Markets are often described as unpredictable, yet anyone who has spent enough time observing price knows this isn’t entirely true. Beneath the headlines and day-to-day noise, markets tend to respond to rhythm, repetition, and periods of time where pressure quietly builds before releasing.
This work is a study of those moments.
Rather than attempting to forecast outcomes, this research focuses on identifying time clusters—specific windows during the year when multiple independent cycles converge. History suggests that during such periods, markets become more sensitive: trends accelerate, reverse, or make important decisions.
An equally important insight is what this study does not do. Not every month produces meaningful signals. For example, January 2026 contains no high-grade time confluence windows under this framework. This absence is intentional and meaningful. In time-based analysis, quiet periods often serve as preparation phases, allowing markets to consolidate before more active phases emerge.
The purpose of this document is awareness, not prediction. These windows are best used as preparation zones—times to observe more closely, manage risk carefully, and let price confirm direction.
This research is ongoing. As markets unfold through 2026, observations from live price behaviour will continue to refine and deepen the understanding of how time, rhythm, and market response interact. Over time, these observations form the foundation of a more disciplined and repeatable approach to market timing.
Click the link below to download the file.
https://drive.google.com/file/d/1Ac8_Go4V5eaK7QfQTZoHIv9qzOZXpw2w/view?usp=drivesdk
gann,insides 