Can Ancient Planetary Cycles Predict Market Crashes?

I recently completed a quantitative study testing whether certain planetary transits from Jyotish (Vedic astrology) correlate with periods of financial market stress. The study covers every trading day from 1926 to 2026 - roughly 36,900 data points - using the Swiss Ephemeris for precise sidereal planetary positions.

The results surprised me. Not because they "proved" astrology works in some mystical sense, but because the statistical enrichment is hard to dismiss as noise.

Here's what I found.

I tested four planetary configurations drawn from classical Jyotish principles. Each one identifies a "vulnerability window" a stretch of time where market stress is statistically more likely.

Enrichment measures how much more likely a crash is during a factor's active window compared to random chance. An enrichment of 3.60x means crashes are 3.6 times more common during that window than you'd expect by chance.

Here is every major US market crash since 1929, sorted by severity, with the four factors mapped:

A pattern emerges: the worst crashes tend to have the most factors active. The three deepest declines - 1929 (-89%), Dot-com (-78%), and GFC (-57%) — each had 3 or 4 factors firing simultaneously. The GFC remains the only crash in 100 years where all four were active at once.

*All 17 crashes sorted by decline magnitude. Colored dots indicate which of the 4 factors were active. Future years (2025–2028) shown at bottom.

In Jyotish, Jupiter is exalted in Cancer (its strongest placement) and debilitated in Capricorn (its weakest). You'd expect the "weak" placement to be more dangerous for markets — and the data confirms this, but with a twist: both positions are strongly associated with crashes.

Capricorn is slightly more predictive, but Cancer - Jupiter's "best" position is also strongly correlated with market stress. The common thread: Jupiter on the Cancer-Capricorn axis, regardless of dignity, marks periods of financial vulnerability. Perhaps extreme activation of Jupiter in either direction - maximum strength or maximum weakness - creates instability.

The 2022 bear market (-25.4%) is the only crash in 100 years where none of the four factors were active. Zero. This was a rate-hike driven decline - the Fed raised rates at the fastest pace in decades. It was a policy-driven event, not a cycle-driven one.

This actually strengthens the model's framing: these factors identify vulnerability windows, not guaranteed crashes. When a crash happens outside all windows, it suggests an exogenous force strong enough to override normal cyclical patterns.

Crashes with 3 or more factors active average roughly 2.5x the severity of those with 1–2 factors. This suggests the factors aren't just binary "on/off" signals — their overlap intensity maps to the depth of the decline.

Through systematic testing of all possible factor combinations, the optimal model uses just three of the four factors:

Why drop F2 (Jupiter in Ketu nakshatras)? Because every crash F2 captures is already captured by the other three. It adds zero unique contribution — just more false positive periods. The 3-factor model is strictly more efficient.

An important caveat: the model is active roughly 42% of the time, meaning there are plenty of periods where factors are active but no crash occurs. These are vulnerability windows, not sell signals. Think of them as the market equivalent of dry brush in fire season — the conditions for a fire are elevated, but you still need a spark.

Here's where this gets interesting for forward-looking readers.

To be clear: this is not a prediction. Markets can and do rally during vulnerability windows. But if you're the kind of investor who pays attention to cyclical risk, 2026–2027 deserves a close watch.

^{Research computed using Swiss Ephemeris with Lahiri ayanamsa. All positions are sidereal.}

^{This newsletter is for educational and research purposes only. It is not financial advice.}