in2itivetechChronos Directory

S&P 500 · geomagnetic & Schumann windows

Timing intelligence for the S&P 500’s qualifying windows.

Three years of NOAA geomagnetic records, Schumann resonance charts and S&P 500 trading, mapped day by day. 146 trading days met the qualifying conditions. Around them, the market shows a measurable pattern worth watching.

Review the evidence
Read the Official Report Prepared by Scott RauversPDF · opens in a new tab
146qualifying trading days, Dec 2023 to Oct 2026
51% vs 42%day after: price range above its 20-day average (p = 0.01)
55% vs 62%3 days leading in: index finished higher (p = 0.05)
+0.34%average recovery over the 3 days after

Structural blueprint

A window defined by the planet, then tested against the market.

The research behind the Chronos Directory was prepared by Scott Rauvers. It starts from a hypothesis set out in his book Long Term Health Effects of Solar Flares, Sunspots, CME’s & the Schumann Resonance: Earth’s extremely low-frequency resonance, fundamental near 7.83 Hz, overlaps human brainwave ranges, and geomagnetic activity affects health and wellbeing. When the two are in step, they may shape human emotion, and through it, investor behaviour.

A qualifying window is a trading day on which two independent conditions hold:

Condition 1

College A-index between 11 and 20

The daily geomagnetic index from the College, Alaska high-latitude magnetometer, published by the NOAA Space Weather Prediction Center. 11 to 20 marks unsettled-to-active conditions.

Condition 2

Calm Schumann resonance

Tomsk spectrogram charts scored hour by hour over the 24 hours to 11:30 am New York time. Calm means outside the stormiest fifth of all days.

Founding principles

  1. Public, verifiable sources onlyNOAA geomagnetic files, the Schumann archive and S&P 500 index prices. Every figure can be checked.
  2. Define the window before looking at pricesThe qualifying rule uses geophysical data alone, so the market cannot shape the selection.
  3. Compare against every trading dayEach result is set beside the market’s normal behaviour over the same period.
  4. Test for chance, and report it3,000 random shifts of the calendar measure how often a result this size appears by luck.

The evidence

Soft going in. Livelier and recovering coming out.

Across all 146 windows, the S&P 500 was followed from three trading days before to three trading days after. Two shifts stand out from the market’s normal behaviour, and the index tends to recover after the window.

Day after the window

Wider trading ranges

51.4%vs 41.6% on all trading daysp = 0.01

On the first trading day after a window, the high-to-low range beat its 20-day average far more often than usual. Volume was above average on 52.7% of those days against 46.9%.

3 days leading in

A soft patch before

54.8%vs 61.7% for any 3-day stretchp = 0.05

From the start of the qualifying period to the window itself, the index finished higher less often than normal. Two days before, it closed up on only 46.6% of days (p = 0.02).

How often the S&P 500 closed higher

Share of days the S&P 500 closed higher, from 3 trading days before to 3 after a qualifying window, against 56 percent on all trading days.
Dashed line: all trading days (56.0%). Cyan: the window day. Below the line on the 2 days before; above it on the first and third days after.

The average path through a window

Average S&P 500 change from the close before the qualifying period: dips to minus 0.17 percent one day before the window, then rises to plus 0.22 percent three days after.
Average change from the close before the qualifying period. Dashed: any seven trading days.

Day by day

S&P 500 behaviour around qualifying windows compared with all trading days
Trading dayClosed higherUp at 11:30 amVolume above avgRange above avgAvg change

p-values from 3,000 random shifts of the window calendar. About 30 comparisons were made in total, so individual results near p = 0.05 should be read as signals to monitor rather than certainties.

Read the Official Report Prepared by Scott RauversPDF · opens in a new tab

Vectors of capital

Associative remote viewing, aimed at the window.

The in2itivetech.com service applies associative remote viewing to the S&P 500 on qualifying trading days, concentrating sessions where the evidence shows the market behaves differently. Select a vector to light its windows on the map.

Network intelligence

Why in2itivetech.com

Hour-level precision

Schumann activity is measured hour by hour and aligned to the New York trading clock, up to 11:30 am on the day itself.

Three years, every day

Every trading day from December 2023 to October 2026 was screened. The 146 windows were found by rule, not chosen by hand.

The seven-day view

Each window is studied with the three trading days before and after, so the lead-in, the day and the follow-through are seen together.

Tested against chance

Results are compared with the market’s normal behaviour and checked with 3,000 calendar shifts. What fails the test is reported alongside what passes.

Official geomagnetic records

College A and K indices come from the NOAA Space Weather Prediction Center’s quarterly Daily Geomagnetic Data files.

Built for briefings

Findings are delivered as charts, tables and day-by-day records ready for institutional review.

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