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This is the first time in 5 years of studying GME’s cycles that every major fractal layer — macro, seasonal, ITMF, equation timing, and the January structure — is lining up at the exact same moment.
If you read one post from me all year… make it this one.
Here We Go...
1️⃣ What This Post Covers
- Seasonal Cycle → Impact Zone → V → Expansion
- 2020 Macro overlay vs current macro
- March prediction of $9.80
- April → May 2 Equation date → volatility burst (before DFV returned)
- January Theory (2021 → 2025 progression)
- How the fractal study works (simple version)
- Equation summary (simple version)
- 3 years of testing across hundreds of tickers
- Major global events the model predicted
- Where we are right now
- What happens after the V
2️⃣ The Seasonal Cycle – Why This Window Matters
GME has followed the same yearly rhythm since 2021:
- V Landmark
- January Expansion
- Spring top
- Summer drift
- Fall descend
- October–November breakdown (Impact Zone)
- V Landmark
- Repeat
We are in that same position again.
3️⃣ The 2020 Macro Fractal (The Master Template)
Macro Position 2020
2020 created the blueprint:
- Macro C
- Long bleed
- Volatility floor
- V pivot
- Fractal break
- Macro expansion
Everything since has unfolded inside the same geometry.
4️⃣ The Current Macro Fractal (2024–2025)
Current Macro
The similarities to 2020 are almost eerie:
- Same C top
- Same slope of descent
- Same compression
- Same buy zone
- Same timing window into the V
- Same break structure forming
If you hid the dates, the charts look identical.
5️⃣ Direct Side-By-Side: 2020 vs Now
2020 vs Current
Zoomed in on Final Landmarks to V
This visual speaks for itself:
- Same structure
- Same geometry
- Same time alignment
- Same volatility placement
- Same pivot sequence
This isn't “similar.”
It’s the same macro fractal, scaled forward.
(Heres the progression on this section since May Top confirmed)
May 2025
Sept 2025
Nov 2025
6️⃣ March 25, 2024 – Calling $9.80 Before Any Cycle Formed
3/25/2024 Post
2020 Position vs 2024
Post earnings falling to 9.80
In March, before the seasonal cycle took shape, I projected:
➡️ $9.80 volatility floor
This was macro fractal geometry
The same drift from 2020 reappeared.
The macro map predicted the same destination the seasonal cycle later confirmed.
When two fractal layers agree → accuracy spikes.
7️⃣ April → May 2 Equation Date → Volatility Burst (DFV Returns)
Post April Bottom
DFV Returns
One of the most common comments on my last post was:
But this section shows, in clean verifiable chartwork,
that GME’s next major volatility event was predictable before DFV returned.
Here’s what happened:
A. April Bottom: Higher Low Off the V (Structure-Based)
In late April, GME completed a textbook Higher Low off the V inside the buy zone.
B. The Equation Returned May 2nd as the Volatility Date
This is the part that blows people’s minds when they see it laid out:
The equation gave us May 2nd as the volatility date.
C. DFV Returned — But After the Landmark Had Already Triggered
DFV returned May 12th,
ten days after the equation’s time target was already hit.
I want to phrase this carefully and clearly:
✔️ DFV’s return increased volatility
✔️ But DFV did NOT cause the setup
✔️ The landmark + equation already predicted the move
✔️ His return simply amplified a move that the structure already initiated
This is important because many people wrote comments like:
But these charts show the truth:
✦ The landmark predicted the move
✦ The equation locked in the timing
✦ DFV added fuel, not direction
This is exactly why I’ve said:
The study doesn’t react to DFV —
DFV’s actions happen within the same structure that already existed.
If DFV is using any form of structural analysis (and he likely is),
it’s entirely possible he knows the same landmarks and timing windows.
But the structure moved first.
D. DFV returned May 12 — after the volatility began
His appearance added fuel,
but the structure had already activated.
Structure → Time → Volatility (DFV optional).
8️⃣ The January Theory (2021 → 2025)
The Jans Macro
Every year since 2021 has followed the same script:
- January expansion
- Spring top
- Summer drift
- Fall breakdown
- V
- Repeat
It has never broken. The setup is identical for the 5th time.
9️⃣ — The Study Has Predicted Major Market Events (Not Just GME)
The same fractal work + equation has forecasted world events before they happened. Examples:
• 2021 Market-Wide Squeeze
The equation projected the January hyper-volatility months early.
This aligned with the entire market’s explosion, not just GME.
• 2022 Russia/Ukraine War Volatility
Projected Q1 global volatility window before headlines broke.
When the invasion happened, volatility detonated inside the exact window.
