay process must be solved prior to its evolution in order to validate fractal analysis as a fundamental 'science' of macroeconomics.

    At its smallest time units, equity valuation growth to trading
    saturation points and decay to selling saturation points makes
    intuitive sense. At the longest time units, growth to the consumer debt saturation point based both on collective limited wages and overvaluation and overproduction of assets which in turn are based both on low interest rates and creative easy lending practices is followed by a contraction and decay process of asset values that unmasks the surpluses in the system and results in job contraction and lower wages based on those ongoing surpluses and contracting prices.

    This longer perspective likewise makes intuitive sense.

    Equity valuation fractals quantify, in the most efficient manner, this qualitative intuitively reasonable process. The markets are not - theyare not random walks. The markets are defined by dollars available for investment, current total value of investments and assets, ongoing wages, outstanding debt obligations, and inflationary pressures of day
    to day living fueled by low interest rates, imprudent lending
    practices, and inappropriate money creation in relation to traditional debt to wage ratios. The numbers 1-10 and fractions and multiples thereof define the ongoing valuations, debt, and money supply that is the market. That the market 'marches' and otherwise evolves to a beat of efficient fractal patterns that represents the total integration of these numbers into repetitive maximum efficient patterns is wholly reasonable.

    The probability that the retrospectively identified recurrent fractals patterns occur by chance alone approaches zero. The challenge remains to decipher the non complex puzzle and to delineate the decay process prior its real time evolution. If it can be done, it will be the first time that quantification of the valuation decay process has been accomplished before the event. Ludwig Von Mises and Joe Kennedy by
    different methodologies in 1928 and 1929 intuitively sensed in a qualitative way the lurking decay process and collapse and acted accordingly.

    Just as in 1929 and 1720, consumer saturation and/or asset
    overvaluation relative to ongoing wages and debt load will be the precipitating cause of the mechanistic deterministic non stochastic fractal decay process. By lowering the fed fund rates to extreme low levels and not controlling lending practices, the Federal Reserve and government caused excess borrowing, excess valuation, and excess production - with expected excess pain in the subsequent natural and mechanistic devolution process. By its ongoing raising of fed fund rates the Fed has placed boron rods into the uncontrolled reactor and
    decreased the highs of overvaluation with an expected lessening of pain in the devolution. Hence the Euro- Nikkei markets with relatively less tightening by their central banks have had higher recent terminal valuations. Regardless of the degree of overvaluation, devolution will inevitably occur and will inevitably occur on time according to the most efficient fractal decay progression Just as the Federal governmen and the Federal Reserve with its large check book and rapid lowering of interest rates, respectively, could not change the couse of the devolution in 1929-1932 and 2000-2003, so will they be powerless to change the course of the present devolution.

    The perfect often stated fractal growth pattern is x/2.5x/2x followed by an idealized decay of 1.5x. This last 1.5x can be subdivided into an idealized decay fractal pattern of y/2.5y/2.5y.

    TNX, the ten year note, had an exhaustion gap on Wednesday 26 October, day 38 of a 19/48/38 of 38 perfect growth sequence. What is possibility that this perfect x/2.5x/2x growth fractal with an exhaustion gap on the last day of the third growth fractal evolved via this perfect fractal growth evolution by chance? Had there been a key reversal today, it would have been a completely perfect pattern in concert with a
    possible major reversal point for the Wilshire. 27 October 2005 will be a most interesting trading in this context.


    An intriguing possibility exists that the second fractal for the
    equity composite Wilshire has already been completed. A 19/48/ 10 of 45-48 fractal decay pattern is now evident to this myopic fractalist. In this fractal solution 35-38 more trading days exist to a primary bottom with nonlinear devalutions of potentially massive proportions contained within those 35-38 days.

    A slope taken from the first day of the second fractal to the last day of the second contains all of the lowest values for the intermediate days - except 2-3 days. And even those days touch the underlying slope line at the bottom most areas of their daily valuations.

    By repetitive inductive and retrospective fractal analysis,
    macroeconomics appears to be a recurrent cyclical process of natural growth, saturation , and inevitable natural decay flowing in recurrent, nearly quantum, maximally efficient fractals of incremental time proportionalities. Growth and saturation represents the bulk of the cycle. The terminal devolutions are a very small part of the total economic life cycles; they are nonlinear; and the declines are proportional to the antecedent excesses in growth, debt, and overvaluations at the summit saturation levels.

    Gary Lammert www.economicfractalist.../

    Published: October 27, 2005 3:18 AM
    #

    Ryan Fuller

    "...the mechanistic deterministic non stochastic fractal decay process."

    Holy adjective overload, Batman!

    Published: October 27, 2005 7:42 AM
    #

    Yancey Ward

    As I wrote in an earlier comment on another thread, Mr. Lammert has made a bold prediction that we can all follow. He will either be wrong, or he will be correct.

    Published: October 27, 2005 8:53 AM
    #

    William

    It says in the news that Secretary of Treasury John Snow sez that a strong dollar is in America's best interest.

    This is unbelievable!!!! This person has the gaul to say this when this administrations has done everying in its power to reduce the value of the dollar.

    Published: October 27, 2005 4:14 PM
    #

    Peter Matias

    Gary Lammert,

    Have you ever heard of Ludwig von Mises?

    Published: October 30, 2005 6:14 AM
    Jan 21, 2010. 08:44 PM | Likes Like |Link to Comment
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