Posted at 2008-10-04 22:16:28 by theeconomicfractalist
As the Wilshire approaches day 22 of the second fractal of a proposed 9/22/22 day decay sequence, a lessor likely alternative fractal decay pattern has become evident which has a matching reciprocal growth of decay fractal exactly similar to the twin two decay and matching growth of decay fractals seen at the conclusion of a 54 week second fractal ending in August 2004. This fractal progression for both decay and matching growth of decay fractals is 17/42-43/42-43 days. The decay fractal is on day 6 of the second 42-43 day decay fractal and the growth of decay fractal is on day 11 of its second fractal progression. This pattern desires some consideration in terms of a 136 week base decay sequence beginning in August 2000, the area of the averaged saturation real high for the Wilshire. This larger 136 week decay fractal sequence is composed of three fractal sequences: 59 weeks, 45 weeks(a perfect x/2.5x/2x/1.5x Lammert sequence) and 34 weeks. The end of this primary decay fractal sequence now rests between 2x and 2.5x and is analogous to the 1929 base decay fractal sequence and the 1937 low that was likewise between 2x and 2.5x of the 1929-1932 base length. The major economic qualitative difference between the two second fractal decay sequences of 1937 and 2008-2009 is the relative debt load of citizens, corporations and government. The borrowing US government propelled growth between 1932 and 1937 and the borrowing US citizen facilitated by the Federal Reserve monetary policy and the financial lending industry propelled growth between 2002 and 2008. In real terms equity values were substantially lower at the peak of the second fractal saturation growth areas than at the begining of the base fractals in 1929 and 2000. At the end of a possible 17/42-43/42-43 day decay sequence, the low of the Wilshire will rest substantially below its 2002 low.
Posted at 2008-09-28 14:30:38 by theeconomicfractalist
The 150 Year Phase Transition Second Fractal Decay Sequence: 9/22/22 days with 2 Days Shared.................................................
Over the last year the world's sovereign treasuries and world central banks have injected historically GNP-percentage-wise unprecedented liquidity into the world's financial system to provide daily and weekly cash flow for the composite financial industry and prevent systemic lock-up and collapse of the credit system. With the direct intervention into the 50 year rules of the market by the UK and US securities exchanges, a slight distortion of the the composite equities' absolute daily values have occurred over the last two days with the Wilshire gaining about 300 billion dollars in worth more than its expected daily value on 19 September 2008. The nonlinear phase transition representing the terminal portion of the US Composite equity 150 Year second fractal phase transition appears to be a 9/22/22 day fractal decay sequence with 2 days shared between the second and third decay fractals. The nonlinear break will likely occur on the 17th trading day of the second fractal's 22 day sequence with greater nonlinearity after the 7-11th trading days of the third 22 day decay sequence. This will place the final intermediate major low two days prior to the earlier predicted 4 November 2008 low. In this scenario 14-16 October 2008 would represent the final major lower high. The 2-3 trading days immediately preceding 7 October 2008 will likely represent trillion dollar reversal hourly valuation fractal patterns for the great Wilshire. After a considerable period of economic contraction and social disarray lasting years, the seed corn of US 100,000 dollar insured deposits could represent a basis for long term economic growth, albeit initially at a much reduced real rate.
Posted at 2008-09-28 12:19:44 by theeconomicfractalist
The 150 Year Wilshire Primary Weekly Decay Fractal Sequence: 30/59 of 64-65/44 weeks :: x/2-2.5x/1.6x
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AU inverse weekly growth fractal: base 15/11 of 38/30....................
AU weekly decay fractal: 16/22 of40/40 weeks..........................
Comments: This decay fractal sequence for AU, proxy for the CRB, has been shifted with the first base fractal containing the apogee gold price of approximately 1000 US dollars. The week of 21-25 September was the final lower high, with 18 weeks to the second decay fractal low. Of all asset fractal valuation sequences, AU dating from 1932-1933 and from 1970 has the most elegant and perfect quantum fractal progression of growth and decay. Its mechanistic fractal progression will likely be often studied by quantitive macroeconomic scientists of the future.
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Ten Year Notes: 22(4 borrowed)/50 of 55/44 weeks............................
Comments: 4 weeks are likely borrowed from the preceding terminal decay portion of a 64-65 month second fractal growth cycle with the first base of 27 months starting in 2000. The true weekly progression can be better seen on the larger fractal scale monthly units as a 5/12 of 13 to 14monthly fractal progression with an expected fall in the long bond (higher interest rates) for about 5 more weeks.
Posted at 2008-09-20 15:43:29 by theeconomicfractalist
The 150 Year Phase Transition Second Fractal Decay Sequence: 9/22/22 days with 2 Days Shared
Over the last year the world's sovereign treasuries and world central banks have injected historically GNP-percentage-wise unprecedented liquidity into the world's financial system to provide daily and weekly cash flow for the composite financial industry and prevent systemic lock-up and collapse of the credit system. With the direct intervention into the 50 year rules of the market by the UK and US securities exchanges, a slight distortion of the the composite equities' absolute daily values have occurred over the last two days with the Wilshire gaining about 300 billion dollars in worth more than its expected daily value on 19 September 2008. The nonlinear phase transition representing the terminal portion of the US Composite equity 150 Year second fractal phase transition appears to be a 9/22/22 day fractal decay sequence with 2 days shared between the second and third decay fractals. This will place the final intermediate major low two days prior to the earlier predicted 4 November 2008 low. In this scenario 7 October 2008 would represent the final major lower high. The 2-3 trading days immediately preceding 7 October 2008 will likely represent trillion dollar reversal hourly valuation fractal patterns for the great Wilshire. After a considerable period of economic contraction and social disarray lasting years, the seed corn of US 100,000 dollar insured deposits could represent a basis for long term economic growth, albeit initially at a much reduced real rate.
