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Saturation Macroeconomics: The Great Historical Nonlinear Crash: The DAX: 24/60/48/39 Of 39-40 Weeks :: X/2.5x/2x/1.6x

18 April 2012 Saturation Macroeconomics: The Great Nonlinear Crash: The DAX: 24/60/48/39 of 39-40 weeks :: x/2.5x/2x/1.6x

Equities are the asset-money-debt system's favored tax advantaged asset. Their valuations have gone to their extreme saturation time limits.

All the buyers are in the markets. The financial industry's press releases have encouraged maximum participation.

Within the next 3-5 trading days denominated in hours, the debt-money-asset system -- bound by its intrinsic time dependent quantum mathematical laws which relate to a finite limit of bad nonrefundable debt relative to macroeconomic system's money, good debt, and system assets' fluctuating cumulative valuation, the latter which in turn are denominated in cumulative good debt, money, and existing non defaulted bad debt -- will undergo a great transitional crash resulting in a historical nonlinear collapse in valuation of commodities and equities with the exception of long term US debt instruments futures which will see historical 150 year low interest and inverse high valuations.

For the Wilshire the final pathway is 18/36/31 of 34 to 36 trading days.

For the final 34-36 days, 2 fractals are apparent: a 4/10/8/6 :: x/2.5x/2x/1.5x fractal follow by a 2/4/3 of 4/3 day fractal.

This would bring the sequence to the 34th day of the 18/36/34 to 36 day sequence.

While this could be the final pathway, an additional final sequence of 2/5/4/3 hours is possible with the transitional crash confined to the last 3 hour fractal.