The Bradley siderograph was developed in the 40ies by Donald Bradley to forecast the stock markets. Bradley assigned numerical values to certain planetary constellations for every day, and the sum is the siderograph. It was originally intended to predict the stock markets. The noted technical analyst William Eng singled out the Bradley as the only 'excellent' Timing Indicator in his book, "Technical Analysis of Stocks, Options, and Futures" (source: Astrikos).
It is crucial to understand what the siderograph is about since almost all traders (and even financial astrologers!) misunderstand it. Over the decades it has been observed that the siderograph can NOT (!!!) reliably predict the direction but only turning points in the financial markets (stocks, bonds, bonds, commodities) within a time window of +/- 4 calendar days (in a few cases up to +/- 7 days). Inversions (i.e. a high instead of a low and vice versa) are quite common. Also, it is not a timing tool for short-term trends but rather for intermediate-term to longer-term trends because the turning window is rather wide.
2 new Bradley rules
Now in the end times 2 new interpretation rules for the Bradley siderograph are confirmed:
1. standard window = week *after* the Bradley date: Most index turns (about P=80%) come
late, i.e. in the week after the Bradley date. This is part of the end times phenomenon
where ‘everything is delayed’, consistently observed since 2013. Reason: the battle of the
powers of light & darkness (Armageddon), which are in a kind of deadlock. So the (new)
standard window is the week *after* the Bradley date, the extended window is +/- 1 week.
2. polarity reversals: Most of the big Bradley turns (some P=80%) produce the *opposite*
polarity in the indices, i.e. an important Bradley high usually becomes a stock index low.
Below please find the standard model for 2018.
Bradley Siderograph 2018
This is the standard model of the Bradley siderograph 2018, with only 2 major dates: 1/29/18 &
5/29/18. The dates 2/25/18 & 3/9/18 are of secondary importance. In the 2nd half of 2018 we have
a great many minor spikes: it is useless to take these minor dates into consideration, because in
the +/- 1 week standard window that would mark most of the 2nd half 2018 as a reversal zone. In
addition, these minor spikes are statistically highly vulnerable, because just a minor adaption in the
formula could change the turn dates by some or even several days.
Bradley Siderograph 2017
Bradley dates 2017:
1. Bradley high 12/28/16
2. Bradley low 1/8/17
3. Bradley high 2/11/17
4. Bradley low 2/27/17
5. Bradley high 6/20/17
6. Bradley low 7/3/17
7. Bradley high 8/9/17
8. Bradley low 10/7/17
9. Bradley high Nov. 7-16, 2017
10. Bradley overlaps 12/4/17-1/4/18
Bradley Siderograph 2016
In 2016 we have 10 dates in the standard model, which translates into one date every 5 weeks on
average. The longest void (no turning date) is only 2 months, which is a better starting position
than for the year 2015. Here are the 2016 signal dates:
7. 9/19/16 & 9/28/16 (overlap)
9. 11/3/16 & 11/15/16 (overlap)
Bradley Siderograph 2015
Below please find the standard model for 2015.
Bradley Siderograph 2014
Below please find the standard model for 2014.
The 7 weaker dates produced only 2 hits, yet also precise (+/- 1 trading day):
1. 4/6/14: Dow high 4/4/14
2. 10/16/14: Dow low 10/16/14
It’s eye-catching that 4 of the 5 hits (80%) had the opposite polarity, i.e. Bradley lows -> stock market highs, Bradley high –> stock market lows. Only the Bradley high of 7/16/14 was also an index top. This effect was already discussed years ago: it still works, but is weak on average. With random odds being of 50:50 this interpretation seems to work in 60% of the cases, beating chance by a meager 10% or so. That’s why I still recommend to dismiss the polarity of a Bradley turn (high or low) entirely. Only the dates really count, especially those printed bold.
As an exception, in 2015 the standard model is identical with the 360° model. The match of both models depends on whether the planetary pairs are in the waxing (0-180°) or waning (180-360°) phase. The key date 2015 is 6/9/15, but 10/9/15 & 11/18/15 are also important. We also have another 8 weaker dates.
Bradley Siderograph 2013
Below please find the standard model for 2013.
It’s eye-catching in the chart 2013 that there are many tiny spikes. Actually one could mark 11 dates in the standard model between February & June 2013. With a window of +/- 1 week almost every day would be marked as a potential turn – which is meaningless. Moreover, with such flat counter-trends even a tiny change in the formula leads to date change, making the turning dates not statistically not robust at all.
