Self-Assemby Asset Debt Saturation Economics: The 24 July 2012 Finale x/2.5x/2.5x. :: 8/21/21 Day Maximum EURO/Wilshire Lammert Growth Fractal: The 14 September 2012 completed first US Dollar Four Phase Lammert First Base Growth Fractal: x/2.5x/2x/1.5x :: 2/5/4/3 Days….. The historical equity/Euro/commodity crash as part of the terminal 1.5x to 1.6x of the fourth decay phase of a Lammert four phase fractal series: x/2.5x/2x/1.5-1.6x. Starting with the third 21 day fractal of the 8/21/21 day : x/2.5/2.5x maximum growth Lammert fractal series, a 4/10/8/7 day :: x/2.5x/2x/1.5x four phase Lammert fractal series matching a 8/21/16/11 larger 24 July 2012 four phase series… The historical equity/Euro/commodity crash as a 13 September 2012 terminal third portion 2.5y of a y/2.5y/2.5y decay fractal. From 13 September 2012 a 3/8/8 day :: y/2.5y/2.5y Lammert decay fractal. By this system self assemblyquantum progression the last day of the crash would be Friday 5 October 2012. With trading halts, the 6.5 hours per trading day equivalency might move the equity/commodity/Euro asset classes’ first major nadir of an expected deteriorating 32 months into the next week.
The precipitating cause of the 24 September to 8 October stock market crash is exactly – exactly synchronous with Euro devaluation and underlying Euro – system collapse. But this is a global saturation era with an overly leveraged system via debt creation facilitation by the Global Financial Industry and its global paid for political representatives.
The inevitable saturation area nonlinearity of the mathematically quantum patterned science of Saturation Asset-Debt Economics most importantly leads to a conclusion that the forward consumption global asset debt system needs good and fair rules to promote moderation, promote equilibrium, and foster stability of the entire system.
Good local and global economic system debt creation, business, wealth accumulation, and reasonable and prudent tax rules … will lead to good results.
Within this set of good rules, the forward consumption asset debt macroeconomic system absolutely requires prudent banking rules whereby honest bankers conduct traditional banking and lending practice – vice the seemingly more profitable adaptation and facilitation of the Financial Industry’s leveraged debt schemes resulting in malinvestment and system extreme dysequilibrium.
The internal workings and evolution of the complex Asset-Debt forward consumption economic system’s transactions involving over the last 40 years whereby the Financial Debt Industry has taken plurality control of the economy with increasing debt leverage schemes to enhance gains – and thereafter the subsequent liquidation (and further profit by the Financial Industry during the collapse and liquidation phase) of resulting nonrepayable leverage debt, over produced assets, and over valued assets – is qualitatively a black box for most macroeconomists.
What is collectively, system-wide, and integratively happening in the back rooms and board rooms of the Financial Debt Industry and in their transactional computer systems with the trading of assets, the rapid transfer and exchange of assets, the exchange of complex securities, the exchange of derivatives of securities, and wealth derived through system and monetary exchange gaming and elementally money changer activity – resulting in the accounting transformation in computer one’s and zero’s that by the convention of the Elite paid for rules of the system – represent new and old accumulated electronic wealth equivalent to decades of work by the average citizens who trade real services and real production for the sovereign’s exchange medium.
The traditional macroeconomists cannot look into the murky black box and complex activity of the financial industry dominant element and instead rely on review of the system’s linearly occurring data: unemployment charts, employment participation charts, debt charts, GDP production charts, Cars sales, real estate sales, et. al. and fail to see the long term mathematical patterns of system’s countervailing assets’ valuation curves that define the system and provide a basis for predicting system evolution…
The proven science of the patterned evolution of countervailing asset class saturation curves of nonstochastic Saturation Macroeconomics uses the natural quantum mathematical evolution of the asset-debt system’s observable integrated asset valuation curve patterns to exactly predict the system’s larger picture future and the coexisting epiphenomenon.