Financial markets funds fundamental, predictive analytics CVTA-22 pretends to be the most advanced Deterministic Intelligence in Hi-Tech.

Gregory Chernizer, Ph.D

High-Tech analytic the equations of CVTA-22 system had been derived proved in theorems and confirmed in the impressive, profitable funds’ tests for decades produced by broker companies at dynamic Financial Markets (FM) by the fundamental Deterministic Intelligence (DI) incomparable with existing AI. Never existed CVTA-22 is the start of the funds universal Predictive Investment Economics (PIE) that is the fundamental science based solely on the unique Dynamic Economics Principle (DEP).? CVTA-22 (Chernizer Volume Trading Analytic-22) system of the Financial Markets Universal Dynamics (FM-UD) was theoretically discovered by the mechanisms of dynamic investment process due to non-zero imbalance if market order (mo) absolute Volume Excess (moVE) is greater than the absolute volume of the limit order (lo). The resilience inevitably propagates in direction of its sign? “+” or “-“ in up or down direction (polarization buy(b) or sell (s)) along price axis “instantly” with electric velocity of moVE vector ?propagation producing self- and lo destructions (annihilation) out of the trading desk, and it deserves name the Price Touchier (PT) vector. That is why price-equity (PE) moves by touches price or pieces levels by PT quantize vectors of totally 32 mo Volume Excess Waves (VEW) (5; 3; 8) at bull and bear FM? Ideal Trends (IT) including the directional liquidity function (LDF) in the New Causation Economics Space (NCES) compared to the price-time-volume Economic Space (ES). 3D NCES is the necessarily derived investment “microscope” structured for FM predictive equations of ?motions are not depending explicitly on time, that reveal three VEW constants and funds’ risk control action in consensus with VEW path structure. NCES considered also the defective VEW FM Range Trend (RT) with the possible price spikes at the transition from IT to RT. That is why CVT Robot (CVTR) produces the Profitable Immortal Funds (PIF) for any time horizons for up to the Economics Cycle. CVTA-22 analytics based on the inevitable deterministic mechanisms take place at any dynamic (price-equity non-zero volatility) FM. It is the pure scientific Economic analytics compared to the funds technical analysis, and the others ending empiric, phenomenological, Big Data, math postulates and artificial intelligence (AI) methodologies. Neither one of them is the fundamental scientific predictive methodology (see below). Deterministic Intelligence (DI) CVTR over performed human and human over performed AI. Human cannot recognize mostly FM expected strategic states while DI does VEW quantitatively with non-human precision. VEW the parental mapping onto ES is the Elliott Waves (EW) of unknown nature prior to VEW discovery that relates to Behavioral Economics and discovered from observation by Charles Nelson Elliott nine decades ago.

??? Any Financial Market (FM) fund is highly predictive in Investment Economics (IE) if its prediction calculates in advance with analytics of the FM cumulative causation variable (CV). CVTA-22 system’s analytics (the derived universal equations) predicts quantitatively and deterministically the most advanced by now fundamental, proven scientifically uniqueness predictive solution, and it has confirmed by non-stopped tests for decades. Volume arithmetic (VA) and the New Causation Economic Space (NCES) are the initial course of teaching machine with CVTA-22 advanced scientific analytics.FM funds are dynamic at the certain time interval when they create the non-zero price-equity increments (P-EI)and their volatilities. This simple dynamic FM definition led to the Dynamic Economic Principle (DEP) discoverythat is the breakthrough in dynamic (non-zero P-EI and their volatility) disequilibrium (non-zero volume- to-buy and volume- to-sell resilience) at FM and their application to the public-private investment funds.CVT Analytics-2022 (CVTA-22) excludes from consideration IE journalism, any ideological “impurity” from the other sciences. CVTA-22 is the pure Economic fundamental supply-demand science.The transparent and causation Economics idea proved here in theorems and confirmed by the broker companies with the profitable immortal funds (PIF) demo tests production for decades. It has applied to any non-option FM fund of one instrument contains FM database(db) needed to solve the universal FM predictive Price-Equity (P-E) motion equations in NCES.It is clear that two or more instruments structured portfolio doesnot have FM db,and compare to fund portfolio is becoming the intuitive items picking the items’ selection inempiric investment.Financial Markets Universal Dynamics (FM-UD)in IE and their CVTAsystemsconsiders CVTA-22 (thereafter CVTA), for instance,of 10 instrumentsis the collection of 10 different funds manage separately by their universal trading rules. The only one exact market order (mo) saves volume quantity in any investment transaction. It is the item fund’s mo directional volumes interact with the opposite polarized buy (b) and sell (s) or s and b consisting of? mo acquisition to buy (b) and limit order to sell (s) or s and b directional (polarized) orders produces in equal-selves destructivevolume process of (annihilation) in amount of mo volume order. Then mo searching the end of annihilation in with lo participation at another price level produces the directional price increment vector Δp≠ 0 that provides the sufficient FM non-zero price volatility (σ? ≠ 0) condition of the Dynamic Economics Principle (DEP). If mo cumulative volume order prevails in amount cumulative lo at the started trading price in amount?satisfies to moVE move up and down respectivey along the vertical price in price-time-volume Economic Space (ES)

?? moVE(b) = moVb-|loVs| > 0, moVb > 0, loVs< 0; up

?? or

?? |moVE(s) | = |moV(s)|- |loV(b) | > 0, moV(s) < 0, loV(b) > 0; down

??? these? inequalities form the sufficient condition of DEP with VE is the Volume Excess (VE) induces a jump up or fall down the price in VE searching annihilation led to non-zero Δp increment relates to a started trading price. Dynamic FM fund existence so does its volume excess (VE) vector existed prior to Δp, its causation, initiates P-EI ?and contributed to VE volatility. Then non-zero Δp is able to produce the analytically predictive and calculated moVE if module volume mo vector moV is greater than the module lo volume vector loV of their opposite polarization (|moV (b or s)| > |Vlo|(s or b)) and moVE paricipates in annihilation VE at FM trading center in amount equals to 2* moV at a trading desk, from the opposite polarized (bUs or (sUb) stocks with exchanges’ velocity of electricity. The following analytic is the keys to recognize FM fund trend containing the necessity condition of?VE,

?? (VE = moVb +loVs) U (Vmo,b>|Vlo,s|),? Vmo,b> 0,Vlo,s< 0;

??? the fund’s dynamic bull trend,

?? ((VE = Vmo,s + Vlo,b) U (|moVs| >loVb)), |moVs| > loVb> 0;

??? and? fund is in bear trend when

?? |moV| ≤|loV| and VE≡ 0

?? VE = moVb + loVs either bull (VE > 0),? bear (VE < 0 ) or neutral (VE≡ 0 )

CVTA-22 system is splitting simultaneously from V the existed two moV and loV polarized vectors containing in the? total scalar volume V given at FM db with their coordinated? sign plus (+) to buy (b) Vb?? vector and sign minus (-) in V,s?? vector. They allow revealing the expected fund’s dynamic bull VE b or s trend, P-EI incremental vectors in ES and produces by PT = VE ≠ 0 price touchier vector. That is why the splitting total volume V ought to be the function of the price p cumulative historic behavior with the name the Splitting Price Indicator (SPI) deviating analytically from the Relative Price index (RPI) additional sense, and it named here by the Price Operative Momentum (POM).

Prior to it FM volume V was splited by two incompatible pairs of? vectors either (moV b ; loVs) or ?(moV s ?; loVb) with the revealing here the Polarized Momentum (POM) operator moV, b? = POM*V, loVs? = (1 – POM)*V and VE = (2*POM -1) * V. POM derived and applied here belongs to the feasible and the new polarized split volume index (SVI) = POM operator.The next FM updating volume with a prime symbol notation (‘) V’/ produces the similar equation

??moV' b? = POM*V';? loV,s= (1 – POM)*V' and VE' = (2*POM' -1)*V’???????????????????????????????????????????????????????????

?? (Vmo,b>|Vlo,s |) ∩ (|Vmo,s |>Vlo,b)(b) are needed to recognize the Dynamic FM fund

CVTA-22 Volume Arithmetic (VA)

Trading process in investment leading to stock diminishing (annihilation) process from the trading desk in equal to the opposite polarization sides volume amount at the same price level. Annihilation produces the possible FM dynamics with anti-polarized volumes Vmo ,Vlo if the directional Price Toucher (PT) satisfies to one of (b) – (c) equations with the following funds actions. Volume Excess (VE) here has nothing in common with a volume time increment makes that has no decisive sense in the dynamic Investment Economics (IE). VE is the resilience vector of two polarized (buy or sell) cumulative limit order vector to buy (b) Vlo(b) in positive V-axis direction? and limit order to sell (s) vector Vlo(s) in negative V-axis direction derived from the splitting total FM given database’s instant volume (scalar) V. This separation is a way of produces the special polarized momentum (POM) operator. POM separates the limit directional b-polarized) orders and the limit directional s-polarized orders not being an implicit function of any time that is a witness of FM events. Their sum defines the FM static state vector Vlo,st,

Vlo,st = Vlo(b) + Vlo(s)

and in components

Vlo,st = Vlo(b) - Vlo(s)

Vlo(b), Vlo(s)? located at the different price levels with impossibility in the trading procedure and creation non-zero P-EDI features the FM static state at the lack of market orders (mo) participation. It is clear that transition of static to dynamic FM starts at the prevailing the absolute value of anti-polarized mo volumes ?|Vmo| over the lo |Vlo| of a different polarization (b & s) or (s & b) respectively that lead lo their selves-destroyed process with hardly imaginative, instant practically trading velocity. That is why FM monitor’s demo data is the total volume V although it ought to be (V- loV) static FM db at the instant close price. ?p Total V volume included participated mo volume and the zero dynamic liquidity. CVTA-22? analytics calculates fund’s the quantitative expectation in advance prior to mo arriving to FM the liquid volume produces the expected fund’s price-equity directional increment (P-EDI) and asymmetric potential polarized liquidities (PPL) L(b),? L(s). Piece-good’s funds Guru’s manager may reveal them more often intuitively and qualitatively than an average professional. Quantitative expected mo volume precisions are essential to avoid its over- and under doses leading to increase risk.? Investment ought to be based on simultaneous the quantitative directional volume and PPL control followed from the same causation wave predictive IT and RT equations.? CVTA-22 analytics proves in DEP theorems and practice that PT volume excess leads investment is the cumulative, causation and universal methodology provides the efficient PIF returns and risk control simultaneously. FM DEP analytic of volume excess (VE) wave’s dose is the unique investment causation variable, its scientific role in derivation the time non-explicit predictive VE equations to produce the volume incremental profits to the optimal fund’s equity profits immortality together with the consensus of transparent procedure towards the minimum risk strategy.