Posted at 2008-09-14 19:36:55 by theeconomicfractalist
As has been described in The Economic Fractalist, nonlinear breaks or gaps to lower valuations are the hallmarks of second fractal conclusions. For the United States' composite Wilshire, the progeny of earlier primitive 1787 New York and Boston stocks and later canal, and later yet, railroad stocks, a great 150 year US second fractal credit cycle starting in 1858 reached its first sub fractal apogee in 1929 and reached its second sub fractal apogee on 11 October 2007. These apogees represent peak areas of the money supply, generated by credit expansion through leveraged borrowing. In 1929 it was the forward buying of new washing machines, automobiles, and radios on credit and buying stocks on ten per cent margin. In 2007 it was the colossal unchecked credit expansion via leveraged housing prices with capital via the orchestration of pooled investors; it was the leveraged credit expansion based on artificially doubled and tripled housing valuations divorced from the reality of wages; and it was the shadowy credit expansion via speculative derivatives to the nth degree facilitated by the investment lending industry and their sophisticated computer software. The last six trading days have produced a quantum trading fractal growth pattern to a highly probable final saturation lower high for the Wilshire: with a first fractal of 31-32 15-minute units. This 32 unit first fractal is composed of a 5/13/10/7 15-minute unit x/2.5x/2x/1.5x fractal evolution. The second fractal is about 77 15-minute units in length with the readily identifiable nonlinear collapse at its terminal portion. The third fractal about 52-53 15-minute units in length or about 1.6 times the first fractal length. Fibonacci relationships come into play for third growth fractals under the umbrella of major larger scale decay periods and likewise near the terminal portions of final asymptotic decay areas. Accelerated decay in the larger scale fractal pattern is immediately ahead for the great Wilshire. The time area for the US 150 year credit cycle and its terminal second fractal nonlinearity is at hand.
Posted at 2008-09-06 13:33:45 by theeconomicfractalist
Predictable patterns are the hallmarks of a science. The 150 year saturation nominal valuation interday high for the world's current largest composite equity market, the Wilshire, 11 October 2007 was predicted to the day. Can the exact major, albeit not final, valuation interday low for this composite index be likewise predicted to a day? By the simple quantum fractal decay patterns of nonstochastic Saturation Macroeconomics - 4 November 2008 is that day.
Posted at 2008-09-01 12:09:24 by theeconomicfractalist
http://www.economicfractalist.com/blog/
Posted at 2008-06-14 17:28:46 by theeconomicfractalist
From the Huffington Post on 9 and 10 October 2007: The Predicted Nominal Generational High for the Wilshire
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Giuliani: Our Economy "Is The Last Best Hope Of Humanity"______________________________________________________________________
Mega Euphoria Present - What are the likely characteristics of the final high valuation trading day for the world proxy composite equity index, the Great Wilshire?
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The US macroeconomy and credit markets are sehr schlecht. This politician like all others, is clueless. Yet the equity and commodity markets are blowing off in volcanic-like fashion. How will the final composite equity final high valuation day likely appear? Look at the great Wilshire for a minutely all time gapped high day above its previous day's closing high - and ending on the low of the day. That will likely be the final saturation footprint. Gold valuations, representative of various forms of global fiat money competing for short term solid tradeable, inheritable, nontaxable assets, completed a 11/27 to 28 day first and second fractal from the unified 16 August low. Will gold's growth valuation proceed to a third daily fractal? It Will - if there is enough investment money to support third fractal growth. A lot of enhanced investment borrowing is now transpiring since the Fed lowered the borrowing rate below that necessary level controlling speculative equity asset inflation. How will the Federal Reserve's 18 September decision turn out?
posted 10/09/2007 at 19:49:57
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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?
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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 multi weekly nadir.
posted 10/10/2007 at 22:23:35
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Valuation saturation fractal analysis prospectively predicted the 11 October 2007 nominal high for the great Wilshire. While the predicted US dollar nadir against the basket average of other world currencies extended for 5 more months, retrospectively it reached its nadir in a perfect 12/30/23-24/18-19 month x/2.5x/2x/1.5x deteriorating patterned progression that characterizes the perfect quantum fractal nature of relative ongoing asset valuations within the complex macroeconomic system. Commodity valuations, like tulip valuations 370 years before, have been influenced by a composite of supply and demand of the masses and credit availability to those who can and do speculate. Commodity speculation has been encouraged by competing unattractive interest rates which causes depositors in interest bearing and taxed accounts to daily lose purchasing power relative to the ongoing lower interest rate induced inflation. Unlike tulip malinvestment, commodity speculation and malinvestment have had profound effects on the valuations of basic living expenses for the paycheck-to-paycheck-living masses and equity-negative new home owners. With the background of the housing industry's and its multi-associated interdependent industries' collapse, the steadily increasing inflationary pressures of basic living expenses are the qualitative camel back breaking single daily added straws for this fragile debt ridden system. Basic commodity cost are facilitating job decline in the cash flow and profit dependent marginalized real private sector. Banks which are underwater with nonperforming debt and dependent on revolving loans from the Central Banks, are frigidly constrained in further credit expansion. Ultimately commodity over valuations are grounded in the self limiting and self balancing real economy of the masses which is dependent on summation wages,total debt, credit availability, asset valuation, and supply and demand. Does the macroeconomy's simple mathematical ordered fractal progression described in the final posting of The Economic Fractalist allow prediction, with relative accuracy, of the expected great 150 year US second fractal discontinuity and nonlinearity? A 23/44 of 48/46-52 week x/2x/2x Wilshire decay fractal is discernible as of 14 June 2008 with the nonlinear discontinuity occurring likely near or shortly after the 46th week of the second fractal and ending during the 48th week of 7-11 July 2008. The third decay fractal of 46-52 weeks will take the Wilshire to a lower asymptotic low - to a valuation below the expectation of all reasonable pronosticators. A break down at a basic second fractal progression within a larger second fractal progression (synchronization of second fractal nonlinearities) has been a long expected qualitative fractal scenario. Starting 22 January 2008, a 38-39 day base fractal x has formed with an expected second fractal nonlinearity between 2 and 2.5x or between day 76 and day 97. This smaller second fractal nonlinearity is contained in and coincides with the larger 46-48 week second fractal nonlinearity whose base of 23 weeks contains the 19 July 2007 Wilshire high.