Bradley Siderograph 2012
This is the Bradley standard model (original formula according to Donald Bradley) from December 2011 through January 2013:
In 2012 there are 4 major turning points:
· March 16, 2012
· June 12, 2012
· July 28, 2012
· December 22, 2012
Strictly speaking the siderograph dates are potential turning dates, bifurcation points in the language of chaos theory. In addition to the standard model there are 3 other models in the premium area, which may be quite different. All Bradley analyses in the free area since 2007 can be found here.
Bradley Siderograph 2011
This is the Bradley standard model (original formula according to Donald Bradley) from December 2010 through January 2012:
In 2011 there are 3 major turning points:
The other Bradley dates are:
Bradley Siderograph 2010
This is the Bradley standard model (original formula according to Donald Bradley) from December 2009 through January 2011:
The 2 most important siderograph dates 2010 are:
The other Bradley dates are:
Ø 6/3/2010, 6/9/2010
Bradley Siderograph 2009
This is the standard model for 2009 (December 2008 - January 2010):
It has the following turning points:
12/14, 2008 (important)
11/9, 2009 (important)
Some Bradley model analysts would also include "micro spikes" but I strongly advise against that because that's not significant enough and should be interpreted as "white noise". For unknown reasons there are even minor differences between the different software programs that all use the original formula of Donald Bradley. While major turns in the Bradley chart are more or less identical you would get entirely different results if you zoom in too much.
Bradley siderograph 2008
The Bradley hasn’t been discussed for over a year, what was the impact of the Bradley dates since 2007?
1. 12/22, 2007 low: no intermediate-term reversal but short-term secondary high
2. 3/8-9, 2008 high: intermediate-term low SPX 3/10/08 (deviation: + 1 day)
3. 4/7/08 low: no intermediate-term reversal
4. 4/27/08 high: no intermediate-term reversal SPX but intermediate-term top EuroStoxx 5/2/08 (deviation: +5 days)
5. 5/24/08 low: intermediate-term high SPX 5/16-19, 2008 (deviation: -5 days)
6. 6/7/08 high: no intermediate-term reversal SPX but intermediate-term top Nasdaq 100 index 6/5/08 (deviation: -2 days)
7. 9/9/08 low: intermediate-term high SPX 9/2/08 (deviation: -7 days)
8. 9/20/08 high: no intermediate-term reversal
We see that 3 of the 8 (38%) Bradley turns marked intermediate-term reversals in the main benchmark SPX, and another 2 Bradley dates were major reversals in another key index (EuroStoxx resp. NDX), which gives a total of 5 out of 8 (62%). However, these turning points were rather imprecise, 4 of the 5 turns came within +/5 days, once even the extended window +/- 7 days was used.
Bradley siderograph 2007
Next year there are only 8 potential turning points, with the last 4 being more significant (bold letters) than the first 4 (window: usually +/- 4 calendar days, sometimes up to +/- 1 week) :
Some Bradley analysts would also include the "micro-spikes" of the 1st quarter but I strongly advise against that because that's not significant enough and should be interpreted as "white noise". For unknown reasons there are even minor differences between the different software programs that all use the original formula of Donald Bradley. While major turns in the Bradley chart are more or less identical you would get entirely different results if you zoom in too much.
Below please find the Bradley siderograph (original formula) for December 2005 - January 2007:
2006 we have 11 major turning dates in the standard model (window: +/- 4 days, sometimes +/- 7 days):
The other 3 siderograph models (reserved for Amanita subscribers) differ from the shown standard model considerably.
Perhaps you want to know now which one is the "correct" siderograph - the answer is easy: none. Since Bradley's time dozens of similar models with different parameters have been created, partly optimized with the aid of artificial intelligence and for specific markets (oil, currencies etc.). A date which occurs in several different models is probably important.
The older Bradley charts can be found here. How to receive the raw data: as a subscriber of Amanita Market Forecasting you get the raw data of all four Bradley models from 1990-2010 as a .txt-file (click here to subscribe).
Another possibility: you calculate the data yourself with the aid of a financial astrology software, please go to the software-page (I use the Market Trader von Alphee Lavoie).
By including declinations, Donald Bradley has (probably unwittingly) created the formula so that it mirrors the usual seasonal pattern ("sell in May and go") - but for this purpose you rather use the seasonal charts and not the siderograph.
In my opinion the only way to construct a successful astrological bullish/bearish model would be either to use the planetary longitudes and synodic cycles of the planets (as researched by Meridian and Matlock), or a transit concentration curve based on the 5-10 major natal charts (as suggested by Koen Van de Moortel). In any way, aspects and declinations, the components of the Bradley, are dynamic by nature and not a good input for a static up/down-model, at least on the mundane astrological level. Another possibility is to predict inversions but to my knowledge all attempts have failed so far.
