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Beyond Gann: Biblical Cycles By Gregory Legrand Meadors

In recent months, we have heard a great deal about astrology, especially the role it has played in the White House. This began a nationwide media focus on astrology, and its use in the financial markets. When you consider the financial power of foreign investors, many who use astrology, it should not surprise you that the markets often reflect astrological timing methods. Financial astrologers had information available to precisely forecast both the exact August top and the October crash! Why then, are the astrologers sometimes wrong? Perhaps if we look to W.D. Gann, the legendary financial predictor, we may find the answer. We know that Gann did not reveal his most valuable knowledge in his stock and commodity courses. For example, only through his writings did he advise students to read the Bible three times to obtain knowledge.

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Using Gann With Astrophysics To Validate Turning Points

Market Astrophysics is an analysis approach that I have developed over the last decade which produces a set of turning point dates based on a computer model of the physical universe. It is the purpose of this article to explain how I use Gann techniques to help validate these turning the S&P or the XMI. I call these AstroDow two, three, and four points, which have turning points about once a week, once a month, and once a quarter respectively. Clusters of these points together are, like any cluster of cycle points, very good trading opportunities. Like most such turning points, the AstroDow points are average points and may be off by a few days. For the best trades, additional information is useful to refine the timing and verify the point as a high or a low. Figure 1 is a daily chart (15 months shown) of the XMI points, thereby increasing significantly the odds of a correct trade. While applied here to the turning points I derive, this same validating approach can and should be used with any turning point system.

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TBonds Square of 144 – Part II By Phyllis Kahn

Recapping Part I of “TBONDS & GANN’S SQUARE OF 144” This square has been operative on the Weekly Bond charts since the all time low was made in 1981. The 1984 low was 144 weeks from the 1981 low, followed by a high on March 5, 1987 that was 288 weeks from the 1981 low and 144 weeks from the 1984 low completing the 2nd Square of 144. No one can deny the persistent continuation of this classic Gann and Fibonacci Square. Even the shorter divisions of Time have consistently produced important turning points, right up to current time.

The Midpoint in the 2nd Square brought in a major low that resulted in a momentum move up to the top of the Square exactly at the 2/3 Time Division (96 weeks). The end of the 2nd Square of 144 arrived right on schedule on March 5, 1987 bringing with it a change of trend from up to down as prices entered the 3rd Square of 144. Although the October low just below 7500 was two weeks prior to the 1/4 timing point, prices rested that week on a Gann 1×4 geometric angle rising from the 1984 low that gave strong support to the “flight to quality” powerful rally that followed. Traders using this Gann square were able to anticipate where the free fall in Tbonds would stop.

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In “Sync” With Natural Laws of Cause and Effect

Since the February, 1988 issue of the GANN AND ELLIOT WAVE, another natural cause and effect timing point occurred the week beginning Monday, February 29 and ending Friday, March 4. Specifically, trades from the short side were presented in the T-Bonds, Muni-Bonds, T-Notes, T-Bills, and Eurodollars. Trades from the long side were presented in the Live Cattle, Hogs, Gold, Silver, Platinum, Crude Oil, Heating Oil, and CRB Index.

In chapter III of Gann’s book, “How to Make Profits In Commodities,” Gann states, “Time is the MOST important factor of all and not until sufficient time has expired does any big move start up or down. TIME must be allowed for accumulation (buying) or distribution (selling ) BEFORE the trend can change.”

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Price Pattern Studies I

In this study I have tested all possible two, three, four, and five-day close to open patterns for the T. Bond Futures market from 1978 to 1987. Three items are provided to explain the information. 1) A listing of patterns (Table A). 2) A graphic display of a pattern (Chart B). 3) A chart of June Eurodollars with examples of two of the patterns (#5:(—)), (#12:(+++)),( Chart C.) The Eurodollar chart is used in place of T. Bonds to display an actual day session open. The chart service used shows T. Bond night session opens on the daily bar chart. This study should be used in conjunction with day session opens only.

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Will History Repeat?

A lot of publicity has been generated about the parallel between the 1987-88 market and that of 1929-30, but few realize how precise the technical parallel has been. In fact, the Elliott wave structure of 1982-1988 compares very closely with the 1924-1930 wave structure.

1.The first phase is 1982-1987 versus the 1924-1929 period. The former was a virtual replay of the latter. Both contained fifth wave extensions.

2. The second phase covers the crash period. The decline from the top in both 1929 and 1987 covered exactly 56 days to the crash low point (October 29, 1929 and October 20, 1987). Both declines count as the “A” wave of an “ABC” bear market.

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Gann and the Planets

W.D. Gann used many esoteric techniques to predict future market direction and price targets with amazing accuracy. In the present context, the word “esoteric” means, “understood by only a chosen few” (Webster). These methods were never revealed  in any systematic way, and many of the principles which Gann used in his forecasting system are awaiting your discovery. Some of these principles can be found in some of Gann’s fictional writings, which on the surface do not appear to have much to do with the market. Continue reading Gann and the Planets

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The purpose of this article is to outline how COMPUWAVE analysis is profitable applied to the markets of the 80’s. Compuwave combines the projections of Elliott Wave analysis with today’s computer generated technical studies. The ideal markets to apply COMPUWAVE are those with large volume and broad public participation, so that mass psychology is represented in market moves. The U.S. Treasury Bond futures and the stock index futures markets stand out with these characteristics. Compuwave analysis can be applied to all time frames, from monthly down to intraday price swings.

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Mass Pressure Chart

I started studying the works of the late W.D. Gann in 1973. The Dow Jones Industrials make their high in January of the year and were on their way to their ultimate low of 569 in December of 1974. the grains were in the bull phase os their cycle which would take the soybeans to almost $13.00 a bushel by June.

What was the driving force behind these bull and bear cycles? After much detailed study Mass Psychology was the obvious answer. But what good was this knowledge without knowing ahead of time when they would occur? Evidently, Mr. Gann found the answer, as a study of his now famous yearly forecasts would attest. It would take me almost ten years of study, pouring over historical data and re-reading his writings hundreds of times before I would have the correct “mind set” to understand.

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Continulink Data

Up until now, there have been three major methods of maintaining data and generating charts based on the data. They are as follows and probably account for 98% of data bases in use: One popular method is CSI Perpetual data. This method uses both a nearby contract and the next out contract. The two contracts prices are then averaged and time weighted.

Use of Perpetual synthetic data could result in your trading system giving false signals this is due to the price configuration being distorted due to the strong effect of the back contract. The back contract may display a much different signature and price pattern that the nearby contract your are trading. This can be due to seasonal factors. fundamentals, or thin volume compared to the nearby. In addition, the positive or negative contract premiums can cause major problems as it can distort the actual trend indicated by the nearby contract your are trading. This effect caused by increasing/decreasing spread premium can cause a pronounced change over time to the overall trend appearance.

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