Posted at 2008-05-18 15:58:55 by theeconomicfractalist
While 11 October 2007 was the absolute nominal high - and the predicted high by quantum fractal analysis - at 15938.99 for the Wilshire, the Wilshire's integral weekly averaged high occurred in the 23 week fractal containing the 22nd month of the third fractal of a 11/27/22 month fractal sequence beginning in October 2002 and containing 19 July 2007, the third fractal's 22nd month daily nominal high. A reflexive 20/50/40 day x/2.5x/2x fractal resulted in the 11 October 2007 40th day high and third fractal's daily high. It is this 23 week 3.5/8/6/5 :: x/2.5x/2x/1.5-1.6x fractal series that is the likely base for the weekly and monthly decay fractal series to follow. A distortion of the decay sequence - beneficial for the short term to the masses - has likely occurred by the historical world central bank intervention providing an equivalent of more than a trillion US dollar's worth of short term revolving credit to underwater financial institutions and preventing for the short term a cataclysmic global macroeconomic credit lock-up and collapse. As well with regards to the US central bank, the lowering the Fed funds interbank interest rates has had some effect on US treasury rates more closely approximating the US composite equities' average percentage dividend returns and preventing for the short term an even more massive egress of investment money from equities into treasuries. Indeed with the contraction of the real economy and with equity PE ratio's becoming progressively more skewed relative to corporations ongoing profits in that contracting real economy , an interest rate dependent facilitated malinvestment of a type is now occurring in the equity markets. All the macroeconomy's listed primary elements in the final posting of The Economic Fractalist are integratively countervailing and self limiting and asset devolution will come into agreement with ongoing composite debt resolution and with the reality of the ongoing primarily private, verses governmental, wage earner macroeconomy. This real economy has enormous evolving stressors: decreasing real estate net worth, increasing inflation of all consumer necessities, increasing nominal debt and total/(net worth and ongoing wages) percentage debt, credit tightening, and contracting jobs relating to the real estate, financial, insurance, leisure, and durable household products industries. Equity and commodity asset valuations will come into alignment with the reality of this constrained and contracting real consumer economy. These macroeconomic forces are inexorable, deterministic, necessary, and will cause asset devolution to occur in an identifiable quantum decay fractal pattern. The question is this: will this devolution occur in a x/2x/2x decay pattern or in a x/2.5x/2.5x decay pattern, the latter which characterized both the 1929 and the 2000 equity decay process both resulting in a devolution of about 32 months from valuation highs to lows. With a base of 23 weeks or 6 months, a x/2x/2x decay pattern would be equivalent to a 23/46-50/46-50 weekly or a 6/12-13/12-13 monthly decay fractal . A x/2.5x/2.5x decay pattern would result in a 23/58-60/58-60 weekly or in a 6/15/15 monthly decay fractal. Could the trillion dollar equivalent central bank credit support intervention and the lowering of interest rates have converted a quantum decay pattern of x/2x/2x into a quantum decay pattern of x/2.5x/2.5x? The Nikkei is nearing an ideal lower top of a long three phase deteriorating growth fractal since its first devaluation phase in 1989-1990 with a 35-36/ 88/ 68 of 70 monthly fractal sequence. The Japanese central bank has maintained near zero interest rates and the government has undertaken massive federal debt during these last 18 years to prevent a 1990 real estate debt default. The great Wilshire is within the window of a historical 150 year second fractal nonlinear collapse with its 74 year first subfractal reaching a nadir in 1932. The second subfractal has been composed of a 17/33 year first and second fractal series skewed by the base fractals massive War World II governmental debt and expenditures and ending in 1982. The third subfractal of this series has been composed of a 9 year base from 1982 to 1990 and an 18 year subsequent second fractal as of 2008. This 18 year second fractal corresponds to Japan's three phase fractal series heretofore mentioned. Two sequential bubbles have occurred since 1990 - the high tech computer bubble and the financial services' collective instruments debt bubble which facilitated malinvestment, oversupply, and overvaluation of US and world real estate. While it is possible for a final malinvestment generic mini equity bubble to now occur, propelled by artificially low interest rates - very much out of alignment with ongoing inflation - the countervailing forces of the real consumer economy will provide the qualitative causes and reasons for the quantum fractal decay patterns that are ongoing and lie ahead.
Posted at 2008-05-10 12:36:52 by theeconomicfractalist
On 16 August 2007, a fractal convergence of US composite equities and commodties occurred with the Wilshire and CRB reaching synchronized major valuation lows. Since that day the two investment instrument valuation fractals have diverged with the CRB receiving preferential money flow with associated rising commodity prices for all consumers. What course would these valuation fractal patterns have taken had the central banks not intervened supporting the financial institutions with massive short term revolving credit - and are the central banks' actions sustainable? Regardless of the proportion that is attributable to supply and demand or to pure speculation and money flow phenomena, in recent months wage earners have added record amounts of credit card debt in order to make ends meet. The real economy at the consumer wage earner level is reeling. The ideal closure window of the October 2002 Wilshire 11/27/27 month fractal has up to 26 weeks remaining which correlates to an ongoing inverse growh of decay Wilshire fractal and long term and short term US debt instrument fractals. At the 27th month or 115th week of the third 2002 Wilshire fractal, a 19 day ideal decay fractal pattern was discerned. The current count of this decay fractal - supported by collective monetary policy - is 19/39/39 days as of the close of the trading day on 9 May 2008. GM, as a microcosm so representative of the US with debt, entitlement obligations, and business competitiveness equivalences, has 9 weeks to reach a potential major low at 34/85 weeks. New Century whose valuation performance has exceeded most others in recent days is characterized by a 18/41/35:: x/2-2.5x/2x day fractal. At the 150th year of the US second fractal and at the second circa 75 year generational saturation area, expect unexpected fractal nonlinearity. _______________________________________
A recent posting suggested 9 or so more weeks of anticipated equity growth; at present with the data available and recognition of the 9 May 08 concluding 19/39/39 day world equity fractal and inverse fractal patterns, this does not appear likely.
Posted at 2008-05-09 10:38:11 by theeconomicfractalist
On 16 August 2007, a fractal convergence of US composite equities and commodties occurred with the Wilshire and CRB reaching synchronized major valuation lows. Since that day the two investment instrument valuation fractals have diverged with the CRB receiving preferential money flow with associated rising commodity prices for all consumers. What course would these valuation fractal patterns have taken had the central banks not intervened supporting the financial institutions with massive short term revolving credit - and are the central banks' actions sustainable? Regardless of the proportion that is attributable to supply and demand or to pure speculation and money flow phenomena, in recent months wage earners have added record amounts of credit card debt in order to make ends meet. The real economy at the consumer wage earner level is reeling.
The ideal closure window of the October 2002 Wilshire 11/27/27 month fractal has up to 26 weeks remaining which correlates to an ongoing inverse growh of decay Wilshire fractal and long term and short term US debt instrument fractals. At the 27th month or 115th week of the third 2002 Wilshire fractal, a 19 day ideal decay fractal pattern was discerned.
