The Venus 225-Day Square-Out: We Projected One Venus Orbit From Every Major S&P Pivot Since 1950

The Conclusion

Everything below is how we got there — the definitions, the base rates, the offset sweep, and an interactive table of all 519 square-outs since 1950 where you can open the chart for every single one and check us.

The Claim — and Its Arithmetic Checks Out

The idea comes from W.D. Gann's toolbox: planetary orbital periods as units of market time. Venus circles the Sun in 224.7 days, so practitioners count 225 calendar days forward from a significant high or low; when the count completes, time is said to have “squared out” the move, and a change in trend is due. It is not an arbitrary ritual — anniversaries measured in orbital time are exactly the kind of hypothesis you should test if you suspect planetary cycles drive markets at all.

And the specific call was accurate on its own terms. The S&P 500's November 20–21, 2025 low was the real major low of that correction, and November 20 plus 225 days lands precisely on Friday, July 3, 2026 — the holiday half-session when the call was made. “Monday is when the fireworks start” was the testable part.

That gives us a clean, mechanical method: find every major swing pivot in 76 years of S&P 500 data — the strict highest high or lowest low of a ±21 trading-day window, 519 of them (238 highs, 281 lows) — project each forward 225 calendar days, and ask one question: does the market turn at the square-out more often than it turns on any random day?

First, the Verdict on July 3

Ten days on, the score is in. Monday, July 6: the S&P 500 rose to close at 7,537 — at the time its best close in a month. It then drifted lower for two sessions — about 1% close to close, with the low printed on July 8 — and by Friday, July 10 it had rallied to 7,575, its highest close since June 4 and within 0.6% of the all-time high. The dip never came close to the 1.5% counter-move we count as a tradeable reversal, let alone a major top.

Here is the uncomfortable part: a two-day wobble is exactly what the base rate predicts. Minor turns are so dense on a price chart that most called dates will sit near one. Whether the July 3 square-out “worked” is not answerable from one event — it is answerable from 514 of them.

Test 1: Does a Turn Land on the Square-Out?

“Turn” has to be defined before looking, or it will stretch to fit whatever the chart shows. We used a standard swing pivot: the highest intraday high or lowest intraday low of a ±5 trading-day window. A square-out scores a hit if such a pivot lands within the chosen number of trading days of the projection date. The control — the step square-out charts never include — is the base rate: how often does a randomly chosen trading day pass the exact same test?

The Control Nobody Runs: Is 225 Special?

Suppose the 51.4% had come out higher — how would we know Venus deserved the credit, rather than the sheer density of market turns? By asking the question no square-out chart ever asks: what do other numbers score? We reran the identical test — same 519 anchors, same ±2-day orb — for every projection offset from 30 to 400 calendar days. If Venus's orbital period carried information, 225 should stand out from the crowd of meaningless offsets.

It doesn't. The sweep averages 50.0%, and 225 days scores 51.4% — rank #98 of the 371 offsets tested, 0.6 standard deviations above the mean. Ninety-seven arbitrary numbers with no planet attached beat Venus, topping out at 56.5%. Whatever wiggle the eye finds at 225 is exactly the size of wiggle every other offset produces by chance.

Check Every Square-Out Yourself: All 519 Since 1950

Don't take the aggregates on faith. Below is every major S&P 500 pivot since 1950 with its 225-day square-out date, whether a tradeable 1.5% reversal started within the chosen orb, and a chart for each one — click any row to see what the index actually did around that date. The November 20, 2025 low that started all this is in there, and so are the square-outs still ahead on the calendar. Whatever orb you pick, compare the hit-rate chip against the random-day base rate beside it: that gap, not the raw count of hits, is the entire question.

Test 2: Require the Reversal to Mean Something

A turn nobody could trade is not a turn worth predicting. So we tightened the definition, the same way as in our Mercury retrograde midpoint study: a day counts as a reversal only if the close moved at least 1.5% against the direction of the prior five days, within the next five trading days. On the S&P 500, 28.4% of all trading days qualify.

On the exact square-out day — the day the method actually calls — tradeable reversals arrive less often than on a random date (27.2% vs. 28.4%). The wider windows lean a couple of points above base, the strongest of them still inside noise (p = 0.18) — and remember that 97 arbitrary offsets outscored 225 on the pivot test. There is nothing here to trade.

What About the Direction of the Turn?

The clinic call had a direction built in: a low squaring out should time the next top. That is testable too. Among the 264 square-outs that did land near a swing pivot, the pivot was the opposite type of its anchor — low projecting a high, or high projecting a low — 147 times: 55.7%, a coin flip with a rounding error.

And the strictest version of the claim — a major pivot projecting another major top or bottom, the “November low times the July top” headline — hits 12.1% of the time against a 13.5% base rate (p = 0.84). Anchoring the count to a big low does not raise the odds that a big top arrives one Venus orbit later. If anything, in this sample it lowered them.

Why Square-Outs Feel So True

The Checklist for Any “Cycle Squared Out” Claim

This study took an afternoon, and the recipe generalizes to every planetary count you will ever hear:

We build and test astronomical timing models for a living — some survive this kind of scrutiny and become strategies on our platform. This one doesn't. That distinction, between patterns that survive a base-rate test and patterns that only survive eyeballing, is the entire game.

All figures on this page are historical backtest statistics published for research purposes only — nothing here is trading advice or a recommendation to buy or sell any security.

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