This is for the www.superforce.com Advanced Monthly Premium Service subscribers and others interested parties.

Prior to the devastating events on Sept. 11, 2001 (Tuesday morning) I had prepared much of the following.

ALERT! ALERT! ALERT! Sept. 12, 2001 Beginning on Sept. 14th we have an unprecedented duration of consecutive negative ion ratio days during the trading days. Negative Ion Ratio days correlate with downwards stock markets.  This is our third alert on SuperForce.com the first alert was given prior to the week of October 23-27, which saw the Toronto Stock Exchange lose over -10%. Our second alert was given prior to the March 15th-March 23rd downturn, which forecasted these lower markets; the result was a -4% loss with the major indexes in Europe and North America. This third alert is the longest duration since SuperForce.com began in January 2000.

Additional Sept. 13, 2001: Due to the events on Tuesday we feel it is ethically responsible to fully explain this third Alert, which was going to happen regardless of the economic impact of the events from Sept. 11, 2001. The duration of upcoming negative trading days starting on Friday Sept. 14th 2001, lasts for 11 trading days (over two weeks!). Normal durations are between 1-4 days, October 1st is the first positive weekday. The apparent stability of the European and Asian markets on Sept. 12th and 13th was expected given the extreme positive ion ratios forecasted on both days. The way our trading method works the middle of the negative period would normally indicate the bottom which would be Sept. 21st. However, the week of the 24th-28th has higher negative ratios than the week of the 17th-21st which could result in more downward movement.

With the events of Sept. 11th coupled with our alert, many variables now enter into this. Surprise interest rate cuts or simple patriotism may override the normal expected behaviour. However, given that the markets are near bottoms of the last few years, the U.S. markets were closed through the extreme positive days of the 12th and 13th of September, which should have slowed the downward trends of the prior trading days. This extended duration of negative ion ratios couldn’t have come at a worse time for the stock markets.      

Review of minor warnings I have made in the past few months.

email March 14, 2001

It should be noted though that interest rate cuts did little to stop the slide 1929-1932.

Since this email of March 14, 2001

The QQQ (NASDAQ 100 Index stock) has lost a further -22.06%

The SPY (S&P Index stock) has lost -5.94%

The DIA (Dow Jones Index stock) has lost -3.39%

email May 29, 2001

Warning: The markets may be in a Bear market rally (also known as a suckers rally) prior to an extended freefall as the average current price to earnings (P/E) ratios on the S&P 500 stocks is currently very high. The S&P Index P/E ratios of the worst two bear markets were:

At peaks
1929..21 times
1973..19 times

At Troughs
1932..8.5 times
1974..8.0 times

The S&P500 P/E in March 2000 reached a record high of 32. Both the 1929-32 (83% drop) and 1973-74 (46% drop) were preceded by substantial sucker rallies and No Bear Market ever ended when the S&P500's P/E ratio was 25. Bear Markets bottom when the P/E is close to 6 to 8 times.

Since this email on May 29th, 2001

The QQQ (NASDAQ 100 Index stock) has lost a further -26.06%

The SPY (S&P Index stock) has lost -13.15%

The DIA (Dow Jones Index stock) has lost -12.46%

The current P/E ratio of the S&P500 is 30.76

Sincerely,

Guy Cramer, President

United Dynamics Corp. www.superforce.com & www.bearfighter.com & www.policeops.com

 
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