The terminal weekly fractal series starting in December 2018 for the 36/90/89 Year :: x/2.5x/2.5x 1807 Three Phase US Maximal Growth Fractal Series is 11/24/28/ 12 of 16 weeks :: X: 2-2.5x/2.5x/1.5x.
The inevitable system asset valuation collapse caused by maximum unrepayable bad debt accumulation which has directly caused historical asset overvaluation, finds its terminal end in a December 2018 x/2-2.5x/2.5x/1.5x :: 11/24/28/12 of 16 weekly fractal series grouping.
An 80-90 percent nonlinear 4 week drop in equity and commodity valuations is expected from the current early May 2020 valuation level.
This will upend the local US system’s established retirement 401 K’s, state pension plans, and will revaluate and re-equilibrate asset valuations in terms of remaining unencumbered foundation-of the-real-economic-pyramid citizen ongoing productivity earnings and savings.
The fact is: there is not much US citizens’ savings. As well, currently there is no wind for the sails of US service sector earnings to support new debt.
The coronavirus epidemic has temporarily obfuscated the natural course of deterministic asset debt saturation macroeconomics.
Mathematical algorithms in the future will show the delta between the natural evolution of peak bad debt accumulation and liquidation and the significantly obfuscating variable of 30 million unemployed US service workers in the US and, globally, for example, 4 times that many in India.
That delta will be significant: instead of an 80 percent drop in 4 weeks from the current equity valuation and commodity levels, there will be a 90 percent drop.
The flash crash nonlinearity of 6 May 2010, precisely a decade ago, was also, likewise precisely, secondary to the nonlinear laws of second fractals in asset debt saturation macroeconomics, as was the nonlinear drop between week 22 and 23 of the second fractal in the December 2018 11/24/28/12 of 16 week terminal fractal series.