Let us consider the simplest PPL arithmetic quantitative role in recognition of the cumulative static state of limit orders make a certain influence to the following expected mo “invasion” to the? fund static state. Quantitative PPL is preferable in higher liquidity of lo L(b) or | L(s) | direction,

max(L(b),? | L(s) |),

L(b) ≈ ((Vlo(b)) / ΔpR )????? L(s) ≈ ( |Vlo(s)| / ΔpB),

ΔpR= max(p(sell)) – min((p(sell)),? ΔpS= max((p(buy)) – min((p(buy))

What will happen at FM fund, and how it will behave? CVTA-22 analytics had interfered into “black hole” area between the News & Expectation (N&E) and the investment world cumulative fund decision volume excess trading actions lead to the quantitative P_EDI formation.?

CVTA-22 interfered into “black hole” area between the News & Expectation (N&E) and the price-equity directional increments (P-EDI), derived in FM fundamental, causation, universal, deterministic predictive CVTAequations based on the only one and analytically proven the Dynamic Economics Principle (DEP). It followsfrom? the mechanism of opposite polarized (buy (b), sell (s)) market order (mo) volume Vmo(b),Vmo(S) vectors and the limit order (lo) volumes Vlo(b). Vmo(s) vectors and the total volume V produce. two polarized mo volume excesses |VEmo| ≠? 0 that is the necessity dynamic FM condition while non-zero price volatility is the sufficient dynamic FM condition, . VEmo satisfies to one of two incompatible polarized (directional) inequalities,??

VEmo(b) = Vmo(b) +Vlo(s) > 0; Vmo(b) > 0; Vmo(s) < 0; Vlo(s) < 0; Vlo(b) > 0

?VEmo(s) = Vmo(s) -Vlo(b) < 0; Vmo(b) > 0; Vmo(s) < 0; Vlo(s) < 0; Vlo(b) > 0

?These inequalities defines the new current price increments in the mo volume vector direction and price increment that provides VE volume amount annihilation. This instant process quantified in CVTA-22, and FM prices are on a monitor screen at a static state waiting the new quantitative volume portions of mo vanishes in annihilation instantly, and the following lo searching their prices locations updated static states.?

PT =VEmo

Non-zero P-E volatilities (σp, σE ) is the DEP sufficient condition. VE the cumulative variable substitutes all others 600 variables responsible for P-EDI and their motion. These VE conditions are the necessity cases to the current price in its non-zero increment production "touching" P-E to move them up or down directionally and P-EDI quantitatively to the next limit order level with the directional VE the Price Toucher PT = VEmo ?running directional volume distance in amount VEmo units. That is why this article is the tiny preface to CVTA-22 referred to the link below. It is the tiny start of CVTA-22 predictive analytics in dynamic IE important to its understanding from the beginning. The following dominated part of CVTA-22 is in quantitative P-EI waves propagation at FM the Ideal Trend (IT) and complementary to it the Range Trend (RT). Axis VE is different in scale and measurement at any FM fund in its application in price-time –volume economic space (ES). The following transformation makes it universal to any fund,

ve = (VE / |VE|) = ((Vmo+ Vlo)/ |VE|); | v | = 1; min (v) = -1; max (v) = +1; v€ (-1; 1)

ve thereafter vis the unit vector |v| =1 and its boundary calculated v fund’s coordinate defines bull trend at v > 0 or bear trend at v < 0 of horizontal v-axis with v gliding along v-axis? depends on fund’s volume excess havingv free-run of v-wave between discoveredtheoretically two adjusted v obstacles (v the special five points). The relative dynamic volume excess increment (RDVEI) vector vexcludes the ends v = -1 and v = 1 due funds extreme CM fund orders states of the only sell or buy states lead to the exchange preliminary actions. FM funds exchanges practically exclude these extremes forcefully at abnormal volume and prices increments while CVTA-22 calculates the current VE and predicts its future quantitative volume incremental formation that produces P-EI. Pay attention to the real fact that investing-trading process consists of buyor sell v causation responsibilityin P-EI vectors formation.

Who is the Financial Markets (FM) price-equity increment producerof (P-EI)? The answer is simple: the whole world of investorscumulatively actions participate in FM pricing,? P-EI vector predictive formation at the equilibrium/disequilibrium FM. These actions involve lmostly either volume limits (at-the- market) orders, volume-price limits (markets limits) orders or the stop orders related to the existed open position. All of them need fair pricing and P-EI prediction having FM exchanges database (db). The predictive FM role belongs to the special analytics science based on the solely universal Dynamic Economics Principle (DEP) valid to any time horizon together with FM fundamental trend state analytic recognition. Innovative CVTA-22 is about it. If you ask top FM investmentsprofessionals, what is the source of P-E motion, the general answer would be far from correct:it involves up to 600 sources I heard at one of the investment recent webinars. The next question, “How it looks to you the dynamic (P-E moving) procedure?“Professionalsanswer to it would be “due to the news and expectation”.Theonly one and unique quantitative causation function of P-E motion you may find in FM-UD and its predictive FM CVTA-22 and PISI analytic systems.I found from FM guru publication that this “mechanic” involving P-E spikes has not revealed yet at his request fromthe academia and scientists. My Financial Markets Universal Dynamics (FM-UD) starts from it, solved the unique universal and proven predictive analytics (PA) theoretically, and then it confirmedpractically. Existing PA “mechanics” (prior to FM-UD) consists of the time interval (TI) main variable dependence of kinematic investment analytics (KIA) at the postulated equations from the charts or database (db) observation.Defensive hedge strategies, empiric portfolio diversification and the Alternative Investments are popular now. It is hard to be in fear and stress of funds and portfolio awareness. Predictive Funds scientific analytics FM-UD with its new revealed three constants in disequilibrium free markets Economics is the breakthrough in Behavior Finance of fundamental Economics, and modestly looks to meas the foundation ofthe Predictive Investment Economics (PIE) ahead of the time for decades.The last simple question from the scientist to KIA authors and practitioners would be, for instance,like the following; “Does TI and / or the news and expectations possess “hands” touching the fund price or equity to move them up or down?” I will not get any reply to the formulated above the potential questions.

FM-UDis the innovative, transparent and probably more practically important discovery than, for instance, the great hypothesis of Poincare-Perelman. There is nothing more successful in Economics and Finance than deeply thoughtful scientifically predictive, causation, fundamental CVTA analytic at disequilibrium in supply-demand free FM. It is about the fully innovative FM-UD, its proven existence analytics, its predictive Elliott Wave (EW) the first time discovered here in FM-UD analytics with the name CVTA-22 (2022)and PISI (2019) theorypublished at LinkedIn tested in practice at the range trend (RT)for decades. There are zillion natural FM charts with EW regularity in FM charts history for over seven decades since EW wererevealed by Ralph N. Elliott and applied with the deep empiric study by the widely known the waves theorist and the publisher Robert Prechter.CVTA is in consensus with them proved its validity in practice. It was not enough to me as the ideal Bull trend (BUT), Bear trend (BET) existence at the investment trend (IT) with the ideal or partially defective EW. It was proven if neither one of them are in action FM? became a pair interactive neighbor waves called RT. CVTA-16 and the attached below its predictive analytics auto actions for decades at traded non-option databaseproduce FM auto demo test by brokers’ companies in the immortal Invested funds (PIF). What would be enough to me is to know theoretically with the causation, fundamental analytics is the revealing EW natural sources of the quantitative structure and prediction the profitable fund strategy at IT BUT, BET,range trend(RT) and the spikes P-E “mechanics”. Moreover, to answer to your feasible questions related to the theme of funds in disequilibrium dynamic Economics (DE).? FM-UD and its CVTA and PISI analytic systems are fully innovative, fundamentally causation, and they are the modern money machine. Despite FM-UD prediction would be costly I dedicate FM-UD to humanity for free in published articles and desirable to me possible dialogues with any top professionals or think tanks in the field, conferences or webinars.

It is about the never solved and high in demand problem. Its name is about thepredictive public–private equity (P-PE) investment analytics at freedisequilibrium Financial Markets (FM). “Does FM causation, deterministic, quantitativepredictive analytics (PA) in fundamental, disequilibrium supply-demand Economics exist?” islikely question comes from everyone. The shortest answer is “Yes” from an author, owner not having,unfortunately, the references to the others in the field: FM-UDand its current systems PISI and CVTA-22 (thereafter CVTA) published in LinkedIn.Automatic non-stopped, non-attached broker companies demo tested the simple, untouched CVTA-16 (attached below)automated demo tests for decades, and they produces the Profitable Immortal Funds (PIF).Universal PA is the product of human only that completely excluded non-innovative, non-universal Artificial Intelligence, Big Data professionals cannot get the universal pricing and profitable universally innovative analytics from a helpless to innovation computers. FM-UD equations’ solutions demand FM database (db). It means FM-ED investment portfolio items ought to consist of separate FM fund to each item followed to CVTA discovery. FM-UD portfolio is the collection of managing PA funds. Structured portfolio has no FM db and PA impossibility, Items portfolio oriented to the defensive hedge with modeling items’ diversification, guessing experience, empiric alpha and its historic series, statistics that never had the portfolio distribution function due to non-existence composite portfolio db.The same problems are with alternative investments,a luck with stockshistoric or intuitive picking and costly hedge. Portfolio does not satisfy to the universal disequilibrium supply-demand Dynamic Economics Principle (DEP) being the litmus paper to have or not to have PA. My high respect to the great piece goods FM Gurus. Their talents initiated my scientific innovation many years ago. CVTA over performed human, and human over performed AI.

FM-UD discovered the unknown for up to now the cause of existence, the nature and quantitative deterministic predictions. All of them relate to the cumulative P-EIin investments’formation atthe public-private price-equity (P-E) FMproduces bythe certainPTvector function.CVTA-22(CVTA thereafter) is the predictive analytics recognizes EW earlier creation-disappearance and transition into the RTand its P-EI formation quantitatively. Unknowncause of EW wise FM behavior regularity,the cause of their existence and structure is due to the cumulative FM world investors’ actions inprofit optimization efforts and diminishing risk simultaneously.Seemingly looking chaos is predictive by fundamentals latently in fighting for the optimal return and risk control. It is hard to overestimate EW importance in practice at any FM. FM-UD equations are about it and the investment trend (IT) and RTin managing funds.Who needs it? Any professional investor in the world needs the strategic and tactic, fundamental anduniversal, scientific, and quantitative the predictivecausation analytics in application at the given db.Why do they need it?? Investment funds’ P-EI is reliable due to the proven below the predictive FM-UD investment analytics thatignores empirics, phenomenological generalization, costly portfolio diversification and empiric postulated math methodologies. All of them related to the time dependencekinematic investment analytics (KIA)applied for over a century without any hint to the fundamental FM application in the causation dynamic Economics (CDE).Simpler,the Financial Investments Forecasting Analytics discovered here is thedynamic predictive IT, RT, and the P-EI spikesanalytically, reveal their structure depending on the function of thenew cumulative and predictive PT follows fromEconomics the supply-demand (S-D) quantitative relationand fund’s db. S-D quantitative formation here is due to the unique DEP allows deriving FM-UD analytics, its systems CVTA, PISI and produces the automated Profitable Immortal Funds (PIF). It is the explicitly timeless DE regularity foundation. FM-UD equations database inputsarein the Financial Markets (FM) published standard. Why FM-UD pretends to be successful? It contains DEP as the unique DE principle revealed the cause of predictive quantitative trend and liquidity consensuses simultaneously with innovative analytics manages risk control at funds’ performances. I would feel comfortable if Economic science and FM practitioners would consider FM-UD as the innovative contribution to the predictive branch in fundamental investment science related to the public and P-EI equity containing minimal fund database (db). It has happened that the innovative tested analytics CVTA-22 peak would not meet my age much earlier.? Sharing with you FM-UD mission of my continuously scientific research I believe in your successfulapplication diminishing your professional stress, and increase your time longevity.

