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Wednesday, October 17, 2007

Bradley Turn Dates for 2008

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From Bradley Turn Dates for 2007, today, 10/17/07, is supposed to be the most important turn date for 2007.

The Bradley siderograph (more information) was developed in the 1940's 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. William Eng, a noted technical analyst, singled out the Bradley as the only 'excellent' Timing Indicator in his book, "Technical Analysis of Stocks, Options, and Futures" (source: Astrikos).

These are the eight Bradley Turn Dates for the remainder of 2007 and 2008:

  1. December 22, 2007 (A most important date)
  2. March 8 to March 9, 2008
  3. April 4, 2008
  4. April 27, 2008
  5. May 24, 2008
  6. June 6, 2008 (A most important date)
  7. September 9, 2008
  8. September 20, 2008
  9. December 14, 2008 (A most important date)

Also see: Bradley Turn Dates for 2007.

Two investment newsletters rely heavily on the Bradley Siderograph and their returns are terrible. Mark Hulberts "Hulbert Financial Digest" reports in the "Long Term Performance Ratings through June 30, 2006" the following:
  • "The Crawford Perspective" has an average annual return of only 4.9% since its 12/31/88 inception. If shorting is allowed, the returns are a negative 7.2% while a buy and hold of the Wilshire5000 over the same period yielded an average annual return of +11.5%!
  • Peter Eliades' Stockmarket Cycles has an average annual return of only 4.7% since its 12/31/84 inception while a buy and hold of the Wilshire5000 over the same period yielded an average annual return of +12.4%!

My newsletter has a much better record but I am always interested in new ideas. Click for a FREE SAMPLE issue.

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