The current count of this decay fractal - supported by collective monetary policy - is 19/39/39 days as of the close of the trading day on 9 May 2008. GM, as a microcosm so representative of the US with debt, entitlement obligations, and business competitiveness equivalences, has 9 weeks to reach a potential major low at 34/85 weeks. New Century whose valuation performance has exceeded most others in recent days is characterized by a 18/41/35:: x/2-2.5x/2x day fractal. At the 150th year of the US second fractal and at the second circa 75 year generational saturation area, expect unexpected fractal nonlinearity.
Posted at 2008-05-04 16:19:16 by theeconomicfractalist
The Wilshire and its 'trillion dollar plus' annual GDP eleven sister
indices: the Shanghai, the Nikkei, the Dax, the FTSE, the CAC, the Mib, the Madrid General, the TSX, the Bovespa, the RTS, and the BSE - all showed similar fractal equity valuation footprints - rising during a period of expected fractal devolution. The trillion US dollar equivalent of recent revolving central bank credit to cash-flowless financial institutions and banks is without precedent and represents more than the annual GDP of any of the world's remaining 170 or so countries. The world's leading composite equity indices' footprints are what they are. The empirical evolving daily valuation fractals represent the summation reality valuation activity of deterministic optimal unencumbered and encumbered money flow into the advantaged investment instrument relative to other available instruments. The real economy of US wage earners, under the constraints of increasing over supply of durable goods' inventories, increasing debt load, ongoing job loss, decreasing real estate equity net worth, saving accounts interest earnings' negative returns after inflation and taxes, and a 4-6 month pipeline of high cost finished products - is contracting. This week's equity valuation activity offered strong evidence that one particular subset area of the US GDP's products and services represented by the buying and selling of equities will likely do well in the short term - fueled by relatively ready credit sources for encumbered, i.e., borrowed money for equity entry investment, residual mutual funds' cash reserves, money egress from the disadvantaged and relatively poorer or negative investment return choices in other arenas, and by a basket US dollar that will valuate relative to its current low position against other fiats for about 24-27 weeks. While the Wilshire is still expected to make a low in 5-8 trading days, with this last week's empirical valuations, it will not likely fall below the 27th day of the second fractal. Interest rates will likely also fall over this 5-8 day trading period but not to levels below their preceding weekly lows. As the summation wage earner citizens of the twelve 'trillion dollar plus ' GDP club and the next 170 nations collectively have less money to spend on commodity related items, the greatly overvalued CRB will fall in a precise and optimal fractal manner over the next 6 months. After falling to its low in 5-7 trading days, the Wilshire - as the advantaged investment area and supported by a positively trending basket dollar will be the benefactor of substantial money flow ideally lasting about 9-11 weeks. The LIBOR rate fractals indicate that interbank transactions will be encumbered during this time frame and money available for nonequity speculation will be relatively constrained. A great nonlinear ending lies at the end of the Wilshire's 24-27 week period as the real macroeconomy and debt burden of the world's wage earners collectively - at the generational macroeconomic saturation area - have their determining effects on the banking system and corporate profits and overwhelm the false economy that involves the 'buying and selling of goods and services' on the world's equity exchange markets so facilitated by central bank interest rate and monetary policies of the last 8 -12 months.
Posted at 2008-04-27 03:30:10 by theeconomicfractalist
张贴于2008年4月26日15时42分25秒由theeconomicfractalist在世代宏观经济饱和度方面有什么影响，可以在中央银行对宏观经济的在消费者打工仔的水平呢？在这个级别的宏观经济-也许是正确的形容为真正的执行宏观经济-小学管制站的供应和消费需求;国产品的消费群众，即事先最近每月及每年消费耐用品;正在进行总结工资把群众的（依赖于数量的工作正在进行） ;正在进行的债务群众;储蓄的群众;总结和信贷提供给群众。因为美国一直是引擎的全球经济增长通过其不成比例的消费，命运这个地方的宏观经济系统，将决定短期内的命运，全球的宏观经济。在美国的所有在此之前提到的参数是定位在一个世代的饱和度方面，即有超过供应的主要的主要商品，带动了近期国内增长，即房屋;薄弱，需求下降，生产初级美国经济增长的商品;复合减少工资的基础上，减少的职位数目直接和间接相关的房地产业和金融业;减少消费不重要的项目，减少就业机会在这些部门;增加相对的债务下降，估值国有资产;下跌酌情钱可用，中学通胀必要的消耗品;低到负储蓄的群众;工资所有者和前打工仔（大学生）高的债务负担，和一般的收缩贷款的中介金融机构向群众由于这些壳震惊放款处理他们的资产负债表，现金流量问题，以及新的和不熟悉的位置，业主在外的性质和贬值，非联邦政府的债务票据。由于该钝化效应通过这些受损的中介借贷机构，中央银行将不太可能有重大影响正在进行的贷款在消费水平。什么中央的银行所做的是维护的可行性中间的金融基础设施，为未来的贷款。除了未来的退税，这是时间与一个独立，预计短期的增长期，为股票，联邦政府可能会只是一个缓慢发展的影响就业，通过将来可能大规模的政府项目，基础设施，能源，卫生和水的改善。最终的命运，美国人的平均消费和打工仔和命运的美国白领阶级的专业人士依赖于平均打工仔经济-将大幅调整，在未来七十年来变成现实的平衡与竞争的亚洲打工仔和青年业务企业家成功的竞争，无论是在成本较低的生产和迅速消失的前身是廉价的能源来源。 2007年10月11日是两代人的名义饱和度高，估价为综合美国威尔夏。在时间的进展复杂的宏观经济， 2007年10月11日为代表的高峰期世代饱和估价点一致的假设估价的分形分析代表了cresting复合货币供应量的真正的宏观经济在消费者层面。这个货币供应量的基础上进行综合的工资和信贷可在广大的消费水平，至今一向是现在承包，并将加快在其收缩率在非线性一致的方式与数学兴建的一百五十年美国第二分开始在在1858年。钱增长和衰变的活动复杂的宏观经济系统的代表是很简单的量子估价饱和度的增长和衰变的分形图案。这些估价量子模式所产生的确定性的理想旋转投资提供投资主体的保护伞下饱和的限制，供应和需求，以及工资和信用与债务组成的系统。所有这些基本要素是互动和总结他们的活动会导致宏观经济的综合货币增长或衰减与估价量子模式提供一个确切的确定性时间表在哪里的经济是在这个过程中最大的货币增长或衰减随时间的基于分形估价饱和度的限制，代表时间依赖性的最高估价的资产，该系统是有能力生产符合信贷参数，该系统产生的。在美国，为过去20年间，这些学分参数已caricatured由无管制和助长了'金融工程师' ，其货币和信贷衍生工具的创造力已运行amok -对所有健全的银行的根本原则。 8月16日2007年刑事纪录科和威尔夏devoluted同时进行，以显着的中间低点，与美国的宝藏直线下降到一个显着的中间低8月20日， 2007年为终端的钱暂时旋转出的股票和商品进入债务票据。威尔夏作出了预测，估价饱和度高，对2007年10月11日，并在此后ratcheted打倒定期较小的分形生长的时期。剩余的未支配和设押钱投资继续流入刑事纪录科所造成的全球性竞争为高峰期生产的石油和相关的生物能源枯竭，粮食店及造成刑事纪录科最后，美国的综合估价高峰， 2008年3月4日。一个伟大的转变是未来的资产和货币估值。如果潜在的科学预测宏观经济估价的分形分析是有效的：在未来25个星期的美元将上升，以及黄金-代理刑事纪录科-将显着下降：刑事纪录科将经历急剧变化，在未来10个交易日，与一中间低，在十天：美国国债有可能下降到不到0.2 ％，在未来2周：在同一时间，美国十年期债券将于可能下降到小于2.8 ％ ;和caricatured威尔夏-继2 7分之13更高低二十九分之三十○天的分形与第三分形在两个增长阶段，第一caricatured和第二阶段一2/5/4的4-5天的分形-的价值在两周内大大低于低于2 7日当天的第二次分形。
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Posted at 2008-04-26 15:42:25 by theeconomicfractalist