P-E is equal to the algebraic sum of P-EI while the time or time interval (TI) participates in FM display as no more than P-E witness and compounding calculation.. Time is not the dynamic variable touching P-E in P-EI production except the special temporarily timingcontractsat the exchanges and private equity markets with the restrictionseasy avoidedby an addition corrective analytic action.Every generation produces the exceptional, impressive piece goods individuals in investments. They are the great FM Gurusin outstanding human performances at FM. I doubt Guru’s intuitive talent can be expressed in full analytically or inherited.Scientific Economic analytics over performs them. The other majority are the capable historians hedging diversified portfolio with over dozed non-ideological math postulates and a lack, of at least, the causation Economics fragrance.The complementary part to all of them are capable intuitive investors with an idea that the artificial intelligent (AI) may reveal or produce FM predictive analytics. AI is the best executor only. Can you imagine your pension funds, hedge funds and saving investments performance without the predictive FM=UD analytic under AI control?I see my mission in sharing FM-UD with FM public and private equity investment professionals in dialogue and conferences. This article is about the latest breakthrough in the innovative and predictive CVTA-22.Pioneering FM-UD, CVTA, and the Price Increments Strategic Investments (PISI)is in help to the investment world published in articles at LinkedIn.I am available to any dialogue and with any dialogist in the world. Over dozed written pageshere involved in the proven analytics procedure covering the quantitative predictive strategy to any time horizon at public and private equity investment funds RT and the wavesIT. I do not need any your trust: everything in FM-UD, its CVTAand PISI systems any proven step validity theoretically in theorems and practice without any postulate, assumption and empiric approaches. Test them. This article dedicate to predictive public and private price-equity (P-E) predictive behavior.Let us start from the simple thought that P-E is equals to the algebraic sum of P-EI quantitative historic increments. CVTA and PISI analytics is about how to predict P-Ethe quantitative P-EQI. They are the complete function of the Supply-Demand (S-D) relations in P-E formation at non-zero P-E volatility of FM in causation dynamic Economics(CDE) that almost thoroughly forgotten for a century in KIA.Time does not have “hands” to move P-EQI higher or lower, and it cannot participate in P-EQI. The core of FM-UD consists of FM the general Dynamic Economics Principle (DEP) applied to P-E in the New Causation Economics Space (NCES) predict FM P-E future funds behavior managed by the world investors’cumulative participants actions detected visually as FM database (db)history.The main FM cumulative dynamic variable is the causation, fundamental, polarized volume excess (VE), its revealed the price toucher (PT)regardless of current price, time and the others 600 expected reasons. FM liquidity depends on VE too. FM-UD contribute to the Behavior Economics (BE) innovatively, fundamentallyand quantitatively in expectation. VE are recognizable, predictive by CVTA and PISI quantitative analytic systems. FM-UDprovedEW universality and detecting earlier prior to transaction FM transition from IT into RT and vice versa. FM-UD’scontains the FM universal “microscope” that isNCES.CVTA-16 isan earlier simple version of CVTA produces the Profitable Immortal Funds (PIF) for over 20 years at automated demo broker companies’ tests in the strategic invested funds (find it in attachment). So does my personal real Forex investment account. CVTA-22 PIF rate of returns expected to be much higher. CVTA systems of FM-UD contribute the investment Economics (IE) funds’ scientists and practitioners. One of its discoveries is in revealing analytically the three constants relates to the universal, ideal and unique VE waves formation. FM-UD deterministic FM fund motion analytic equations, based on DEP, together with their universal database proved the following analytic conclusion: cumulative FM investors’ behaviorinitiate either the ideal VE wave propagation at IT in NCES mapping? the Elliott Waves (EW) in the regular price-time Economic Space (ES)) or their defective structure RT.Their advance predictive VE analytics, liquidity and the inner funds risk control are the key to the funds' success in investments. How FM-UD would change FM Behavior Economics? Simple answer is in the cumulative influence is in decrease the absolute value of P-EI(increment amplitude) of the sudden up-or down- values due to higher awareness in prediction (less risk) tothe CVTA followers. It means EW expect the higher trading frequency of the waves at the shorter time scale than it observes now.Price volatility (PV) is the composite feature of P-EI amplitude and their frequencies behavior. PV investment risk is becoming lower with diminishing amplitude risk.CVTA-2022 expected rate of return (RoR) is much higher than demo auto tested CVTA-16 for decades produced at any stock and forex FM the profitable immortal funds (PIF). FM-UD portfolio excludes uncertainty in existing FM empiric, statistic diversification methodologies due to dominating in FM-UD the causation DEP analytics. If price volatility is equal to zero the trading process may exist while zero VE volatility signaling of complete FM sleeping. CVTA portfolio is the independent funds collection supplying their universal predictive equations with FM database not existed to the individually composed portfolio. FM-UD is about price formation and price expectation being a step ahead in helpto the causation political solution.

I do not know people not thinking of the investments and their pension, hedge funds, private-public equityinvestments.

I assume there is no University or Business School in the world informed of CVTA-22 since its publication these days. I am surePension and Hedge Funds, Investment Banking; Private Investments need CVTAto Profit in Low Risk with the new scientifically proven, fundamentally predictive strategy.Sorry, CVTA does not have references to the other authors except the world known theorist-practitioners Ralph N. Elliott and the great EW publisher-consultant widely known Mr. Robert R. Prechter. FM-UD starts the new dynamic Economics (DE) analytics derivation in P-E formation process theoretically on a paper ?with causation, fundamental DEP derived on a paper and targeting the unsolved problem “how?” and “why?”P-E propagates in NCES. Math applied as the tool only. FM-UD solution led me to the universal analytic discovery of P-E the relative directional volume excess increments (RDVEI) propagation in the universal, transparent 3D NCES so much needed to answer many questions “Why? in the applications to Pension, Hedge, Wealth Funds, Investment Banking, Insurance companies. Everything proven analytically and confirmed practically in P-E investments revealed and proved their existence on a paper together the three structuring constants of the minimal existing portion of RDVEI propagation called the unknown Ethons (ET) vectors and its coordinates,

|ETL| = (1/(2)1/2)≈0.707, |ETS|= 1 - (1/(2)1/2 ) ≈0.293, |ETD| = 0.414

playingthe unique roles in EW structures and FM excluding theoverdosed liquidities. Their coordinates produce a certain puzzle,

ETL + ETS = 1; ETL - ETS = ETD = (ETS / ETL) = 0.414

ET theoretical discovery and existence with ETL, ETS and ETD proved below the above Introduction

Let us “dive” into FM-UD Analytics

EW collective followers attempts in? FM practical prediction inspired me to discover FM-UD fundamental analytic as the causation branch in Dynamic Economics (DE) sciencein addition to existing time-dependent the Kinematic InvestmentAnalytics (KIA).Moreover,FM-UD the general conclusion is that P-E dynamics consists of the ideal EW (IEW) and defective EW (DEW). IEW produces the FM Ideal Trend (IT) of 32 EW (5; 3; 8) at bull trend (BUT), bear trend (BET) while DEW relates to the Range Trend (RT) having analytical prediction to the next following wave due to EWinteractive structure became weaker at RT. CVTA-2022 and PISI systems of FM-UD are the Predictive piece - goods analytics never existed and applied to the public and private investment (P-PI). FM-UD re-open analytically, on the papers,with the only one DEP application the existence of universal, quantitative, causation and predictive EW with three discovered constants in P-E and liquidity. There are no any empiric rules in it at all. I offer you to test CVTA, FM-UD Institute creation, my presentation.

KE postulates dominate in explanation of P-E motion processbases on the time interval (TI).Price and time are not the causation motive toP-E motion. Historic P-E consists of the algebraic sum of P-E increments (PI), and they subjected to the volume excess (VE) existence followsfrom the Supply-Demand Principle (SDP)regardless of the current P-E,time and other “600 reasons”at FM behavior explanation. As soon as P-E has moved regardless of its speed of motion? FM is dynamic or potential dynamic having the non-zero buy (b) or sell(s) VE = (Vb - |VS|) resilience, Vb≥ 0, VS≤ 0.? FM-UD the additional in details analytics to existed SDP changed its name to the Dynamic Economics Principle (DEP) ready to application in Economics and Finance. FM produces non-zero price (equity) increment (PI) if the polarized (p) market order (mo) absolute value volume prevails over the existing absolute value of volume in limit order (lo)of opposite polarization (p’) met at the same current price. That is why FM is in dynamic state if VEd> 0 creating positive P-E volatility σ > 0,

VEd = (|Vmo, b|- |Vlo, s’ |)> 0; σ > 0?????????????????????????????????????????????????????????????? (1)

Equation (01) collects FM investment trend (IT) database (db) and it is the necessity condition to DEP FM instanttrend state regardless BUT or BET markets. If VEd?? ≤0 FM is in a sleep state.