• Bitcoin & Crypto Cycles
BTC, ETH, SOL, DOGE all followed the same fractal geometry.
Major crypto tops and bottoms aligned with equation windows.
• Trump Tariff Volatility
Equation windows projected the same periods where tariff headlines created market-wide pullbacks.
• Tesla & DOGE “Elon Tweet” Events
Many famous Elon-driven spikes happened inside volatility windows the model already projected.
• Roaring Kitty’s 2024 Return
Equation gave May 2.
Volatility began.
DFV returned May 12 — inside the window, not before it.
The structure fires first.
News attaches afterward
🔟Final Thoughts – Macro Break
After tracking this study for years, watching every ITMF, seasonal cycle, wedge, V, drift, and jet test unfold exactly when and where the model said they should… I’m confident saying this:
The next move is not just another ITMF.
Not just another seasonal cycle.
Not just another January continuation.
This setup is macro.
This is the first true market wide macro inflection since 2020–2021
And here’s the part I won’t sugarcoat:
I cannot tell you how high a new macro Jet Test could or should go.
No fractal model can.
Macro jet tests break ceilings.
They rewrite the entire range.
They redefine the asset’s next multi-year volatility regime.
-And if this model is correct-
if the fractal landmarks, the equation, the ITMFs, the macro MAP —
if all of that continues to hold the way it has for the past five years…
Then we are standing at the front door of the largest structural move since 2021.
Not guaranteed.
But structurally primed.
Perfectly aligned.
And mathematically prepared.
Whatever happens next, this is the cleanest macro setup GME has had in years.
And Macro Jet Tests only moves one way when it finally breaks.
UP
TL;DR:
For four years GME has followed the same repeating fractal landmarks, ITMF cycles, and macro structure with mathematical precision. Every micro and seasonal cycle is now complete, the macro V is forming exactly where the model said it would, and the structure matches the 2020–2021 pre-expansion phase almost perfectly. If this model continues to hold, the next move isn’t another small seasonal bounce — it’s the beginning of a macro break.
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Common Misunderstandings About Fractals in Markets (And Why This Study Isn't What They Think It Is)
Fractals get dismissed quickly online because most people only know the word from memes, crypto charts, or someone redrawing a pattern until it “kind of fits.”
So here are the most common misunderstandings — and how the study actually works.
1. “Fractals mean you’re forcing patterns to fit the chart.”
This is the biggest misconception.
What people think fractals are:
- Drawing random shapes until something looks right
- Forcing a pattern from five candles onto a two-year trend
- Hindsight curve-fitting
What fractals ACTUALLY are:
- Repeating structural landmarks
- Consistent geometry of trend
- A sequence of events, not a shape
- Time-based AND structure-based, not arbitrary
It is rule-based, not imagination-based.
2. “If fractals were real, everyone would use them.”
People say this about:
- Elliott Wave
- Fibonacci
- Wyckoff
- GAN
- Volume profiles
- Harmonics
- Market profile
- Auction theory
The truth:
👉 Most traders don’t understand fractal scaling, so they can’t use it correctly.
👉 Even fewer understand nested fractals (micro → ITMF → macro).
👉 Nobody checks if the fractal sits inside a larger controlling fractal
3. “Everything looks like a fractal if you zoom out.”
Only if you don’t know what a fractal is.
A real fractal requires:
- the proper landmarks
- in the proper sequence
- in the proper location within the macro fractal
- with the proper timing rhythm
All charts I've seen posted over these past couple years do NOT meet these conditions.
That’s why the study only identifies specific cycles (ITMFs), not every chart wiggle.
4. “But what about news, earnings, macro events, catalysts?”
Here’s the truth almost nobody wants to hear:
News events attach themselves to pre-existing structural windows.
Not the other way around.
Repeatedly:
- Good earnings → price drops
- Bad earnings → price rises
- Catalysts accelerate moves already in motion
- Major news almost always hits inside a volatility window
The DFV explanation section proves this explicitly:
- The equation gave May 2
- Volatility began
- DFV returned May 12
- His appearance amplified volatility — but did NOT cause the structural move
That’s what a real fractal model predicts.
5. “Fractal models fail because scaling changes over time.”
Scaling changes within a fractal —
but the landmarks don’t.
The landmarks always appear,
even when volatility expands or contracts.
6. “If this were real, price would never deviate.”
Deviations happen constantly — inside the wedge or inside the Jet Test.
But deviations do NOT break:
- the landmarks
- the timing windows
- the macro placement
- the cycle structure
- the ITMF location
- the V timing
Fractals allow movement within boundaries,
That’s why price can wiggle without breaking the sequence.
