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SUPERCYCLE
BEAR MARKET AND PERIOD TIMING
by Bob Bronson
Bronson Capital
Markets Research
June 30, 2005
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There have been 10 six-month strong versus weak seasonal trends of the annual stock market cycle during the past five years. The nested cycle model (below) accurately forecasted, and well in advance, whether the next reversing trend was likely going to bigger or smaller, and longer or shorter, than the previous trend in 8 to 9 of the those 10 cycle trends. And if the stock market makes new lows during the next two years, then this model will have also correctly forecasted the smaller, then bigger pattern of the B and C trends of the four-year political, business and stock market Kitchin Cycle. Our SMECT model identifies patterned interrelationships of the 36 recessions, and the associated, anticipating stock bear markets, since 1896, giving historical context to the chart below: A Forecasting Model That Integrates
Multiple Business and Stock Market Cycles
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