KIA are incorrect scientifically due to the lack of satisfaction to the general DEP and it’s the ?the necessity and sufficient conditions. Big Data (BD)existed methodology triesto “squeeze” from FM db the P-E predictive analyticsfor over two decades insisting on the impossible facts. You may hear of itas a portion of fairytale. It is hopeless due to an Artificial Intelligence (AI) has no human talent of innovation,and, therefore, the human over performed any AI due to the lack of the incomparable the human innovation it is the best executor. Started FM-UD with DEP as the core, my main interest in research was to reveal the way of how P-E increments propagates directionally and quantitatively. NCES allows visualize their geometry separately and all together. PISI proved the existence of 8 P-E increments xk at v-axis at BUT FM (v > 0) and 8 P-E at BET FM (v < 0) at the round motion circle the volume waves ofthese 8 component Δvkpropagation at v-axis and 8 vk vectors propagation. v-axis are the most organized investors’ production if they would follow the liquidity (L) rule to acquire fund in amount not exceeding vk, otherwise it will contribute to FM transition from IT to RT.? The new 8 additional ETD reveals whythe relative dynamic volume excess increment (RDVEI) Δvat v-axis and waves at Δv wave axis changes 8 waves direction both at BUT and BET in NCES. All of them structured from the 3 types of ET. This discovered the single ETD wave produces8 vertices at BUT and BET. All together, we have wave structure (5; 3; 8) at every investment trend proven below with myintension now to capture your interest and attention. RDVEI is mapping linearly onto ES price-time plane, and it is the final proof of the EW group existence found analytically. Prior to FM-UD EW group was tried to recognize from the price charts practically in searching geometric phenomena of the unknown nature..EW mostly qualitative phenomena of the cumulative investors’ behavior with unknown nature. It needs the fundamental analytics to get the scientific recognition. EW appearance and existence s at any TI scale and their disappearance is the cause of the following transitions FM from IT to RT markets sometimes with the local P-E increment spikes. Nobody knew the cause and EW recognition, the cause of the pattern formation, its appearance and disappearance with transition to what. PISI discovered analytically the new EW’s group scientific structure (5: 3: 8) quantitatively and the proven EW causation existence of total 32 EW. EW involves in selves risk control inside of the group and its the transition from IT to RT as the cumulative investors’ risk control management. Why financial market (FM) returns back from RT to IT?Can it would be predictive earlier? Where is FM at EW now in analytic predictive solution? I anticipate the readers’ question why I had not created FM-UD Hedge Fund. Short answer to it: my age is in contradiction the peak of my innovation. It is the personal biological fluctuation.? What?? may I expect from the investment world community besides the impressive funds’ rate of returns (RoR)? I emphasize the word fund having its db from FM while portfolio does not have it. Portfolio in FM-UD is a collection of funds containing one kind stocks in each of them. Portfolio scientific and causation analytics does not exist and impossible. Diversifications inside a portfolio based on the human expectation that is a chance,a historic expectation in portfolio decision-making. There are no analytic predictive solution in the portfolio diversification: just the historic non-scientific experience in picking stocks for the supper experienced talented professionals. Deterministic CVTA is not about pseudo-empiric chance, it is about FM-UD and its elegant applications based on DEP getting FM-UD’s scientific help in the investment returns and reliability to the professionals, their successful investments due to CVTA analytics diminishing investments funds risk. FM-UD in PISI article discovered and derived analytically the existence of the general VE price touchier (pt) Ethon (ET) consisting of three RDVEIwave vectors ET long (ETL), ET short (ETS), ET directional (ETD) in NCES. PISI provedET existence analytically and measured ET structure of three Δvwaves’ normsETL, ETS, ETDdiscovered three constants at any FM inDynamic Economics (DE) FM-UD that moving Economics towards the basic science. ETD is the unique RDVEI price toucher of ETproduces the alternative TI and corrective (opposite) with ETDvector Δvk propagation along v-axis, v€ [-1; 1] and structured from ET’s. ETL,ETS, ETD produce Δvk increments having the start va and the end ve coordinates at v-axis.

Scientifically causation P-E predictive analytics is the rare human piecegoods, and it is the human production.I testedsimplified CVTA-2016 system’suniversalanalytics at non-option FM for 20 and more years produced the profitable immortal funds (PIF). P-E investment at Financial Markets (FM) is in the potential dynamic state (DS) at the chosen TI if the stock’s cumulativevolume to buy (Vb) does not equal to the cumulative volume to sell(VS )simultaneously with the non-zero price or equity volatility at TI.They are the FM necessity and sufficient conditions respectivelyof DS. In the case Vmo= -VloFM is in equilibrium state with the zero P-E increments. ?Another story relates to the P-E increment repetitions of the group’sgeometry with its incremental (differential) versus the volume excess (VE = Vb - |VS|)at different price orders that is in consensus with DS causation DEP. That is why at the certain stage of successful research FM-UD discoveredanalytics from equations solutionsof P-E motion the same incremental VE pattern structuredin the limited VE prototype located in NCES space and RDVEI waves ?of propagation exactly like known from the huge tests amount of EW group for over eighty years. Compared CVTA solution of the relative P-E increments patterns in NCES space and EW in ES I unexpectedly said: “Hello EW”. Therefore, P-E the necessity propagation induced bythe VE≠ 0source of directional volume imbalance propagation detected as the P-Evisual increments EW in ES noticed in time, proven below with PT FM-UD proved the ideal EW group is the most organized FM regularity at the IT prediction while deviation from the ideal EW moves FM to RT. CVTA and PISI analytics’ equations (Eq) predictive P-E increments quantitatively together with starting transition from IT to RT and vice versa. Math plays the tool’s role widely while the time is witness ofFM-UD analytics elegance, and the Economics and Finance is the solely ideological leader in it.

Price increment (PI) Elliott Wave (EW) Principle, its patterns consider as the form of technical analysis (TA) with the lack of fundamental analytics DEP explanation. Indeed EW follows as the view output of the price touchier pt = v in NCES produces the initial volume excess (VEW) waves v Time is the witness of EW propagation and transition from IT to RT and vise versa. FM-UD is the sort of bridge in transitions of IT to RT and NCES to ES. FM-UD and its CVTA, PISI predictive analytic systems think differently about the time interval as non-causation variable in DE due to ?the futures contracts’ restrictions. The additional db updating is in help to fund prediction. TI is not the FM state variable. DEP governs P-E patterns. Any consideration of PI as a function of time leads to KIA process. Nobody proved analytically KIA validity except the forcing geometry of math postulate. FM-UD derived the predictive analytic solutions by the universal equations applied to stocks and TI restrictive contracts existed in futures commodities, fixed income, futures Forex. “What touches directly P-E in producing P-E directional increments prediction? PT vectors and its partial P-E case the fair values?” In the case of defective EW criteria FM makes transition to RT with its P-E predictive equations of the price touchier pt= v vector are responsible to it. Find the following solution below in the 3D NCES not containing time-witness as the causation variable. CVTA-22 equations (Eqs) based on one variable, the price touchier (pt) that touches price and option premium also, and it explains the causation FM behavior existed earlier by P-EI occurrence. Great Investor and philosopher Ray Dalio (2020) interested in the existence of unknown the dynamic Economics mechanics especially in predicting big and sudden P-EI. FM-UD is about it too. This article dedicates mostly to the strongest existed at FM P-EI cause of?formation that is VEW, their one-to-one waves recognition and their sudden collapse due to the extreme over or under liquidity volume destroying limits under a certain non-tolerable causation VE conditions prior to the transition from IT to RT. PT function definitely touches the option premium also, but the touch complexity would revealed in the near future. PT is the main fundamental, deterministic function of P-E RDVEI v together with its five topologic the special points (SP) discovered in PISI ρ(v) curve where ρ(v) is the density of FM dynamic distribution function (FMDDF) to find v probability ρ(v)*dv inside of an v-interval [-1; 0) U (0+1].

SP = ≈ (0; ?± 0.707; ?±1)

Despite CVTA is deterministic system applied to the bounded v-space in NCES with uniquely possible propagation in waves of the relative dynamic volume excess increments (RDVEI)?v-axis topology revelation s the obstacles (if any) are important. They are hidden in the Financial Markets Dynamic Density Distribution Function (FMDDF) ρ(v) regardless of deterministic or probabilistic analytic methodologies in the followed calculation.?Find ρ(v) and dynamic new probability ?(v) were derived in NCES together with all volume waves vk , their coordinates xk ?atv-axis with the visual observation and quantitative precision allow to restore RDVEI vectors together with the directional topologic wave’s cumulative multiplayer μk .

It is widely known from fundamental science that logarithm of ρ is the entropy of aany system state, and is equals to the linear combination of the integrals of motion (IoM) preserving in IoM, DE the? longestlifetime existence compared to? the others same sense meaning influential functions. I had not seen more than one expression IoM analytic chosen to FMDDFat least to (v ≠ 0) the imbalance economics (IE) and definitely to the Dynamic Economics (DE) with ((v ≠ 0) U (σ ≠? 0)) as the adiabatic invariant (ADI) in Economics. The basic science exponential distribution functions contains ADI in its exponent equals to the linear combination of IoM that is the initial entropy of FM state. It means my intension is in structuring FMDDF containing?? (α*(v)^2)as ADI,? α is a coefficient, Indeed, Δv exist in lifetime much longer than a current v in DE. Ln(ρ(v)) measures the system's entropy needed the obvious boundary conditions,

?ρ(v = -1) =0; ρ(v = 1) = 0; ρ(0) = 0

Then it follows,

?. (Ln(ρ + exp(-α)) = (LnA - (α(v)^2 ) ? (ρ = (A*(exp(- α (v)^2 )) - exp(-α), α > 0, A > 0,? v € [-1; 1]

?The second axis of NCES belongs to the density of the Financial Markets Dynamic Distribution Function (FMDDF).? It plays an important role in the v-axis three inner vector waves obstacles of five SP as the universal coordinates calculation. Zero price volatility (σ = 0) and non-zero VE defines the potential bull ( v> 0) and bear (v < 0) (bear) imbalance that is DE partial case and its partial case of DE FM state (v ≠ 0; σ = 0)? compared to the general case (v* σ ≠ 0)? of DE that is the only Imbalance Economics (IE) FM state existence. Cumulative world investors' actions has its strong (S) and weak (W) interactions between the RDVEI detected in ES as EW while W-waves detected in ES as at least double formation of the range trend (RT). Guess, why RT is, at least, a triple wave VW-interaction in RT case. ρ universally define at v€ [-1; 1], supported by DEP? with up to 8 waves interaction in structuring S-waves RDVEI at v-axis the special patterns due to the quantitatively and constantly repeated Δvk in location their special propagative obstacles (PO) led to alternatively changing direction of RDVEI propagation. ρ(v) contains the quantitative PO (thereafter the additional two inner pointes SP )? and ET SP mystery not discovered by now. Then the special RDVEI propagative regularity and its PA will follow deterministically without any statistical averaging.

IE state of FM (σ = 0; v ≠ 0) is the potential DE has changes from ρ(0) = 0 toρ (0)-spike to ρIE? (0) = 1

?

Logarithm of ρ is the entropy of a state, and it is equals to the linear combination of the integrals of motion (IoM). In the simple approach IoM is the initial entropy of FM state LnA, A>0, the other one its dynamic part is (- α(v)^2 ) due to increasing v increment (amplitude) of P-EI is diminishing the entropy of FM state. The same regularity is going on with volume excess.. Increasing (decreasing) |v| makes influence to increasing (decreasing) price increment |Δp|.

?and ρ(v; α) = 0 outside of [-1; 1].

