Lammert Macroeconomics: Historical Identical Reciprocal Fractal Pathways For Long Term US Debt and US Equities
Something is happening that has never before happened in the history of countervailing equity and debt asset valuation curves.
This quantum evolution is historical. In the operative forward based debt dependent economy, the evolution confirms Lammert quantitative Macroeconomics as a predictive patterned science depicting the exact and ongoing realities of money supply creation and destruction; of asset over production, oversupply, overvaluation, and job growth during debt expansion; and the subsequent asset depreciation and job contraction. The elegant daily fractal pattern is transpiring in the time frame of the Macro economy's contracting debt dependent terminal portion of several synchronized large scale monthly and yearly Lammert second fractals. The daily sequence completes a 75/181/161 weekly decay fractal: y/2-2.5y/2-2.5y starting on 11 March 2003.
A weakening economy, saturated with oversupplied and overvalued housing, the ultimate wealth currency of the common citizen, is losing jobs that supports the debt on those overvalued assets. As older homeowners, who own the house outright or have positive equity, see the value of their nest egg diminish, retrenchment occurs, providing further economic negative feedback.
The decay valuation pattern started in the final growth pattern for the Wilshire. The decay fractal pattern started on 31 March 2010 with a 6 day base fractal and completed a perfect 39 day x/2.5x/2x/1.6x Lammert quantitative sequence. The initial 39 day base formed the base fractal for a larger y/2-2.5y/2-2.5y decay sequence. The 39 day sequence ended a nearly perfect 221 day 2.5 x fractal completion of the 19 week or 88 day first fractal base starting on 6 March 2009. The 221 day second fractal sequence contained two 1/2 day trading days in late November and December yielding 220 days. What is the probability of an exact 88/220 day :: x/2.5x first and second fractal sequence low to low nodal points occurring bu chance. The system is completely self-organizing and completely deterministic.
The daily valuation pathways of equities represented by the composite Wilshire TMWX (or lessor SPX) and the reciprocal valuation of US long term debt interest rates represented by TNX and TYX are identical.
39//27/41 of 68//54/41-43 days; there is growth and decay within this y/2-2,5y/2-2.5y decay series. Notice the 27/68/54/41-43 day fractal equates to a 6/15/12/9 week fractal which exactly matches the 6/15/12/9 day x/2.5x/2x/1.5x 39 day base.