Saturation Macroeconomics’ Precise Predictions For an Ideal Fractal Sequence of Synchronized 153 Year Second Fractal Asset Collapse to a 25 April 2011 Low.

A blind squirrel with enough random searching will find an occasional nut. A broken clock is exactly right twice a day.......

The long-term quantum patterns of saturation macroeconomics are defined by nodal low valuations, quantum fractalized time dependent asset growth and decay valuation evolution, second fractal nonlinearity, and fractal time dependent areas of saturation highs. The periodicity of these elements are so consistently and exquisitely regular and so predictable that this expected periodicity allows the workings of macroeconomy and macroeconomic system to be rightfully considered a self balancing, self organizing patterned science.

The greatest macroeconomic event in US history is expected to unfold in the next two months. It is an event that is exactly predictable by the new science of saturation macroeconomics.

Below a very precise prediction is made accompanied with the very simple quantitative math of saturation macroeconomics. It is the US macroeconomy's decade long asymptotic GDP recently dependent on Asian purchase of US debt and more recently on US central bank assumption of overvalued assets and exnihilo money printing, national and global accumulating debt, global asset over supply, and global asset overvaluation relative to global wages and useful job demand that are causing the and are summated in the exquisite precisely evolving quantitative fractals. Linearly building pressure within the asset supply-cumulative debt-asset-valuation-job and wage system mounts and mounts slowly over time until a nonlinear event suddenly occurs.

On 11 March 2011 or 10 March 2011 for those on the eastern Pacific rim a horrific natural nonlinear event occurred resulting in the lost of life in the thousands and asset property value in the hundreds of billions. The terrible event had little to no effect on the progression of the 11 March 2011 Wilshire's saturation asset valuation and curves. The great Wilshire's daily valuation is a summation product and integrated phenomenon of the money-asset-debt system represented by the total global asset system worth in the hundreds of trillions of US equivalent dollars.

While the Wilshire's trading valuation after the natural event on 11 March was seemingly unremarkable, a nonlinear event occurred a day earlier that most characterizes the system. This nonlinear event was exactly perfectly consistent with the growth and decay quantitative fractals into which the system self-organizes itself and was described in the Economic Fractalist main page. The nonlinear event for the Wilshire, a nonlinear valuation break occurred one day earlier between the end of the trading day on 9 March and beginning of the trading day on 10 March.

Observe the Wilshire's minutely ten-day pattern incorporating 9 and 10 March and ending on 11 March 2011 and observe second fractal nonlinearity. March 9 was day 134 of 67/134 day fractal with the nonlinear break between day 134 and 135, between the 134 day second's 2x and the beginning of interim 2.5x.

10 March, the final lower high before the nonlinear break was lower than the Wilshire's 18 February high, which stands as the Wilshire secondary 11 October 2007 high.

Before going further for the expected daily count to the expected May low, there are two remarkable long term monthly first and second fractal series, the first series whose second fractal peak evaluation exactly matches the March 2010 highs and the second first and second fractal series whose low exactly matches the expected May 2011 low. which are exactly synchronized with the expected .

**Two Long Term Monthly Fractal first and second fractal sequences:**

**A. A 2 Phase Fractal Growth Series of 51/102 months :: x/2x : March 2011 is the 102nd month of the second fractal**

October 1998 to 2003 51 months x first fractal 2003 -2011 102 month 2x second fractal ending March 2011

The 140 year 1858-1998 second fractal (141 years via fractal counting) was extended by credit expansion associated with the PC and its accouterment’s with a first fractal composed of 2 sub fractals 15/37 months for a total of 51 months. March 2011 is the 102nd month and represents exactly 2x of the 51 base fractal. The 102 month fractal is composed of a series of interpolated fractal series.

{11/27/22/17 months :: x/2.5x/2x/1.5x classic 4 phase growth and decay fractal

x x x 2/5/5months:: x/2.5x/2.5x 3 phase transitional decay and growth fractal: the last 2 months are the terminal part of the 17 months 4th decay fractal

x x x x x 5/12/10 months x/2.5x/2x three phase growth fractal: the first 5 month fractal is the terminal 5 months of the 2/5/5

The probability that this patterned behavorial is occurring by chance: close to zero.

** **March 2011 completes the ideal 2x 102 months and opens the window of second fractal nonlinearity.

B. Another window of second fractal nonlinearity of a long 2 phase fractal series is rapidly closing.: 99/246 of 247.5 months

The first 99 month fractal is formed by nodal lows almost exactly 99 months apart on 12 August 1982 and 11 October 1990.

This 9 year fractal bridges or is shared between a 17/40 year fractal sequence beginning in 1932 and ending in 1990 and a second of which is 21 years in length. The 99 month first fractal serves as the base for a maximum length 2.5x of 247.5 month second fractal. For the Wilshire March 2010 is the 146th month of the 147 1/2 month second fractal sequence. A necessary second fractal nonlinear ending will occur in the next 1 and 1/2 months. The synchronized timing of this 99/147.5 month first and second fractal series in the 70-71 year/153 year first and second US equity continuum fractal sequence indicate this is the long anticipated second fractal nonlinear collapse that will devastate the macroeconomic system.

