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June 2010: Saturation Economics: The Quantitative Great Nonlinear Commodity and Equity Collapse

June 2010: Saturation Economics: The Quantitative Great Nonlinear Commodity and Equity Asset Valuation Collapse

The Over Supplied and Over Debt Burdened Saturated Global Macroeconomy:

The Qualitative 'Too..'  in a Self-Organizing Integrated Quantitative Macroeconomic System

Too much extended credit, too much fractional and otherwise leveraged lending, too easy of lending parameters,  too much fraud in assessing the market value of assets and the ability of borrowers to repay encumbered mortgage debt, too low of interest rates, too much greed, too little wisdom, too much produced accumulated debt,  too many produced assets, too many  overvalued assets, too much forward consumption, too little of understanding of how the macroeconomic system works, at the asset supply saturation point  too few of jobs to service too much debt, too many politically promised entitlements, too many service type of jobs arising in an asset overvalued economy,  too little paying and too tenuous of those service sector jobs to maintain debt payment on overvalued assets, too many public vice private sector jobs, the latter of which has heretofore provided the real economic  tax base for those public sector jobs and entitlement entities, and too much collusion between politicians, international companies, financial trusts and central bankers in an attempt to maintain citizen debt obligations and liabilities while negating the liabilities and bad judgments of their own  too big to fail colleagues ....

... have produced the current lofty overvalued asset precipice,  from which a synchronized saturation macroeconomic quantum second fractal asset valuation nonlinear collapse will transpire.

The real global money supply, the 'real private profit' 'money supply' that supports 'real' commodity and equity asset valuations  is imploding.  While the world central banks are extending credit (which is by way of rationalization rather than reality based on hopes and presumptions of future taxes and future attempts producing more austere and quasi - balanced  budgets) to maintain some sort of economic equilibrium  via the flow of previous tax based payments to essentially government related projects, entitlements, contractors,  and government employees  - the excess money available  for 'investment' from the real economic sectors has evaporated even in a ZIRP environment.

1 June 2010 Quantum Asset Valuation Saturation Curves:

NIKKEI: 25-26/63 of 63-65 months   ::  x/2-2.5x  

TMWX: 70/152 years x/2-2.5x

TMWX:  9/21 years  x/2-2.5x

TMWX: 46/96 month x/2-2.5x

TMWX: 14/35/28/22 of 22-23 months  ::  x/2.5x/2x/1.5-1.6x

TMWX: The last two monthly fractals ie 28/22-23 months are composed of

TMWX: 34/84/82  weeks:  x/2.5x/2.5x  extension growth fractal; the third fractal near 2.5x extension was directly related to
      a massive deficit stimulus and ZIRP policy
TMWX: 34-35/87-88/83 of 87-88          y/2.5y/2.5y decay fractal

TMWX: The 87-88 week last decay fractal is composed of two growth series:
7/16/19 weeks and 9/23/18 of 22-23 weeks:

The Wilshire's 9/23/18 of 22-23 week fractals exactly matches the CRB weekly fractal.

Copper has a 21/48 of 52-53 week x/2.5x expected completion matching the Wilshire's and the CRB's
expected final low point.

Gold is following a 26/60 of 64-65 week fractal with a final expected end matching the CRB and Wilshire.
Two successive  fractals of 7/17/18 and 9/23/18 of 22-23 weeks match  the Wilshire's.

Debt instruments have been and will be the recipients of money exiting commodity and equity assets.
a blow-off of 15-16/34-37/8-14 days will take the 30 year and 10 year US debt instruments to 150 year lows in 3-5 weeks.

Following the quantum daily, weekly, monthly, yearly, and decade asset valuation fractals: in this saturated macroeconomy, expect a very expected synchronized second fractal nonlinear devaluation in commodities, gold, and equities and oppositionally a nonlinear valuation appreciation in US debt instruments.