Seasonal and political cycle maps as tested abstention regimes

Map the year before issuing a signal

The archive used a regime-overlay to describe the expected shape of a year instead of issuing a standalone buy or sell. Intermediate-term work on the broad market could screen macro series with some statistical confidence, whereas single-name outcomes often hinged on events that resist quantification.

The cycle-clock spends little time in new gains

A cycle census back to 1885 put the average sequence at 39 months. Of that cycle-clock, 32% was spent declining from a peak, 44% reclaiming breakeven, and only 24% making new gains, so 76% of the clock was correction plus recovery.

A paired-tail-test of standing aside

In a monthly reconstruction since 1926, removing the 30 weakest months raised the long-run rate from 10.3% to 18.3%. Removing both the 30 strongest and the 30 weakest months moved it from 10.3% to 11%. That paired-tail-test, repeated for every equal count from 10 to 50 months, produced a 30% to 60% advantage versus remaining fully invested in the same reconstruction. The comparison frames one abstention-rule against staying invested through every month.

A timing-multiplier without precise turns

A capital-at-trough comparison found that sidestepping a 20% decline left 1.54 versus 1.00 on a fully invested path, and sidestepping a 10% decline left 1.26 versus 1.00. That timing-multiplier did not require turning-point precision. With 10% bull and bear cutoffs, missing 10.79% of each advance and each decline still matched a fully invested rate. With 20% swings the allowable miss was 20.63% at each end.

Seasonal-slice and political-climate-map

Daily percent changes since 1885 were read as a seasonal-slice by weekday and position in the month, rather than by reusing the same few days every month. Mondays were historically poor for being long and Fridays historically favorable. Place in the cycle, party control of the presidency and both legislative chambers, and the decade digit of the year were stacked into a political-climate-map. The yearly directional sketch was meant to describe the lay of the land, and was judged more useful for calling direction changes than for sizing moves.

Indicator-rotation through one cycle

The working process treated momentum, overbought or oversold conditions, monetary backdrop, seasonals, and short- versus long-horizon measures as rotating faces of one cycle. Indicator-rotation supplied the precedence scheme for which set leads in which phase.