**Examples of second fractal nonlinear endings**

1. The 1987 equity crash

2. The 6 May 2010 :: x/2.5x/2x/1.5x Lammert patterned equity flash crash.

3. The 67/134 day :: x/2x day incipient crash on 10 March 2010

#2 More interesting than the expected 1987 Black Swan event was the 6 May 2010 flash crash. From the March 2009 low the Wilshire followed Lammert saturation macroeconomic quantum fractal patterns. From nodal lows 88/221 days with 2 of the 221 days half trading days for holidays. With the half trading days this is precisely a perfect x/2.5x Lammert fractal. More interesting was the third fractal composed of an averaged 13/26/ (6/15/12/9) ideal Lammert fractal with the flash crash located in the third fractal of an ideal 4 phase x/2.5x/2x/1.5x fractal series correlating exactly to 6/15/12/9 nodal low days. .

The Probability of the exact 88/220 trading day x/2.5x and the 6/15/12/9 day fractal sequence within the terminal portion of the 220 trading day second fractal and the May 6 2010 nonlinear day within the terminal portion of the second fractal occurring of occurring by chance? - so close to zero that it doesn't matter. These self organizing valuation patterns represent an empirically proven new science.

# 3 More empiricism and precise Lammert quantitative fractal progression AND nonlinearity

Formed by the May 6 low and the terminal final 9th day of the 220-1 day second fractal terminal 6/15/12/9 day sequence, the Wilshire formed a curvilinear base of 14/27/24/18 days or an averaged 12/29/ 24/18:: x/2.5x/2x/1.5x fractal with 2 additional days to a final nodal low. The base fractal for of the third fractal of the 88/221/base fractal sequence was formed by the last three fractals of the 14/27/24/18 or 27/24/18 or 67 days ; that is a 67 day base; the 2.5x second fractal ending of this base would end at day 233, The nodal sequence is 14/27/24/20 days or 69 days. If the base is 69 days, nodal low to 31 August 2010 nodal low , the second fractal ending would occur on day 240. The nonlinear break between 2x and 2.5x would occur between day 134 and 135 for a 67 day fractal base and between day 138 and 139 for a 69 day base. The following fractal of 17/48 days suggest the last two days are integrated into the 17 day base of the 17/48 sequence making the sequence an ideal 19/48 day x/2.5x sequence.

From the March 2009 low the daily sequence is a three phase fractal of 88//221//67/134 days with the 67/134 day fractal composing the third fractal. The Wilshire secondary high occurred on February 18, 2011.

There were 2 more days laterally beyond the 67 day base but these days were part of a second fractal growth sequence of 19/48 days or 66 days of the 67 day base second fractal. second sub fractal.

Incipient 153 year second fractal nonlinearity began on 10 March 2011.

#3 67/134 days: the third fractal of the 6 March 2009 88/220 days Lammert pattern started on 25 May 2010 and was composed of 67/134 days. Before the nonlinear valuation gap lower for the Wilshire on 10 March 2010 marking the >2x-2.5x ideal terminal interval, the 9 March 2009 67/134 day maximum x/2x valuation was completed. It was the final lower high to the Wilshire's 18 February 2011 high. The 18 February 2011 high represented the Wilshire’s secondary high to the nominal 11 October 2007 high.

What now for the great summation Wilshire's synchronized terminal nonlinearity of the 70-71/153 year x/2-2.5x; 1998 51/102 month x/2-2.5x; 1982 99/146 of 147 1/2 month x/2-2.5x (extreme terminal end) and; 67/137 of 168 day x/2-2.5x Wilshire?

Precisely this: As of 12 March 2011 Nonlinear Collapse will occur within the last 1 and 1/2 month of 1982 second fractal of 246 of 247 and 1/2 months corresponding exactly to the last 32 days of the 25 May 2010 third fractal of the 88/221 day sequence starting on 6 March 2009. This third fractal is composed of two sub fractals of precise quantum lengths :: x/2.5x :: 67/136 of 168 days first and second fractal.

The final low, which would ideally be a low reversal day, will be on the 168th 2.5x day of the 67 day base or on Monday 25 April 2011.

As of 12 March 2011 an ideal fractal pattern to this low would be 9/21 of 23/18/14 days with the great nonlinear crash on day 10 or 11 of the third 18 day fractal. The final low, a low reversal day would be on 25 April 2011.

How low will the Wilshire fall?

In normal systems the delta between the two preceding highs would be added to the preceding low. This would represent a Wilshire between 4 and 5000.

But this is not a normal system with the Federal Reserve and other central banks maintaining a false economy with ten percent deficit spending and with that ten percent representative of a decade long asymptotic GDP; only maintained by 20 trillion dollars of federal deficit spending and placing the bank, trading industries, former smokestack companies, and real estate GSA's bad asset on the accounts of US citizens.

The system's malinvestment and accounting scheme is maintaining the shell of a burnt out saturated economic system which is at great dysequilibrium with housing supply, valuation, real needed jobs, debts, entitlements, and real economic activity needed to maintain

price structure.

The defacto malinvestment of money into speculative equities and commodities created by federal monetary zero interest policy and return on savings coupled with the true macroeconomy's dysequilibrium will very likely result in a surprisingly low Wilshire valuation.

While shorter decay sequences are possible, using the 6 May flash crash as a template whereby the crash occurred on the 7^{th} day of the third 12 day fractal of a perfectly ideal nodal low to nodal low pattern of 6/15/12/9 day :: x/2.5x//2x/1.5x, a proportional prediction can be made for the final pathway to the Wilshire low.

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**The synchronized nonlinear crash expected on day 10-11 day of the third 18 day fractal of the 9/23/18/14 day ideal Lammert sequence is expected to be a once in over 250 year event. The boundaries of the daily fractal sequence to an expected April 25 low are 9-10/23-25/18-20/14-15 days with a maximum extension of 5 trading days.**