?ρ ’’ = ((?^2 ρ(v) / ( ?v)^2) = 0 ) ? (Δv= IP = (±1 / (2 α )^1/2 ), ρ ’’(v) > 0 if v € ((-(1 / (2 α )^1/2 ); (1 / (2 α )^1/2 )); ρ ’’(v) < 0 if v € [-1;(-(1 / (2 α )^1/2 )) U (1 / (2 α )^1/2 )); 1]

?ρ ’>0 at v € [-1; 0]; ρ’ < 0 at v € [0; 1] and ρ_max (v= 0)= (A /(1 – (1/ exp(α))) (9)

?Let us find constant A,

?(? = A∫_{-1}^{1} ρ dv = (A / α^1/2 ) ∫ _{-1}^{1}exp( - (α^1/2 v)^2 ) ( (α^1/2 v)) =1

?erf (x) = (1 / π^1/2 ) ∫_{-x}^{x} exp( - z^2 ) d z , erf(1) = 0.8427, (11)

?Finally from (7), (10), (11) A and ρ are equal to,

?A = (α π)^ 1/2 erf(1) ) = 1.493 α^1/2 (12)

?ρ(v; α) = 1.493*α^1/2 (exp(- (α^1/2 dv)^2 ) - exp(-α)) (13)

?Fig 1 displays ρ(v; α =1) and α =1 calculated based on Equations (8), (12), (13) and

?Max ρ (v = 0; α =1) = 1.493 * (1 – (1/e)) = 0.9437; ρ((v = ± 1) = 0; IP = ±(1/ (2 )^1/2); v =? IP= ±(1/ (2 )^1/2) ≈±0.707

?Since now and below FMDDF ρ is considered at α = 1

?ρ(Δv) = ρ(Δv; α =1 ) = 1.493 *(exp(- (v)^2 ) - (1/e )), v € ([-1;0) U (0;1])

?Since now five obstacles in RDVEI propagation contains revealed analytically the five special points (SP)and their v-coordinates projection from ρ(Δv; α =1) onto v-axis,

?SP € (v = 0; ?v = ± IP ≈ 0.707; ρ(v = ± 1)

?v axis IP coordinates are ± (1 / (2 )^1/2 ), the other three stationarypointsof SPthe neutral v = 0, the boundaries v =? ± 1 and the stationary pointsv = 0 regardless of FM are the constants fragrant.What are they about thinking they divided v-axis at four xk incremental volume waves directional intervals (coordinates) for v >0 BUTFM state in counterclockwise (CC) direction starting from v =0+ ?, ending at and returning back to v =0+ ? in clockwise (C)direction totaling eight xk? at a round cycle in propagation?? >0 and approaching to v = 0. The same way of thinking eight xk forms the round circle at v < 0 BET FM state without the repetitions. Therefore, the ideal EW in NCES RDVEI consistsof sixteen xk coordinates and follow out of theirsixteenΔvkwaves.|xk | = | vk | = 0.707 , k = odd numbers 1; 3;…; 15. Complimentary to them smaller volumes rejected trend “vacuum” the increments are | xk | = | vk | = 0.293, k = even numbers 2; 4;…;16

?They aredue to DEP, NCES, the adiabatic invariantthat is IoM, neutral the boundary points conditions at v = ± 1, IP influences onto RDVEI waves propagation andρ(v; α= 1) is the differential function d?= ρ(dv) except v = 0 are the fruitful ideas for the following scientifically fundamental,causation analytic CVTA research. P-EI RDVEI waves are the most structured FM volume excess waves with the strong interaction led to pattern formation in, propagations, and selves risk awarenessto the fair pricing and P-ET prediction. It solutions are 8 RDVEI vectors vk, (k = 1; 2;…; 8)? known as? (5; 3) EW structure in ES and discovered the additional directional new eight ETD? wave participated in the waves’directional alternative structures discovered and proven their existence in CVTA analytics below.That is why since now BUT and BET FM in NCES consists of separately (5; 3; 8) waves totaling of the 32 vk in the directional (polarized) actions criteria and amount of the RDVEI volume transaction that is in consensus with theirvolumesliquidity, visualized at the third Δv axis in NCESand mapping easily to EW in ES. Cumulative over dozen liquidity may destroy EW pattern transferred IT into RT . It is clear now how RT FM state may be return back to IT; every investor needs to know of CVTA discovery instead of making costly intuitive or technical fund investments.

Follow from Fig1 in PISI five SPdivided v-axis by BUT v-interval v € (0; 1]and BET v-interval v € [0; -1)separately at 4 intervals and 8 directional v-ranges FMDDFnumerated by index k. They take place at the close cycles of vk propagation 2 times passes over xk = SPk+ dv in both the opposite directions. PT universal variable has tremendous advantage over the 600 reasons counted by the professional managers in P-E increment expectation that diminishes their stress and increase lifetimemanagers’ longevity.

EW waves are clear and transparent in NCES including the cause of their creation in RDVI waves, their detection, reveal and the following prediction.? It pays off., NCESconsists of three orthogonal axes: v-axis, the second one is the density of probability ρ(xk) of? v-intervalsxk at v € [-1; 1] axis,and the third? axis RDVEI v-axis contains all wave vectors vk at xk at the chosen time scale v-axis and vector v-axis. vk is not a function of the time, it depends on S-D relations and VE allocation in NCES. Both xk and vk have their own beginning va and the end vc quantitatively.? RDVEI v axis collects the directional P-E increments (waves) vk and their expectation, lifetime longevities depends on the time scaled EW db .Why do I refer to waves? It is the only one way of anything that may propagate in bounded closed space {[-1; 1]; (0; 1]; [-1; 0)}.Let us start from the v >0 matrix Xbut and v < 0? matrix Xbet for the counterclockwise (CC) and clockwise( C ) xk directional allocations respectively. Xbut, Xbetare the two polarized matrices containing xk components of Δvk vectors at v-axis. xk startsat v = akand ends itat the end of its directional propagation v = ek.The v-axis consists of v € [-1; -1]space bounded bytwo SP points of five. Any two adjacent SP points at v-axis produce all together 16 components of xkat CC and C round circles of vk propagation alternatively in waves amplitudes (0.707; 0.293) and their direction of?? waves propagation along the third vertical v-axis.16ETD = 0.414 provides the alternative direction action onto P-E price toucher pt. xkwave propagates inside k-th v-interval without SP v-obstacles so does vk .That is why xk plays essential role in vk recognition, EW recognition? and the ideal P-EI invested trend (IT) predictive structure at public and private investments..Find below from Fig.1 BUT and BET circles xk trajectories important to reveal vk the current recognition and their future prediction,

Xbut = {x1 (0;? 0.707); x2 (0.707; 1);? x3(1; 0.293);; x4 (0.293; 0); x5(0; 0.707);??????????????????????

?x6(0.707; 0.586); x7 (0.586; 0.293); x8(0.293; 0)}?????????????????????????? (BU)????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????? ??????????????????

?Xbet = {x9 (0; - 0.707); x10 (-0.707; -1);? x11(-1; -0.293); x12 (-0.293; 0); x13(0; -0.707); x14 (-0.707; -.586); x15 (-0.586; - 0.293); x16(- 0.293; 0)} (BE)

Δvkprototypesare structuring EW group (5: 3: 8) at BUT and BET in ES. EW wave is the P-E directional increments, andthey are the function of direct price touchier pt producing fund’s items volume annihilation at trading process. DEP is the litmus test to any DE predictive investment analytics. CVTA-16 collects the demo-automated tests under not-interfered, non-stopped conditions covers up to 40 years at the brokers’ companies tests produces PIF (see in attachment). Any IEW group at FM may test CVTA-22 analytics’ validity. Find below CVTA-22, thereafter CVTA, analytic predictive equations related to IEW, any EW analytic recognition, its optimal liquidity, transition from IEW to RT and vice versa, different IEW investment strategies with minimal and maximum frequent participations at FM. Let us start from DEP the necessity condition function defines the potential FM state equal to the total volume in orders Vtfrom FM database (db)):V = Vdb = Vb + |Vs |, Vs ≤ 0 where the unknown separately Vb ≥ 0, ??Vs ≤ 0are the polarized (directional) volume vectors to buy Vb and to sell Vs respectively. Directional Volume Excess (VE) vector Vis equal to

V= Vb+ Vs? ,

or in scalars,

?Vt = Vb? + | Vs? ?| , ?Vs? < 0 ,?? ?V ?= Vb? ?-? |Vs | ?=?? Vb? ?+ Vs ?,??? Δv =((Vb +|Vs |)/ Vt)) ≡ 1; (max(Δv€(0; 1]U(VS=0; Vb? =V))= 1;

min(Δv€([-1;0) U (Vb? =0; ?VS? = ?Vt)) 1) = -1??????????????????????????????????????? (1)

Δv? is the unit v-interval volume gliding at v-axis and having the end of its coordinate vb = (Vb / V )at the right side of Δv and vS = (VS /? Vt )? on the left side.If Vs? = 0,? Vb= V, and max(Δv) = (Vb/ V) = 1. At the other extreme case when Vb? = 0, VS? = V and min(Δv) = (-VS/ Vt) = -1. Therefore, DEP in action provides senseof the causation Economic to RDVEIat v-axis range interval v € [-1; 1]; v = 0 is thea sleeping FM.v > 0 and (v <0 ) define the potential bull trend (BUT) state and bear trend (BET) state. Δvkis RDVEI notation of k-th volume interval, and it locates at v-axis while polarized (directional) Δvkvector locates at the third NCES Δv-axis.FM state is defined, recognized by a current Δvk? the k-th RDVEI wave, predicts the following wavesand volume liquidity by the gliding unit volume interval at BUT and BET Δv, | Δv| = 1 at v-axis. Itstwo bounded coordinates are ve = (Vb)/V)? and va= (VS )/V). Δvkis recognizedand structured with three kinds of induced Ethons induced by the price toucher pt conducted the volume “smart” liquidity also.Directional increment (wave) gliding along v-axis in NCES while its vector Δvk belongs to the third Δv-axis of NCES.

VE> 0 and VE< 0 are, at least, the potential bull and bear FM necessity states respectively. It is easy display it in ES that the Price Toucher vector PT= VE, and its universal form of PT is RDVEI PT = (Vb +Vs ), PT = (Vb-|Vs? |)that can be applied to any dynamic FM (DFM) with its following definition; ((pt)*σ ≠ 0) valid at considered time interval (TI).σ is the price volatility, and V is mostly continuous and not necessarily differential function? of P-E increments Δp, ΔE. Any visual monitoring FM data related to its sleeping state.Geometric RDVE interpretation coordinate at v-axis looks like an unit mercury post in two unites tube moves along v-axis in an old fashion thermometer. Potentially pt ≠ 0 is potentially ready (the necessity DEP condition) to produce tradingprocess with diminishing (annihilation)instant volume in the even amount of units.