The last Bradley commentary (introduction) was sent out in April, so what has happened in the meantime? The closing S&P 500 (SPX) produced with major reversals in 3 out of the 5 turning points of the siderograph):
This chart shows the reversals of the S&P:
I always stress that only the date of the turn is meaningful but not if it's the high or a low in the chart of the siderograph. It's interesting to analyze the polarities (top or bottom): so far in 2005 the hits (significant reversals both in the Bradley and the SPX) were in 4 out of the 5 cases "inversions", i.e. the only 1/25-26 marked a low both in the chart of the Bradley and the S&P, all other 4 big turns (3/4/05, 6/10/05, 7/28/05, 8/30/05) were just opposite, e.g. 3/4/05 was a low in the siderograph but a high in the stock markets. It seems that some colleagues continue to use the siderograph as an indicator for rising or falling markets despite this claim can't pass an empirical test.
Until year-end there is only one major reversal in store: 12/16/05.
Every few months I send out an update on the Bradley siderograph, below please find today's comments.
This is the Bradley siderograph (standard model) for 2005 (explanation Bradley siderograph):
important note: This analysis is based on the standard model only that is available in the free area, the other models are reserved for subscribers. Whether a date is a top or a bottom in the Bradley chart is meaningless (even if that is claimed to be the case by some sources), i.e. a Bradley top can be a market bottom and vice versa.
This is a list of the turning dates 2005 so far with the deviation to the corresponding turns in the benchmark SPX (S&P 500 close, window: usually +/- 4 calendar days):
As this review shows, you can certainly be very satisfied with the performance of the Bradley as an isolated indicator, in the CSQN model the siderograph is a "positioning factor" and thus among the 3 highest-weighted (out of 2 dozens). This year the turning points have even been exceptionally precise, with 3 of the 4 turns coming within +/- 1 calendar day (which is not the norm but rather the exception).
The last discussion of the Bradley siderograph dates back to Sep 20 so it's now time for an update of this cosmic indicator whose significance is overestimated by light years.
So what was the effect of the Bradley turn dates as measured by the S&P 500 close?
The next major date in the standard model is 1/25-26.
Below please find the Bradley siderograph (original formula) for the year 2005, for a better visual interpretation I added the last month of 2004 and the first month of 2006:
There are 3 outstanding dates in 2005 that have the highest probability for a major reversal within +/ - 4 days:
In addition, there are 6 other turning point of lesser significance:
The other 3 siderograph models (reserved for Amanita subscribers) differ from the shown standard model in many cases and do fill the gap from September until mid-December 2005 where the standard model leaves a void.
Due to questions and misunderstandings a preliminary note: My timing method are the Amanita pivots where the Bradley is just one of more than 2 dozen indicators taken into consideration. This describes the role of the Bradley in my work, it certainly is an important indicator, still just one of many. With the aid of the Amanita pivots you can usually predict market turns with an accuracy of +/- 1 trading day (sometimes +/- 2).
In early May I singled out May 9-17, June 17-24, and July 30 - August 2 as the next 3-fold confirmed Bradley dates that are frequently good candidates for major turning points in the stock markets. Two of the three dates are already history, let's examine how they did work out:
(1) On 5/17/04 we had an intermediate-term bottom so the first window hit the mark.
(2) On 6/23/04 there was the intermediate-term high (double-top with 6/8) after the May bottom, again a hit.
This is a chart of the SPX with the Bradley turning dates (red arrows), the significance of the Bradley is self-evident.
7/30 through 8/2 is the next reversal zone, I believe this will be a special case with the actual turn outside the central window and no straightforward interpretation, i.e. the most obvious interpretation might not be correct (details of current position reserved for subscribers).
The next turning points are (charts):
(1) 8/11-14: visible in both geocentric models, possibly until 8/20 if the heliocentric model is included. Probably a weak turning point as it's not close to an Amanita pivot
(2) 9/12-13: present in both geocentric models. This date is not confirmed by other methods so it should only be a minor turn.
(3) 9/28-10/2: This one shows up in all three models so it has the potential to be more important, even if the exact timing is somewhat out of the central window.
(4) 10/11: Only visible in the heliocentric (the weakest) siderograph, without further confirmation it won't be able to have a strong effect
A review of the past 6 months:
(1) On 11/24/ 03 there was a turn in the heliocentric model which timed the intermediate-term low on 11/20 (deviation: 4 days).
