Bradley Siderograph

archive 2003-2006

archive since 2007



The Bradley siderograph was developed in the 1940ies by Donald Bradley to forecast the stock markets (link book). 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 model 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 many 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 some cases up to +/- 1 week. Inversions (i.e. a high instead of a low and vice versa) are quite common.

Premium subscribers of Amanita Market Forecasting get the data of the four Bradley models for the period 1990-2020 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 mainly use the Market Trader von Alphee Lavoie, which is too expensive for the average hobby researcher though.


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.


Still, the real problem is what to do with a model for the *global* equity markets – such a model is nearly useless in the end times. Today, each year means that a further de-globalization, so that in the 2030s humanity mostly returns to the Stone Age upon the return of Nibiru. Donald Bradley developed his model in the 1940s for *the* (global) stock markets, which at his time was more or less identical with the US stock market (lion share of global capitalization) & the Dow Jones. Therefore during the era of the unipolar world it was pretty clear that the siderograph referred to the US indices. However, now in the end times everything is different, we have 3 major blocks in economics & finance, where each of them is a leader in specific areas. The multipolar world is reflected on all levels (Link):

  1. China (Shanghai A index = black): biggest population, biggest economic dynamics, biggest commodity consumption
  2. Europe (EuroStoxx 50 Index = green): biggest GDP (if the extreme counterfeiting of the US numbers is taken out), geopolitical key role (according to Mackinder’s heart land theory), and location of the Untersberg Mountain & the alpha people of the coming Golden Age (1000 years). Actually a part of Russia is in Europe, so it should be included, too.
  3. USA (S&P 500 index = blue): biggest stock market capitalization, most dangerous military, world currency (but this is ending soon). Years in advance the Amanita premium area predicted that the collapse of the US empire would begin in 2017 (acceleration in 2019): the terribly weak dollar in 2017 is the first warning sign. In 2017 Russia & China undermine the dollar as much as possible. The ongoing collapse of the US empire reinforces the global divergences dramatically.


In the past year we had 5 major reversal zones, with a length of some 2 weeks. However, there is no agreement of the benchmark indices of the 3 blocs regarding their price action around these 5 timelines: lows, highs or nothing at all. Even the timing of the turns diverged a lot & even the traditionally highly correlating Western indices SPX+EuroStoxx have decoupled. Mostly the EuroStoxx & Shanghai Composite were opposed, while hardly anything could turn the SPX trend. The Bradley siderograph is a model for *the* global stock markets, which hardly works any longer as the world is falling into pieces. Thus the Bradley siderograph as a stand-alone tool is hogwash in the end times. Many additional factors are needed to obtain something meaningful out of this model. So it appears that publishing the Bradley siderograph beyond 2018 likely does no longer make sense!


As a matter of fact the SPX didn’t allow intermediate-term market timing at all, as the US volatility indices crashed to all-time lows in 2017. In the Eurozone the VSTOXX volatility index looks the same. Unfortunately, intermediate-term volatility needs at least average volatility (short-term market timing is impossible with the +/-1 week window). In the 9/15/17 ranking of the rating agency Timer Digest (the current ranking at the time of writing this article) not a *single* of the 100+ leading market timers around the globe could beat the SPX buy-and-hold significantly, neither over 12 months nor 6 months (in both case one market timer had one marginal outperformance by less than 1%). It is more than absurd to purse conventional (intermediate-term) index timing when the odds are P>99% than you will *NOT* achieve an outperformance.

In 2017, conventional stock index timing was discontinued in the Amanita system, after more than 16 years. The SPX signals for the rating agency Timer Digest will be continued - but only on paper, without betting a cent on that. Without doubt the US indices are most manipulated of all indices & there is absolutely no way that the US indices will be traded again in the future in the Amanita system. Since 2017 no normal index signals have been given, only (geopolitical) special situations are played: primarily through currencies, perhaps also through the stock indices (depending on several factors). In any case, for years only pocket money has been allocated for stock indices (on average only 1-3% of the exposure, i.e. 97-99% of the capital is elsewhere). It is still possible that all stock index signals will be discontinued by mid-2018 at the earliest, as warned in March 2017 - but the jury is still out. From 2019/20 on the world is heading towards hyperinflation: a (full-blown) hyperinflation means that all stock index timing attempts (except intraday & very short-term) are futile. After 2019/20 the only approach that will work is stock picking. The hyperinflation in the first half of the 2020s (reinforced by Nibiru) is the last gasp of life of the financial system, which collapses in 2022/23.