FM snapshot db contains of the total Vt non-traded yet volume of and the unknown polarized volumes to buy (with “+” polarization Vb> 0) and to sell VS orderswith the negative polarization (Vs? < 0)at the different prices. Since now Vb , VS?? are vectors, and their absolute some equals to V = | Vb|+ | VS| = (Vb? -VS ) > 0 at dynamic FM. Then, by definition of polarized VE, its value VE=? (Vb? -VS ) says about potential FM dynamic expectation.Directional volume excess (DVE) is the cumulative volume vector VE touching the current price and produces the volume annihilation. I named it the Price Toucher (PT) vector equals obviously to

?

?PT = Vmo (b? or s) + Vlo (s? or b) =VE ;? VE ≠ 0 if ?|Vmo |? -? |Vlo? | = |VE| > ?0, ???(2)

?mo follows from VEW wave bull or bear waves regularities and structures: the latest price increment science says of the directional mo ?To solve PT problem having Eq (1) the splitting volume’sincrements (SVI) € (0;1)? analytics provides V splitting onto Vb and Vs . Then if SVI is rising in consensus with P-E and SVIb € (0.5; 1) the t-instant total volume Vt ?is splitted by two directional volumes Vb ,t , Vs ,t ?components and its exact number VEt volumsing that is sounding similar to pricing double it bid and offer, to may be written with the polarized volume splitter as

?

Vb ,t =Vt*SVI ; ?Vs,t? =Vt*(1 - SVI )??????????????????????????????????????????????????????????????? (3a)

?

Vt*SVI + |Vs,t |= Vt ;? |Vs,t |= Vt* (1 – SVI) ;? Vs,t = Vt* (SVI - 1);?? (VE)t = Vmo.t - Vlo,t = Vt* (2*SVI – 1),? SVI € (0;1)?????????????????????????????????????????????????????????????????????????????? (3b)

?Therefore, gliding “mercury” post in ES space looks like V-thermometer with unit |V| = 1length post and VEmo vector, equals,

?PTt = Vmo,t?? + Vlo,t ?; ?VE=V (2SVI - 1) ,???? ??????????????????????????????????????????????????????????????????????(4)

?PT per unit volume pt = (PT/V ) makes PT far more convenient universal function to any FM

?pt = 2*SVI – 1,?? pt € [-1;0)U(0;1]????????????????????????????????????????????????????????????? ?????????(5)

?It assumes acquired Δvk units at k-th wave and no more? fund holding than Δvk+1volume units at the next (k+1)-th directional Δvk+1 expected wave propagation to avoid over liquid condition contributed to transition from IT to less organized RT transition

?IF pt > 0, (pt < 0) FM expects to be bull (bear) respectively. VE axis becomes applicable universally to any FM due to the relative directional volume excess increment (RDVEI) vector Δvk equals to ptk,

pt = ((Vb / V)- (|Vs? |/ V )) ,? vb = (Vb/ V)€ ( 0; 1); vs = (Vs ?/ V )€ ( -1; 0); v €v € [-1;0) U (0; 1)]; ????????????????????????????????????????????????????????????????????????????????????????????????????(6)

?Δvk = (vb+ vs )k

?

ptk =(vb- |vs |)k? = (vb? + vs)k =? 2*SVIk – 1????????????????????????????????????????????????? (6a)

3D NCES containing the causation VE axis and its applicable V-range to pt symmetrical v-range v € [-1; 1 is the necessarily causation Economics “microscope” to study EW structure, proof its existence and find FM expectation quantitatively. It looks universal and convincing that allows me assume after all the ideal and defective EW produce the trend investment (TI) and the range investment (RI) respectively. It is clear that structured portfolio not having FM database ought to be the collection of funds as the whole from public FM. Therefore, CVTA portfolio consists simply of the funds collection so it does with the privet equity investments (PEI). v - axisv € [-1;0) U (0; 1)]acting interval is one of 3D NCES axes. Snapshot volume consists of a total not traded yet sum of limit leftovers’ orders of non-intersected prices that is still prohibited trading lead to volume annihilation. If volumes locate at different prices there are no trades until, at least, a new market order (MO) arrives to the market or the special price limit order of the opposite volume polarization to the existed price “or better” by default orders. Both cases produce trading process created the new VE allocation in price and volumes. Therefore, the price increment (PI) to the current price is a function of directionally polarized VE (PVE) or PVE expectation (PVEE). Both of them produced by the cumulative FM investors’ causation actions in polarized VE creation that is FM latent trend depends on desirable data base updating (minutes, hours, day, week, month, etc). VE critical value (proven in PISI) produces directional PI with the following price motion expectation at FM trend.? VE accumulation to it is a direct current price level toucher (PT). News and expectations are the investors’ influencers only, and their role is in FM investors interpretations contributed to the cumulative decision making. FM-UD starts from earlier revealing VE or VEE?? at any time horizon analytically in producing strategic investment splitter (SVI) of total volume V= Vb - Vs, Vs< 0 or its relative product v = ((Vb? - Vs ) /V) = 1 is a distance compress to? one unit. If Vb =V,? Vs= 0 and v = 1. If Vb= 0 , v = -1.From these two sides extreme cases it is clear the relative volume excess(RVE occupies at v-axis no more than feasible universal tp any FM, and it ?ranged interval v € [-1; 1] or simply the v-axis of NCES. What is about the necessity condition of DFM of non-zero VE = V ≠ 0 of FM condition defines PT = V in ES and pt = v in NCES. ES does not know anything of ?0 , ?kv universality, xk directional v- rangeas Δvk projection of it onto v-axis, volume wave polarized directional indicator (VWPDI) μk , five SP, equation of wave Δvkmotion, optimal FM liquidity and the natural fund’s risk control.All of these functions are DEP causation and they derived below. What kind of database you may detect at the screen of FM?? monitors? It is essential question from the investors and analytics. To my opinion,FM screens’db is the sleeping “leftovers”of DFM process.What are they about, and how to prove EWexistence?

?Following DEP the polarized PT vector is proportional to the polarized volume vector needed to split total VE, Δv by split volume index (SVI). That is why total volume may be splitting by the same price directional indicator, I have experience for decades in application the own Polarized Momentum (POM) with a better precision than the Relative Strength Index (RSI). POM as SVI operator is the function of FM price increments like RSI idea but with a deeper sense of P-EI averages per three equal time P-EI consecutive intervals of four set db points collecting four maximum and four minimum price points in absolute values and threeΔP or threeΔEsum of increments database (an extreme samples).? POM is the appropriate function to quantify SVI expectation to the future fourTI sample due to its polarization price-equity database contribution. I introduced POM the first time over thirty years ago, so I did it in CVTA-2016 automatic tests for a decade with POM application as the directional price indicator. Its fundamental role is in CVTA-22 as the volume excess (VE) splitter now,

?SVI = POM(M; N) = (1– (1 / ((1 +((∑Mm=1Δp+m? /M) /(∑Nn=1 |Δp-n|/N))))),? M+N =3; POM(M = 3; N = 0) = 1; POM(M = 0; N = 3) = 0 ??????????????????????????????? (7)

?or

?POM = (1- (1/ (1+ ω(M; N))));? ω = (((∑Mm=1Δp+m? ) /q) /( ∑Nn=1 |Δp-n |/ (4 - q)))Δp+m = p+m- p+m-1, Δp-n =p-n- p-n-1are all together the near past positive and negative average price local extremum.M is the amount of bull trend, N is amount of bear trend increment out threeM+N =3 price or equity polarized increments.. POM, is needed as the splitting for |Δ |v| = vb? -vs? = 1 tool to find pt equals to the sum of? vb and vs.vectors.? Then it follows the splitting relative Δv = 1 onto two directional relative vectors vb, vs excess that is pt.

?Δv = vb? -vs? = 1???????????????????????????????????????????????????????????????????????????????????????? ?????????(8)

?pt = vmo (b or s) +? vlo (s or b) of the opposite polarizations,? pt (b;s) =? vb,mo? -? |vs,lo | = 2POM -1>0; ????????????????pt(s;b) =? -|vs,mo | +? |vb,lo | < 0;??? pt = ve = 2*POM – 1; pt € [-1; 1]??????????????????? (9)

pt is the resilience of two directional vector acting in the opposite directions (polarization).? Compare POM and RSI performances applied to the same database. Given Δp+1 = 0.32; Δp+2 = 0.38; Δp-1 = - 0.70; Δp -2 = 0? RSI = 0.5; POM = 0.33. POM is the quantitative indicator of FM polarized state. For instance, POM = 0.33 means FM is in prevailing by 0.17 from the neutral polarization 0.5. POM looks more realistic indicator than RSI. Price Toucher pt is the function of POM now for the past time interval market? the cumulative state of quantitative ready now to produce the relative dynamic volume excessincrement(RDVEI) vector and its potential directional action. DEP says it is a certain FM predictive state prohibited to move price in opposite to RDVE vector direction now. In other words, they are

?((Δp)/(vb)) ≥ 0????????????????????????????????????????????????????????????????????????????????????????????????? (10a)

((Δp)/(vS)) ≥ 0 ?????????????????????????????????????????????????????????????????????????????????????????????????(10b)

?the quantitative expected criteria to the bull and bear FM respectively. (10a,b) inequality are the necessity conditions of DEP in mapping NCES solution onto ES. ?Here are Vb(mo), Vs(mo), Vb(lo), Vs(lo) ?the quantitative? calculation procedure,

?These inequalities may takeplace forcefully and/or at panic, very temporarily, for instance, at HFT trading. NCES Price Touchier (pt) vector responsible for the price-equity (P-E) Δp, ΔE increments vectors creation. PISI system of FM-UD proved the ideal Elliott Waves (EW) way universal existence and their projection at v-axisthat is the directional and observable v-interval xkof RDVEI volume vector vk. pt? = ve isits front propagative v-coordinate in NCES, that provokes at most 2v RDVEI self-destruction (annihilation) volume amount made by buyer and sellers together. At fund’s acquisition. Buy/sell FM orders“at-the-markets”(ATM)? helpsFM to its quantitative liquidity in preventing earlier EW pattern transfer towards destructive RDVEI volume motion shortenedFM ?lifetime predictionsRT. QuantitativeΔvkhelps to save EW pattern and risk awareness with SP and ETD obstacles in volume waves? propagation that is the universal strategy in getting reliable returns in volume and the following out of it P-E profits.? InitialDEP methodologicprinciple helped in creation the innovative, causation,predictive analytics that is valid in NCES and mapping its EWpattern in ES. If investor does know the Δvk pattern and weighted analytic liquidityat FM it is the way to success in a fund managing. It looks POM would get a better more promising in SVI calculation if in (7) Δp+, Δp-substitute by pt+? , Δp- and M+N = 5