At the generational macroeconomic saturation area what effect can the central banks have on the macroeconomy at the consumer wage earner level? At this level of the macroeconomy - perhaps rightly described as the real operative macroeconomy - the primary control points are supply and consumer demand; the state of product consumption by the masses; i.e., prior recent monthly and yearly consumption of durable goods; ongoing summation wages of the masses(dependent on the number of ongoing jobs); ongoing debt of the masses; savings of the masses; and summation credit available to the masses. Because the United States has been the engine for global growth through its disproportional consumption, the fate of this local macroeconomic system will determine the near term fate of the global macroeconomy. In the US all heretofore cited parameters are positioned at a generational saturation area whereby there is over supply of the primary main commodity that has driven the recent domestic growth, i.e., housing; weak demand and falling production of that primary US growth commodity; composite decreasing wages based on a decreasing number of jobs directly and indirectly related to the real estate industry and financial industry; decreasing consumption of nonessential items reducing jobs in those sectors; increasing relative debt through falling valuations of owned assets; decreased discretionary money available, secondary to inflation of essential consumables; low to negative savings of the masses; wage owner and pre-wage earner(college student) high debt load, and a general contraction of lending by intermediary financial institutions to the masses as these shell shocked lenders grapple with their balance sheets, cash flow issues, and the new and unfamiliar positions as owners of foreclosed properties and devalued non federal governmental debt instruments. Because of the blunted effect via these impaired intermediary lending institutions, central banks will not likely have a significant impact on ongoing lending at the consumer level. What the central banks have done is maintain the viability of that intermediate financial infrastructure for future lending. Aside from the coming tax rebates, which are timed with an independently expected short growth period for equities, the federal government will likely have only a slowly developing effect on employment through probable future massive governmental projects for infrastructure, energy, sanitation, and water improvements. Ultimately the fate of the average American consumer and wage earner and the fate of US white collar professionals dependent on that average wage earner economy - will dramatically adjust over the next seventy years and come into a reality equilibrium with the competing Asian wage earners and young business entrepreneurs who are successfully competing both in terms of lower cost production and for a rapidly vanishing formerly cheap energy source. 11 October 2007 was the nominal generational saturation high valuation for the composite US Wilshire. Within the time progression of the complex macroeconomy, 11 October 2007 represented the peak generational saturation valuation point consistent with the hypothesis of valuation fractal analysis representing a cresting composite money supply of the real macroeconomy at the consumer level. This money supply based on ongoing composite wages and credit available at the consumer mass level has since been and is now contracting and will accelerate in its rate of contraction in a nonlinear manner consistent with the mathematical construct of the 150 year US second fractal which began in in 1858. The money growth and decay activity of the complex macroeconomic system is represented by very simple quantum valuation saturation growth and decay fractal patterns. These valuation quantum patterns are produced by deterministic ideal rotational investment into available investment entities under the umbrella saturation constraints of supply and demand and wages and credit and debt that comprise the system. All of these basic elements are interactive and their summation activity causes the macroeconomy's composite money growth or decay with the valuation quantum patterns providing a precise deterministic time table of where the economy is in the process of maximum money growth or decay with the time based fractal valuation saturation limits representing the time dependent maximum valuations of assets that the system is capable of producing within the credit parameters that the system generates. In the US for the last two decades these credits parameters have been caricatured by unregulated and abetted 'financial engineers' whose money and credit derivative creativity has run amok - against all sound fundamental banking principles.
On 16 August 2007 the CRB and Wilshire devoluted simultaneously to significant intermediate lows with US treasures plummeting to a significant intermediate low on 20 August 2007 as terminal money temporarily rotated out of equities and commodities and into debt instruments. The Wilshire made its predicted valuation saturation high on 11 October 2007 and has thereafter ratcheted down with periodic smaller fractal growth periods. Residual unencumbered and encumbered investment money continued to flow into the CRB caused by global competition for peak production oil and associated bioenergy depleted food grain stores and causing a CRB final US composite valuation peak on 4 March 2008. A great transformation is ahead for asset and currency valuations. If the potential science of predictive macroeconomic valuation fractal analysis is valid: over the next 25 weeks the US dollar will rise, and gold - proxy for the CRB - will fall significantly: the CRB will undergo dramatic changes over the next ten trading days with an intermediate low in ten days: US treasuries are likely fall to less than 0.2 percent within the next 2 weeks: at the same time US ten year notes will likely fall to less than 2.8 percent; and the caricatured Wilshire - following a 13/27 higher low 30/29 day fractal with the third fractal in two growth phases, the first caricatured and the second phase a 2/5/4 of 4-5 day fractal - valued within two weeks substantially below the low on the 27th day of the second fractal.
