ℭ𝔯𝔢𝔰𝔱𝔞
55 posts

ℭ𝔯𝔢𝔰𝔱𝔞 retweetledi
ℭ𝔯𝔢𝔰𝔱𝔞 retweetledi

Benner Cycle vs. Miran Cycle: A Macro Overlay for Markets and Crypto (2025–2030)
The Benner Cycle, developed by 19th-century farmer Samuel Benner, is a historical pattern chart forecasting ~27-35 year economic cycles of booms ("Good Times" with high prices and sell signals), busts ("Panic Years"), and bottoms ("Hard Times" for accumulation). It's eerily aligned with past events like the 1929 crash, 1970s stagflation, dot-com bust, and 2008 crisis, with a ~90% hit rate on major turns (though critics note overfitting and missed nuances). Modern extensions project bullish peaks around 2025–2026, cooling through 2027–2028, and a deep bottom in 2029–2030 ideal for risk assets like stocks and crypto if liquidity cooperates.
The Miran Cycle (inferred from Fed Governor Stephen Miran's dovish speeches and votes) refers to expected Fed policy pivots on liquidity and rates. Miran, a Trump appointee (confirmed Sept 2025, term to Jan 2026), dissents for faster easing amid QT's end (Dec 1, 2025) and "emergent funding signals." He's bullish on deregulation shrinking the Fed's $6.9T balance sheet, lower r* (neutral rate ~mid-2%), and immigration/tariff impacts cooling inflation paving for cuts to mid-2% funds rate by 2026. This "cycle" boosts risk assets during easing (e.g., post-2025 QT pause) but risks tightening if fiscal woes (tariffs, debt) spike yields.
Period-by-Period Comparison
Your outline nails the synergies: Benner's structural turns + Miran's liquidity tailwinds = amplified signals for crypto (BTC, SOL) and equities. Here's a structured breakdown:

English

@exitpumpBTC I believe a mean-reversion bounce is coming next week.
English
ℭ𝔯𝔢𝔰𝔱𝔞 retweetledi

@pakpakchicken Market looks overextended—pullback might be coming. Question is, will it be a dead cat bounce? One thing’s clear: Trump doesn’t seem to care if we hit a recession. 🤔📉
English

Doing a correlation analysis with the help of Claude 3.7.
Global M2 to price of bitcoin. Today is the bottom.
Uploaded data sets of M2 Money Supply and BTC. An hr of guidance, got the results.
The optimal lag period is 57 days with a correlation coefficient of 0.824. The 57-day optimal lag provides important insights for understanding how monetary policy changes may influence cryptocurrency markets with a two-month delayed effect.
Plotted the graph on Tradingview for visual representation.
Links below

English

I was on the call with @CryptoCapo_ and he said that he’s bullish af and he’s buying $BTC
English

@blknoiz06 What ?
x.com/0xSisyphus/sta…
Sisyphus@0xSisyphus
I have no idea why but after I said no already, Movement again asked me to KOL for a chain that doesn’t exist, with no product, no users, & a big VC marketing machine The token launches before mainnet so the team can vest & exit faster and the KOL docs look like this lmao. Avoid
English