PISI revealed,derived,proved the existence of the new waves’ prototypes of Impulse and Corrective EW in NCES.They are the quantitative RDVEIwave vectors Δvkwith the general name Ethons (ET)structured from the three RDVEI formations ET Long (ETL) vectors, ET Short (ETS)vectors, ET Directional (ETD) vectors propagate along Δv axis in NCES and having? Δvk= xk coordinates at the first v-axis of NCES with their norms equal to ETL = 0.707, ETS = 0.293. ETD = 0.414 dispatcher vector of the waves’directionalalternative switching their propagation by ETD direction up and down Δv-axisto get the opposite vector increment in amount |ETD| = ETL – ETS = 0.414.All three ET contribute to induceRDVEIformationsof Δvkin NCES,expressed as the visual EW in ES and participated as ET structured coordinates of Δvkat v-axis in NCES, five the special points (SP)at the density of v density of probability function differential at v-axis withv € [-1;0) U (0; 1)]. They are the cause of a possible spikes at TI transitionto RTand vice versa.Ethons are measured in directional k-th v-axis interval xk(ak; ek)? of? ET propagation at v-axis assumingak; ek are the beginning and the end of k-th directional v interval bounded by two adjacent SP with v-coordinates ak; and ek. What we do know is the distance between them | ek -ak| that is is the coordinate of |Δvk| = |xk | of k-th wave at v-axis. IT Δvkwaves group in NCES and EW in ES groups consists of the impulse waves (IW) and corrective waves (CW). Their FM db allow to measure the relative groups’ slope ?0 calculation precisely up to the sign ?0 = (+1) at ((v > 0) U (k ≤ 5)) U ((v < 0) U (k = 6; 7; 8)) orsign ?0= -1 at? ((v < 0) U (k≤ 5) = 6; 7; 8)) U ((v > 0) U (k = 6; 7; 8)) ?in NCES,

??0 = (((ek-? a1) / | ek -? a1 |)) = +1,? v > 0; ek? ≠ a1 ;? k = (1; 2; 3;…; 8) ????????????????????????????????????????? ?(11c)

?0 = ((ek-? a9) / | ek -? a9 |)) = -1,? v < 0; ek? ≠ a1 ;? k = (9; 10;…? ;16) ???????????????????????????????????????????? (11d)

?| ek- a1 | is the latest known info of the IW, CW groups’ relative slope. The second directional (slope) coefficient ?k is an individual relative wave slope ?k measured with |the relative wave distance from k-th wave start v = ak to the current k-th wave end v = ekwith the same sign precision ?k = ±1 like in ?0? case,

??k = ((ek? -? ak) / | ek -? ak |) = +1, v > 0; ?ek? ≠a1 ;? k = (1;3; 5; 7; 10; 12; 14; 16) if ?0= +1, ???????????? (11e)

?k = ((ak? -? ek) / | ek -? ak|) = -1, v < ?0;? ek≠a1 ;? k = (2; 4; 6; 9; 11;13; 15)??? if?? ?0 = -1, ???????????????? (11f )?

Why any polarized volume wave (VW) groups; BUT, BET is limited by 8 waves? It will be proven (ET helps) to provebelow that x8? =x16 = 0.293 and Δv8= Δv16 = ETS = 0.293 instead the expected alternative Δv8 =Δv16 = ETL? signaling of started the defective RDVEI in NCES, VW in ES RT.

?How many are Δvk in VW ideal formation (VWIF)?They visualized at Fig.2, 3as five impulse waves (IW), three corrective waves (CW), 8 ET directional waves (ETD) or in conventional notation since now (5; 3; 8). Every wave in NCES structures from ETL, ETS,ETDat BUT and BET FM. All together there are 32 in the ideal VW (IEW)with the long-term directional polarized group coefficient (DPGC) ?0 =((Δv)/|Δv|) = ±1 related to IP and CW groups:BUT IW?0? = +1, CW ?0 ?= -1 and BET IW?0 = -1, CW?0 = 1.Directional polarized wave coefficient (DPWC) ? k = ((Δvk) /|Δvk|) = ±1 in search of its sign.

??0? = 1? at IP of BUT (k = (1;2;… 5) U (k = (14; 15; 16) of BET;?0= -1 at IP of BET (k = (9; … 13) U (k = (6; 7; 8) of BUT ?????????????????????????????????????????????????????????????(11f)

?DPWC is the wave directional coefficient ?khasthe same meaning slope sign (+1) or (-1) of the k-th wave exclusively,

??0≈ ((vk-? a1) / | vk -? a1|) = ±1,? vk≠ak,k = 1; 2; …;16?????????????????????????????????? (11g)

??k? =? ((ek- ak) / | ek- ak | )) = ±1,? ( k = 1, 2, …16) ;? ?0 = ?1 ., k = 1?? (11h)???????????????????????????????????????????????????????????????????????????????????????????????????????????????????????

?Five SP participate in creation 16 directional ranges? (DR) xk produced at v-axis in both BUT and BET wave propagation, their macro slopes ?0 and wave’s individual slopes ?kincluding important in applications the directional coordinates of the beginning ak and the ending ek of xk and its directional geometry xk(ak ; ek) = -xk(ek ; ak). All xk locatesat v-axis. and they are the cylinder and orthogonal (xk; vk ) system coordinates and its cylindered projection of the vertical v-axis vector v-axis RDVEI vector vk onto horizontal v-axis under the following condition,

?|Δvk| = | xk|??????????????????????????????????????????????????????????????????????????????????????????? ??(12)

?Δvk+1 belongs to EW wave formation inside IW and CW if the alternative rule of the sign ?k? change at two adjacent waves is valid, and any wave in NCES is the function of ET components. Therefore, the necessity condition of the ideal RDVEIdynamic FM (EW prototype in NCES) is the existing strong waves’ interaction in NCES led to the alternative Δvktrend formation in NCES,

?((? k* ? k+1 ) = - 1) U (Δvk= f (ETL; ETS, ETD)),? k = (1;2;…;8) U(9;...; 16)???? (12a)

?Opposite to it are the individualmuch weaker organized interaction ofvolume waves (P-EI) propagation produces thedefective EW in search by investors the risk consensus between P-EI and liquidity. This process lead FM to its ideal EW (IEW) or not perfectly completeIEW structured formation and their possible earlier detection.This process motivates by the quantitative vk waves liquidity consisting of ET, visualizes,detects in NCES and provided the minimal risk in transition IEW to individual waves called here asthe ranges trend (RT) more appropriate to the tactical fund equity investmentand fundamental predictive P-PEI analytics(find it here after vk of EW at RT cases).

Financial Markets Directional Ranges Allocations xk in NCES at the Ideal Trend

?BUT(v > 0; ?0 = 1) € { x1();…;xk(a1; ek ; ?k);..; x5 ()}; (?kfollowsfrom Eq (11d) at ?0 = 1):

Xbut= {x1 (0; 0.707; ?1 = 1); x2 (0.707; 1+(ETD); ?2 = 1);? x3(1; 0.293; ?3 = -1);; x4 (0.293; 0; ?4 = -1); x5(0+ +(ETD); 0.707; ?5 = 1);??????????????????????

?BUT(v > 0;?0 = -1)(?kfollowsfrom Eq (11e) at ?0 = -1):€

x6(0.707+ (ETD); 0.586; ?6 = -1); x7 (0.586; 0.293; ?7 = -1); x8(0.293; 0+ +ETD); 0; ?8= 1)}?????????????????????????????????????????????????????????????????????????????????????????????????????????? (BU1)

?BET(v < 0; ?0 = -1) €{ x9();…;xk (a1; ek ; ?k);..; x13 ()}; (?kfollowsfrom Eq (11e):

?Xbet = {0; …0; x9 (0; - 0.707; ?9 = 1); x10 (-0.707; -1+(ETD); ?10 = 1);? x11(-1; -0.293; ?11 = -1); x12 (-0.293; 0; ?12 = -1); x13(0;-0.707; ?13 = 1);

?BET(v < 0) U (?0 = 1)U (?kfollowsfrom Eq (11d) at ?0 = -1): €

x14(-0.707+ETD; -.586; ?14 = 1); x15 (-0.586; - 0.293; ?15 = -1); x16(- 0.293; 0-(ETD)-; ?16 = 1)} ??????????????????????????????????????????????????????????????????????????????????????????????????????????????????(BE1)

??3D NCES space consists of v-axis, the density of xk probability ρ(xk)-axis ?derived in PISI and RDVEI waves’ incremental vk collection at v–axis, that is the predictive prototype of EW wave mapped by v? quantitatively and directionally to ES. Beyond revealing five SP points of the density the new discover and derived dynamic distribution ρ(v) and? its important to statisticians find in PISI. ?This article solves desirable problems deterministically.? ρ(v) (Fig 1) is needed to find ρ’’(xk) sign and five Special Point (SP)? vk? participated in waves’ structure and their directional propagation. It is the modest info discovered here from ρ(v) that it the five universal SP dispatching RDVEIpropagation,The only density of derived in PISI S-D probability ρ(v) sign participates in direction vk revelation.? The discovered in PISI probabilistic function ?(v) related to ρ(v) does not in application here. That is why this article is about FM the universal FM fundamental and deterministicpredictive IT or RT analytics in NCES. ρ(v), ?(v) in PISI were notapplied at all in FM-UD to the general statistic methodology, and they are waitingfor the statistics and Big Data professionals in DE application regardless of existed FM possibilities IT or RT financial markets trends.?

?The feasible pattern of IT BUT’s waves components propagation at v > 0 including 3 SP obstacles, total 16 ET’s components at v-axisETL,ETS, ETDand two (groups ?0 and waves ?k? ) polarized unit vectors dispatching directional wave propagation in counterclockwiseBUT(v > 0) and clockwise BET (v < 0) directionsof the round components circles’ patterns in NCES,

Vector RDVEI Δvk component xk is chosen by V-sign consistency allocation either in v-directional clockwise ( C ) allocation at v < 0 (bear trend) followed from DEP definition or counterclockwise(CC) allocationat bull (v > 0) v-interval having its beginning a)k , the end ek pointsand the same absolute values? to xk? = Δvk .The close circlesof RDVEI Δvk propagation is through the xk trajectory that is the only one way of vk propagation in waves due to v-axis bounded from v = -1 to v= 1 and consists of it five (discovered in PISI)the special points v = SP = (0; ± (1/ / √2 ) ≈0.707; ±1).Complimentary to ETL = 0.707 are ETS=1- 0.707= 0.293 and ETD = 0.707 – 0.293 = 0.414 participating in all alternative 16 Δvk waves directions at v-axis. Thesethree quantitative RDVEI formation ETL, ETS. ETD provide EW observable structure and the similar repetition at different time scale in ES. Bull trend (BUT) and bear trend (BET) close circles consistof their own eight DR xk , ?(k =1; 2; …;8) totaling 16 xk.Let us consider their ET structure from start point, RDVEI,? its end point, ?kand k-th wave P-E increment.