Posted at 2008-04-19 17:07:00 by theeconomicfractalist
Over the last year world central banks have provided over an equivalent of a trillion US dollars of likely perpetual rotating short term credit to provide cash flow liquidity for global financial institutions whose innovative and unregulated engineering of debt and encumbered money expansion have levitated the global macroeconomy for the last decade causing two sequential asset bubbles. Added to this system of facilitated encumbered money creation is the fact that one of the world's great energy sources is finite, well over half used in terms of ready extractable supplies, and is cresting in its rate of daily production - all against the backdrop of increased demand by a growing Asian manufacturing area. In this setting, food production has been recently converted to bioenergy sources resulting in diminishing supplies, valuation inflation of those diminishing supplies above third world wage earners capacity to pay, and resultant world hunger. With the ongoing unbalanced books of financial institutions and the new regulatory oversight powers of the lending central banks, systematic leveraged encumbered debt creation will itself .... be encumbered. Under this encumbered money creation umbrella, debt that can be repaid will still be repaid and assets will be liquidated to provide cash for that repayment. As well the oversupply of assets will impact negatively on near term wages and numbers of jobs. The valuation of real estate, equities, and commodities will undergo rotational devolution. 150 year US second fractal nonlinearity will occur. Given the new parameters of appropriate and levitating world central bank support for financial institutions, the coming 0.15 to 0.2 trillion dollar US government encumbered money expansion as a tax rebate for US taxpayers - to be repaid by future US taxpayers, and the effects of peak oil production on the subset of food and energy commodity prices, valuation saturation fractal analysis will attempt to predict the rotational general devolution of commodities and equities - punctuated by areas of valuation growth at devolution saturation areas and the counterbalancing general valuation growth of US debt instruments - likewise punctuated by areas of transient valuation devolution at areas of valuation saturation growth.
For the week of 15 April 08, available investment money temporarily rotated from debt instruments to primarily equities causing minutely terminal growth valuation gaps for the Wilshire on both 16 April and on 18 April 08. The Wilshire's larger daily unit fractal growth pattern is13/27/24 of 24-26 days :: x/2-2.5x/2x with day 22 and 24 of the third fractal showing terminal minutely growth gaps. The Wilshire's low is anticipated in three weeks and is expected to be substantially below its second fractal 27 day low. Composite equities of other major nations are following a fractal pattern very similar to the Wilshire.
Posted at 2008-04-11 02:05:08 by theeconomicfractalist
Encumbered US dollars - borrowed against future wages and denominated reciprocally in over valued and depreciating assets - are vanishing. US assets - distortedly over produced in relative greater quantity than in other countries via excessively low US interest rates and historically easy lending terms - are not vanishing. The remaining unencumbered dollars will soon have greater purchasing power for these domestic assets relative to other countries individual or collective currencies. When will this turn occur? By quantitative fractal analysis, it may have already began. From the US dollar's saturation valuation area relative to a basket valuation summation of other world currencies occurring in late 2001, a deteriorating ideal Lammert growth and decay fractal series of x/2.5x/2x/1.5-1.6x :: 12/30/23-24/18-19 months is apparent, with the conclusion of the last 18-19 months containing a x/2.5x/2x/1.5-1.6x :: 14/35/24/21-22 day declining growth and decay fractal series with day 21-22 resting at the summit of the second fractal a x/2.5x/2x/1.5-1.6x 3/8/6/4 of ? 4-5 day ? completed growth and decay fractal series. This series likely forms the basis for US dollar growth relative to other currencies, commodities, and equities.
Posted at 2008-04-08 12:33:15 by theeconomicfractalist
The encumbered money supply is shrinking. Earlier identified for the Wilshire was a possible 13-15/averaged 35/15-30 day Wilshire fractal progression with day 35 on 31 March or 1 April 2008. What nonstochastically occurred and still within a x/2x-2.5x/2x Lammert saturation growth fractal progression was a 13/27/15 of ? day valuation saturation growth fractal. The third fractal is unlikely to have a 2x 26 day completion and warrants scientific observation for early decay. Importantly the Wilshire's valuation on the final 27th day of the second fractal resided below the ending low of the first 13 day fractal. The third fractal's progression appears caricatured and of 3/7/7 day subfractal delineation as of 7 April 08. Rotational ratcheting down of real estate, commodity, and equity valuations will occur opposite ratcheting up of debt instrument valuations(lower interest rates). Nonlinearity lies ahead.
Posted at 2008-03-30 16:18:49 by theeconomicfractalist
Valuation fractal analysis empirically observes evolving and long term growth and decay fractal patterns in individual bell weather microcosm equities, composite equities, proxy equity funds for the real estate industry, composite and individual elements of the CRB, debt instrument valuations, and valuation of fiat currencies relative to each other. All investment elements are supported by a summation of encumbered and unencumbered investment money. Encumbered money is money that is borrowed under repayment lending parameters. Valuations grow and decline as this summation investment money is distributed and rotated cyclically to the optimal investment instrument of the day, week, and month. The quantum fractal patterns of valuation growth and decay for the respective investment elements represent the system's greatest rotational efficiency of available investment money under the prevailing conditions of total money net growth or net decline. Each trading day new valuation information about the deterministic macroeconomic money and asset valuation system is provided to the observer in an empirical manner. As real estate encumbered money undergoes destruction through default, further inventory supply is added to lower valuations and cause further default. As summation wages that service encumbered debt and contribute to unencumbered investment money are lessened by destruction of real estate related and financial sector jobs, as the growth of new encumbered money is being lessened by financial agencies trying to reckon their books and sort out liabilities, and as the politics of possible new regulatory powers for the central bank is casting a shadow over the future growth rate of encumbered debt - as all of these factors are developing - the total and future net investment money is and will be contracting. And valuations of all entities - except previously owed debt instruments and short instruments - are now and will be undergoing devolution. For the composite equities an intermediate low is expected on 31 March or April 1 2008 with the historical nonlinear devolution of equities and commodities occurring - in a newly identified ideal fractal pattern - over the next 14 weeks.