(2) From 1/19-26 there was a short bounce with a small amplitude in the standard model which coincided with the 1/26/04 top (deviation: 0 days). In the case of the S&P 500 this was a double-top with the yearly high, for the Nasdaq 100 even the yearly high. This type of minor bounce in the model (lasting about 1 week or so) often has a turn in the central window between the two dates.
(3) It is crucial to factor in clusters, i.e. turning points that are present in more than one model, ideally in all three. We had such a cluster from 2/26 until 3/5 this year that nailed the intermediate-term top on 3/1 (double-top with 2/11). Similar to a bounce within a model you often to have turns in the central band of the cluster.
(4) The heliocentric siderograph had a turning point on 3/21/04 that predicted the major low on 3/24/04 (deviation: 3 days).
(5) In both geocentric models 4/26/04 was a turning point, in fact even the most important of the whole year 2004. It coincided with the double top April 5 and 23, while the 23rd close was much below the close on the 5th the intraday high on the 27th was just 0.3% making it a double top, as an exception in this case the intraday reversal did fit better.
By the way, I have found that the importance of a turning point in the Bradley model correlates with the importance of a turn in the markets. Even if this correlation is not too strong it's still useful. This is also the main reason why I still do sent the chart and not just the turning dates, even if many readers are misinterpreting it as a predictor of trend direction.
Now to the outlook for the future: May 9-17, June 17-24 and July 30 - August 2 are the next clusters confirmed by all models and thus candidates for intermediate-term reversals in the stock markets. The May turn has the weakest amplitude and is thus of lesser importance.
I have uploaded the Bradley siderograph for 2004 (see here for all models and the explanation), this is the standard model:
It's time now for a review of 2003. In the past months the Bradley turning dates were partially not clear-cut (basis: S&P 500 close):
It seems that since July the siderograph is in the inversion mode since July, and I believe that will be continue about 2/3 of the year 2004. Other timing methods suggest that this model will be rather weak in 2004, certainly not as accurate as in 2002 and the first half of 2003.
The "Bradley hype" has cooled down remarkably the past weeks, apparently caused by the perception that the siderograph has ceased to work in July. I really don't share this opinion since the S&P 500 still hasn't taken out the July 8 closing high which was a double-top just 0.4% lower than the June 17 intermediate-term top (only a higher close would have triggered a rally). To re-iterate, three points are important for a reliable Bradley analysis:
1. According to my research, the S&P 500 is the only representative index for the Western (US and European) stock markets the Bradley model is optimized for. Indices with only 30 stocks like the Dow Jones Industrials certainly do not fulfil the index breadth criterion and are mostly not a good starting point for astrological and cyclical studies (only when precise timing is not important or a long-term price history is needed). Also, sector indices like the Nasdaq 100 are not eligible, still they may provide some additional insights at times.
2. The S&P 500 close matters, not the intraday highs or lows - this is logical and consistent with the standard Bradley being calculated only once a day.
3. The time window for turns is not just 1 or 2 days but usually +/- 4 days and sometimes up to +/- 6 days (as in this case).
To summarize, the current situation demonstrates how crucial the knowledge of the precise rules is. After making a significant (>1%) new closing low since the 6/30 bottom the market has now fully confirmed that the July 2 Bradley turn indeed marked a top and not a bottom as suggested by other commentators.
The Bradley still is the big magnet on amanita.at, so I have prepared another update, this time with an analysis of the past to convey a deeper understanding of the underlying patterns. A strange but rather consistent feature of the siderograph is that after times of a good predictive quality it suddenly drops out, only to shine again after some time. I want to demonstrate this phenomenon with the aid of the charts of the past 3 years.
Let's start with 2001 (always based on the S&P 500 close and the standard model):
In short, 3 of the 5 intermediate-term reversals were predicted but all three with the wrong polarity (high/low).
(charts created with the program "Market Trader")
Now let's move on to the year 2002:
Now back to the present, the year 2003:
Indeed, the pretty high inaccuracy of 6 resp. 15 days can be interpreted as a sign of an approaching drop-out or inversion, like in 2001 and 2002 (Initially, I expected the correlation already to invert in May, but surprisingly the market kept on rising in June).
Another comment: I see several Bradley commentators insert dates just some days apart (e.g. one turn on 6/23, the next on 6/26 etc.) which is not serious in my opinion because it pretends a time accuracy that by no means withstands an empirical testing. The normal time window is +/- 4 days, it may extent to +/- 6 days or more in some cases, so by definition it can't be applied to short-term swings.
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