?Directional RDVEI interval xk at v € [-1;0) U (0; 1)]-axis started EW deviation from regularity quantitatively at x8 , It is a warning to the end of the regular EW alternative propagation.? The next section will consider the quantitative analytic relation of xk and P-E increment fund’s v at the end of (v = ek ≡ ak+1 related to NCES and VW k+1 the volume waves propagation in ES. Δvk value supplies investment process with fair (not over bought? or sold volume capacity) liquidity directional transaction in amount Δvk+1.These Δvk predictive dynamic events in NCES are mapping Δvk onto ES as VW, and they are the most organized form of P-E increment analytic regularity ever existed at FM. What is the necessity existing VW condition? They are in Eqs (11e,f). The more FM professionals follow to it the longer will be VW longevity in IT. Let as continue contribute to it analytically.

?Financial Markets RDVEI Waves Behavior Δvk in NCES at the Ideal Trend in ET Formation

SP participate in RDVEI directional wave Δvk propagation together with their components xk at v-axis.? xk? allocation ρ(xk), the trend slope ?0and the local?k trend slope simultaneously provide the local Δvk polarization restores its direction and early proven amplitude |Δvk | = xk? with the polarized ed? coefficient μk? = ±1mapping xk ?from v-axis to vk? at? v-axis,??

?μk = ((?0*?k*ρ’’(xk)) / | ?0*?k *ρ’’(xk) | ) = ±1,?? ?0 = 1 for BUT k = 1;2…;5;? & k = 14:15;16 for BER (13)

?

μk = ((?0*?k*ρ’’(xk)) / | ?0*?k *ρ’’(xk) | ) = ±1,?? ?0 = -1 for BER k = 9;…;13;? & k = 6:7;8 for BUT?? (13a)

?Geometry of the waves’ pattern propagation sequences proven below in the short theorems. There is no other than BUT, BET the VE incremental way of propagation and RT defective Δv propagation at a various EW charts time scales. BUT and Bet signaling about strong waves interaction inside Δvk and VEWk groups at various and not instant databases time scale making flexibility to the timing investments.

ρ(0) is not differential function at xk ≠ 0,? ρ’’(xk) = 0 at two inflection points? v = ETL = ±(1/2)1/2 ≈? 0.707 are SP and their complimentary intervals ETS = 1 – 0.707 =0.293, ETD =? ETL – ETS = 0.414 at the bounded v-axis, v € ([-1; 0) U (0; 1]). Untouchable and not compounding (8 ideal vk ) invested fund produces at your chosen time scale the following return (commission excluded),

?Δvk? =∑m=1m=16??? (μm δmk xm),???? k = 1; 2; …;16;?? xm? =? Xbut?? + Xbet????????????? (14)

?δmk is the Kronecker delta index: δmk= 1 if m =k, otherwise δmk= 0.? If Δv-axis is perpendicular to the plane (v ρ) vk k contributes to higher (up) Δv while (-xk)directs Δv to down direction. Preliminary Eqs (12,a,b,c) allow Eqs (14) to identify the current and future vk? structure in NCES and its identical VW wave in ES now and in advance. The name of its analytic procedure is P-E prediction with the natural optimal hedge. How it looks is the ET waves’ propagation on the “molecular” investments level produces by the three kinds of volume excess (VE) the universal at any FM and limited portions of VE provided EW propagation? They are the unique constants ETL =0.707, ETS = 0.293, ETD = 0.414 discovered in PISI.

Passports to BUTPredictive Waves ofBU Matrixin ET Presentation Discovered Universally by CVTA RDVEI at P-E Investments

?BUT and BET the quantitative predictive RDVEI in zillion tests at any FM existence for a close to century observations areproven quantitatively by CVTA-22 and PISI derived in the above universal analytics theorems to any the most structured interactive EW waves and FM offered liquidity supporting to EW longevity existence based on the fundamental Dynamic Economics Principle (DEP). CVTA-22 analytics predicts theobservableΔvkand EW “slalom” (Fig 2) in proven and deriven (not postulated) causation Eq(14).BUT pattern follows at v-axis in CC-group direction (v > 0) while BET is ln C-group of motion direction is at v < 0 (Fig.1 and 3) with the straight advance answer to the question “Where are we at Volume Waves (VEW) ln NCES and price incremental (PI) the Elliott Waves (EW) in ES?”

?BUT€ {(v > 0) U (?0 = 1)); CC-group direction;

{x1 (0;? ETL v = 0.707; ?1= 1; ETL* μ1= ?+0.707); x2 (0.707; ETS; v = 1; ?2=1; ETS* μ2= - 0.293);? x3(1; ETS+ETD; v = 0.293; ?3 = -1; ( ETS+ETD)* μ3= 0.707); x4 (0.293; ETS; v = 0, ?4 = -1;; ETS*μ4= - 0.293); x5[0; ETS + ETD; v = 0.707;?5 = 1; (ETS + ETD)* μ5= + 0.707); ??????????????????????????????????????????????????????????????????????(15)

?BUT € {(v > 0) U (?0 = -1); CC-group direction

x6(0.707; ETS; + ETD; v = 0.586; ?6= -1;(ETS + ETD)* μ6 = - 0.707); x7 (0.586;ETS; v = 0.293; ?7= -1; ?ETS*μ7= + 0.293);x8? (0.293; ETS; v =0; ?8 = 1; ETS*μ8 = - 0.293)}? (16)

?Expected | Δv8|≠ 0.707= ETL changing the alternativeRDVEI Δvk periodicitybecoming defective at Δv8 = -0.293 with a suspicion of a weaker Δvk structure ?compared to its ideal case of16 visual waves (5; 3; 8) and signaling by Δv8 and Δv16 the following smaller their waves in FM transition fromIT to RT.It detects easily also at k = (9; 16) in NCESin BET case.

How fund manager may contribute to the funds with CVTA analytics and its universal quantitative prediction the BUT and BET ideal FM with any wave behavior recognition and the following waves’ prediction? The expected are directionally polarized signals bull (bear) wave is for buying (selling) produce potentially fund’s VE, Δvkin volume ET amount or its multiple to the volume Δvk wave at the beginning of the wave and covering it at the end of the same wave in examples. BUT and BET passports are in help to it.? The possible detected earlier Δvk transition to RT switching investing strategy to RT analytics (RTA) of CVTA considered below also. What is the following recommendation at k =8 if you prefer to continue fund’s strategic investment? Let us go to long-term ES chart with existing EW db, recognize the latest EW wave with its following waves’ expectations, enter fund into FM and repeat CVTA strategy in your amount of allowable coversthe existed open positions based on the discovered here Δvkot CVTA analytic trajectory.

?Passports to BET Predictive Waves of BEMatrix in ET Presentation Discovered Universally by CVTA RDVEI at P-E Investments

?Let us consider the next BET Δvkquantitative FM“slalom” (Fig 3) in direct Eq(14) calculation. Equivalent and easier solution follows from definition of wave Δv direction in propagation at BET xk :?k? = 1 if Δvkcomponent moves at BET dominated C group direction alongxk;?k? = -1? if Δvkcomponents moves alongxk in CC direction,

?BET€(v < 0) U (?0 = -1)), C-group direction;

{x9(0;? -ETL v = - 0.707; ?9 = 1; ETL* μ9= - 0.707); x10 (0.707; ETS; v = -1; ?10 = 1; ETS* μ10 = 0.293);? x11(-1; ETS+ETD; v = -0.293; ?11 = -1; ( ETS+ETD)* μ11 = - 0.707); x12 (-0.293; ETS; v = 0, ?12 = -1; ETS* μ12= 0.293); x13[0; ETS + ETD; v = -0.707; ?13 = 1; (ETS + ETD)* μ13 = - 0.707);

?BET€(v < 0) U (?0 = 1), C-group direction

x14(-0.707; ETS; + ETD; v = -.586; ?14 = -1; (ETS + ETD)* μ14 = 0.707); x15 (-0.586; ETS; v = - 0.293; ?15 = -1; ?ETS*μ15= - 0.293); x16(- 0.293; ETS; v =0; ?16? = 1; ETS*μ16 = + 0.293)} (16)

Minimum EW transaction frequency of reinvestments strategy in CVTA-2022 (not compounding; L = 1:1)

?BUT: Buy fund and hold (Δv1? - Δv5 ) RDEVI waves (?0 > 0 ), take profit at v = e5 and sell fund at a6 till b8 to cover it.

?BUT: Sell fund and hold (Δv6? - Δv8 ) RDEVI waves (?0 < 0 ), take profit at v = e8 and buy fund at a6 till b8 to cover it.

?+(224.2 - 4*δ)% is the RDVEI profit started at k = 1 and the modest L = 1. Geometry of the waves’ pattern propagation sequences proven above at 8 BET waves and 2 round trades (Fig 3); δ is the average expense per transaction trade in % of gross profit. Average profit per a round trade equal to (+112.1–2δ)% /trade. The same symmetry consideration produces BET.

FM the Range Trend (RT)

?EW ideal pattern is the strongest pt produced and noticed as EW in P-EI-time space formation involved eight RDVEI pairs waves interaction leads price- equity increment (P-EI) to pseudo-periodic function of the volume excess v in NCES. It was prove here analytically that it does not exceed sixteen (5; 3; 8) waves at any bull or bear FM.? Sometimes it subjected to an earlier transition, at the 8-th, or 16-th waves in old (5: 3) format in transition to RT process. EW-RT transition at weaker EW interaction involves EW destructive pt = v jump leads to P-EI spike process due to changes the directional liquidities L(b)? ,L(s) at (n+1) v-wave .One way of RT forecasting follows from the equations (rtb), (rts) in NCES,

?VE(b; mo) ?= V mo, b?+ Vlo,s?? =? (2*POM - 1) ?if ?((POM > 0.5)?U? (Δp > 0))??????????????????????????????? (rtb)

VE(s; mo) = ?V mo, s? + Vlo,b?? =? ?(2*POM - 1) ?if ?((POM < 0.5) U (Δp < 0))?????????????????????????????? ??(rts)

It is visually earlier detected in NCES than at ES monitors, and its analytics took place at A4 lists and with regular pen. Low the three ways interactions of (n-1), n and (n+1) waves at RT is? a FM disorder compared v in NCES and Δp spikes in ES. Its (n+1)-th or (n-1)th price increment predictive wave vector Δp n+1? ?calculated with the given Δp n at n-th price wave increments and the mo RDVEI? VEn -1, mo , VEn -1, mo the previous waves mo volume increments in NCES,

?Δp n+1? = (VEn, mo /| VEn -1, mo|) * Δp n? ???????????????????????????????????????????????????????????????????????????(rtp)

?p n+1? = ?p n? + Δp n+1