Posted at 2008-03-22 23:54:15 by theeconomicfractalist
The Federal Reserve's action of the last 6-7 months has inflated the value of all previously held US assets: debt instruments, commodities, equities, and real estate - relatively inflated that is, over the value these assets would have as of 24 March 2008 - had interest rates been left unchanged. The valuation of the US dollar and the other major world currencies operate inversely to each other in exactly opposite reciprocal growth and decay valuation fractals. Exactly 20 weeks ago, the Euro after having completed a 8/20/16/13 :: x/2.5x/2x/1.6x monthly fractal series further completed a {{20/50/40 weekly(edited 27 March 2008}}:: x/2.5x/2x fractal growth series similar to the British pound and Swiss Franc. Both America's central bank and the European, British, and Swiss central banks have all had their hand in over a trillion dollar's worth of short term roll-over intervention, bail outs, and interest rates cuts. The US central bank facing a historical unbalanced and unpayable debt and entitlement enormity which has been further compounded over the last five years by an increasingly over-supplied and collapsing housing industry - further leveraged by vanishing derivative credit instruments- has taken the global lead in interest rates cuts. This has resulted in the US dollar's further relative continued devaluation against other fiats and resulted in a slightly caricatured declining x/2.5x/2x/1.3-1.7x :: 14/34-35/27-28/17-23 day US dollar growth and decay fractal. Had the Federal Reserve acted proportionally in concert with the actions of other central banks, expected fractal growth of the US dollar against other fiats likely would have occurred starting about 20 weeks ago. 20 weeks ago oil denominated in US dollars may have peaked near 95-96 US dollars and gold possibly near 830 US dollars. US equities, also denominated in US dollars - and poised for a nonlinear second fractal devolution with an intermediate low now expected on 31 March 2008, are dollar denominated and valued currently more than the expected value - had interest rates been left unchanged. Investment money has flowed into US treasuries driving, as previously predicted, the rate to an intraday low of 0.2 percent, 3 to 4 times lower than the 2003 nadir rate and on a trajectory to a predicted near zero interest rate. Investment money has remained in equities supported by extremely low yields in US debt instruments. From its 1993 low the CRB has completed a x/2.5x/2.5+x ::30+/76/77-78 monthly saturation growth pattern. Within the terminal portion of its 78 month third fractal, the CRB has recently completed a 16/32/32 week growth fractal. Gold has completed a 17/34/34 month growth fractal within the confines of the CRB's terminal portions of its second 76 month fractal and the entirety of its third 78 month fractal. The Federal Reserve's monetary intervention near the end of 2001 and the current last 6-7 months' of additional intervention has resulted in a slight dollar denominated caricature of an otherwise perfect 30-31/77/77 month growth fractal with a very short time extension of the CRB's current 78 month third fractal.
Posted at 2008-03-16 15:47:57 by theeconomicfractalist
The assessment of 14 March 2008 as an interim low for the Great Wilshire was based on very simple mathematical quantum principles that empirically define this potential new economic science. While the week of 10-14 March did represent 19 month closing lows for the Wilshire, historical nonlinear devolution did not occur. This devolution will soon occur and likely will result in the expected interim low in another 9 or 10 trading days or on 27 or 28 March 2008. Within the last five to five and one half years two dominant intertwining fractals for the Wilshire have been often described. One is a 11/27/27 :: x/2.5x/2.5x month maximal growth fractal commencing in October 2002 with 19 July 2007 representing month 22 of the third fractal and 26 December 2007 representing the third fractal's 27th month lower final high. The other is a 75/187-188 weekly fractal series starting on Wednesday 12 March 2003 with the second 187-188 week fractal of this series starting on Friday 13 August 2004. The week of 10-14 March 2008 concluded week 188 of the second fractal. At issue is the asymmetry of trading day holidays occurring throughout the year rendering a small variation in the composition of the weekly units. The 26 weeks beginning in March and ending in August have 6 fewer days of trading day holidays than the 26 weeks beginning in September and ending in February- early March. Using the growth begins in the terminal phase of decay methodology, the Wilshire's first 75 week fractal starting from its low on Wednesday 12 March 2003 borrowed 2 days from the preceding concluding decay fractal and had 12 trading holidays for a total of 363 days. The second fractal was composed of 187 weeks plus Friday the 13th of August 2004 minus an asymmetrical intervening 38 trading holidays with Friday 14 March 2008, day 898 of this second fractal. The expected low at 2.5x of the 363 day first fractal base is day 907 or 908, or 9 to 10 additional trading days, 27 or 28 march 2008. Starting with the 19 day decay fractal on 26 December 2007 (3/8/6/5 days ::x/2.5x/2x/1.6x), 9 to 10 additional days would result in a 19/47-48 day :: y/2.5y decay fractal and would be appropriate in terms of mathematical quantum decay. The CRB, next week, the week of March 17-21 2008 completes week 32 of the third fractal of a 16/32/32 :: x/2x/2x week maximum saturation growth fractal. For the US dollar: Monday 17 March 2008 is day 18-19 of a x/2.5x/2x/1.5x-1.6x declining daily growth fractal of 14/34/27-28/18-19 of 21-23 days. The low in the US dollar index would appropriately match a final high or lower high of the dollar denominated CRB.
Posted at 2008-02-20 11:22:13 by theeconomicfractalist
On the final December 2007 posting of this small website, 26,27 December 2007 were identified as the predicted final one or two days of a deteriorating saturation lower high growth of the great Wilshire - based on the empirically derived underlying simple mathematical fractal order that ubiquitously characterizes valuation growth and decay of the macroeconomy. The hypothesis of nonstochastic quantum saturation macroeconomics includes the following propositions: 1.That growth and decay of macroeconomic activity is dependent on the available money supply, 2. That the money supply is a summation of unencumbered money and encumbered money, the latter which is money borrowed against future earnings or wages, 3. That the dynamic money supply is primarily dependent on either expansion of encumbered money through debt creation or contraction of encumbered money through debt default, 4. That money supply expansion through borrowing of encumbered money always leads to a degree of asset overvaluation, asset over production, and asset over consumption, 5.That these inflationary excesses are directly related to the excesses of artificially lowered interest rates (and lending parameters), 6. That the contraction phase of this excess of asset production and temporary ownership includes nonessential job loss which negatively impacts the repayment of encumbered money which further promotes the contraction, 7. That the degree of ultimate contraction is directly dependent on the degree of asset over production, over ownership, overvaluation, and over supply dysequilbria which is a direct result of preceding lending parameter variables including not only interest rates but nontraditional lending parameters, and, most importantly, in a global system dependent to a large degree on a leading hegemony with a debt driven economy: 8. That the money expansion and contraction occur exactly correlative to identifiable composite asset valuations growing in a precise quantitative time-based fractal manner to a valuation area, characterized by quantum saturation growth, followed by decay of the readily identifiable composite asset valuations likewise occurring in precise quantum time-based fractal patterns, and finally 9. second fractals of all time unit increments are characterized by unexpected nonlinearity and discontinuity. The ideal Lammert growth and decay fractal sequence has been identified in the Economic Fractalist as x/2-2.5x/2x/1.5-1.6x. The second time fractal of this sequence 2-2.5x has a characteristic nonlinear devolution between the time interval 2x and 2.5x. In the final posting of the Economic Fractalist, saturation growth for the last five year phase of the Wilshire has been empirically identified as an extended x/2.5x/2.5x fractal pattern. Decay fractal patterns are likewise quantitative and can occur in either a y/2.5y/2.5y, or y/2y/2y, or a deteriorating y/2-2.5y/2y/1.5-1.6y time unit fractal pattern. Just as growth occurs in an asymptotic fashion to maximum valuation area dependent on the limitation of growth of encumbered money, there is also a maximum asymptote for decay where encumbered money that can be ultimately repaid will be repaid. It is at this point where asset liquidation selling stops and asset valuation growth resumes. For the United States whose fractal growth is coincidental with the formation of its constitution in 1787, two large first and second fractals of 71 and 140 years, respectively, have formed. The 140 year fractal starts in 1858 and is composed of two subfractals, the first ending in 1932 and the second with nominal secondary and primary highs on 19 July 2007 and 11 October 2007 respectively. 19 July was the third fractal's 22 month of a 11/27/22 month Wilshire fractal starting in October 2002 and within a week of the third fractal's 92nd week of a 46/115/92 week x/2.5x/2x sequence. 11 October 2007 was the predicted high and the 40th day of a 20/50/40 day x/2.5x/2x final blow-off sequence. The abundant qualitative data indicating that encumbered money is undergoing default at a rapidly increasing pace fits with the appropriate 2x to 2.5x timing of the US grand 140 year second fractal with an anticipated massive nonlinear asset valuation decay event. What is the necessary quantitative daily valuation decay sequence deining this anticipated discontinuity? Each day the Wilshire provides another empirical irrefutable valuation data point. Previously proposed valuation decay models A-G have been rendered incorrect by the Wilshire's perfect necessary deterministic evolution of daily valuations which are dependent on the total money supply and the relative valuations and safety of competing primary investment opportunities: tax supported and tax unsupported debt instruments, inflation dependent commodities, and depreciating real estate, On 19 February 2008 the CRB is following a 11/27/19 of 22 day final fractal sequence and rest at an all time high, some 12 points higher its preceding close. The current primary decay model for the great Wilshire is elegantly simple in its relationship to the final 16 August 2007 growth fractal and its larger 5 year saturation growth fractal. The Wilshire's primary decay fractal starts at the end of its extended x/2.5x/2.5x five year growth fractal at month 27, namely December 2007 of the 11/27/27 x/2.5x/2.5x maximum growth and week 116 of a 46/115/116 week x/2.5x/2.5x maximal growth fractal. December 25 2007 is both the first day of the decay fractal sequence and the second to last day or day 33 of the x/2.5x/2x growth sequence dating from 16 August 2007 and ending on 2x or day 34 on 26 December (as previously predicted by the model) of a 17/43.5/34 day x/2.5x/2x deteriorating growth fractal. The daily decay sequence from 24 December 2007 is a perfect Lammert fractal in form of 3/8/6/5 days x/2.5x/2x/1.6x for a total of 19 days. Notice that a slope line starting at the low valuation point of 24 December to the low valuation point on day 19 (completing the first decay fractal) or 22 January lies below all of the interim days' valuation lows. Because of other individual stock valuation fractal patterns, the decay fractal sequence is likely to be in y/2y/2y form or 19/38/38 days with the low of the second fractal occurring in 17 more trading days as of 20 February 2008 or on Friday 14 March 2008. The first drop from 24 December 2007 to 22 January 2008 represented 2.3 trillion dollars devaluation. If the trend line were to hold, the second 38 day decay fractal could end 4.6 trillion lower and the third fractal another 4.6 trillion lower, taking the Wilshire to under 5000 in the first primary decay sequence. It is also possible for an asymptotic decay saturation process to occur with a higher valuation than 5000. On the other hand, the trend line may be breached to the low side with a percentage-wise accelerated devaluation in the second decay fractal unit with asymptotic decay saturation occurring primarily in the third decay fractal unit.
Posted at 2008-02-10 14:50:47 by theeconomicfractalist
At the Ends of the Wilshire's 16 August 20-21/50-52/50-52 day Lower Saturation High and the CRB's Blow off 10/25/25 day Finale.
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The global money supply consisting of Euro's, Dollars, Yuan, Yen, Rupees, Pounds, Pesos, Reals, et. al. supports the world's asset valuations. Presently the world's supply is contracting as debt default on overvalued assets further lowers asset values, destroys virtual dollars which have been counted heretofore as real dollars on financial corporation ledgers, and destroys all sorts of jobs dependent on a dysequibrium consumer economy and a non sustainable process of continuous debt expansion supporting false asset overvaluation. While asset inflation related over valuation is a world-wide phenomena, it is the leading hegemony that has placed so much bad debt in US dollars on the global investors' ledgers in the forms of dollar denominated CDO's, derivatives, et. al. Virtual dollars which act to support all asset classes have been and are being destroyed in an exponential interdependent fashion. The residual US money supply can no longer maintain the summation peak asset overvaluation of commodities, real estate, debt instruments and equities. When did the saturation peak of summation overvaluation occur? The total money invested in savings, money market funds, and debt instruments is increasing driving interest rates down. The Wilshire has lost 2 and 1/2 trillion of its 15 to 16 trillion dollar worth from its high on 11 October 2007. The US real estate market has likely lost several fold this amount from its 2006-early2007 high. Residual money under the necessary forces of global contraction has been preferentially invested in debt instruments and commodities. The CRB is likely at its final high matching a likely final lower high for the Wilshire. From its 16 August 2007 low and using a combination of averaged and absolute low nodal points, the Wilshire as of 8 February 2008 is at either 20/50/50 or 21/52/52 days (with a day added to the first fractal from the preceding decay sequence). From 16 August gold as a proxy for the CRB has followed a 11/28/22/18 fractal with 9-10 days in the last 18 day decay fractal forming a new base with a subsequent 9-10/24-25/24-25 day maximal saturation fractal ending on either 8 or 11 February 2008. 8 February was a remarkable blow-off day for the CRB with a gap above all previous valuations to an all time high with a 2 percent one day gain. Model G1 with a primary decay fractal sequence of 10-11/25 of 27-28/26-28 days is still operative. And the Wilshire is still expected to make a primary low in 25-28 trading days. But the primary decay fractal sequence may be related to the final saturation lower high at day 50-52 with perhaps a 7/7 of17/17 day decay fractal or a 6/3of 15/15 day decay sequence.